Quantum stochastic calculus with maximal operator domains. [PDF]
, 2004 Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the ...
Lindsay, J. Martin, Attal, Stéphane
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Stochastic Control Representations for Penalized Backward Stochastic Differential Equations [PDF]
SIAM Journal on Control and Optimization, 2015 24 pages in SIAM Journal on Control and Optimization ...
openaire +4 more sources
Representation Theorem for Stochastic Differential Equations in Hilbert Spaces and its Applications [PDF]
Surveys in Mathematics and its Applications, 2006 In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces.
Viorica Mariela Ungureanu
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Poisson-Vlasov : Stochastic representation and numerical codes [PDF]
, 2007 17 pages, 5 figuresA stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive ...
R. Lima +5 more
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Quantum stochastic convolution cocycles II [PDF]
, 2008 Schurmann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras.
Skalski, Adam G., Lindsay, J. Martin
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A compositional stochastic model for real-time freeway traffic simulation. [PDF]
, 2005 Traffic flow on freeways is a non-linear, many-particle phenomenon, with complex interactions between vehicles. This paper presents a stochastic model of freeway traffic at a time scale and of a level of detail suitable for on-line estimation, routing ...
Mihaylova, Lyudmila +5 more
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Fitting traffic traces with discrete canonical phase type distributions and Markov arrival processes
International Journal of Applied Mathematics and Computer Science, 2014 Recent developments of matrix analytic methods make phase type distributions (PHs) and Markov Arrival Processes (MAPs) promising stochastic model candidates for capturing traffic trace behaviour and for efficient usage in queueing analysis.
Meszáros András +2 more
doaj +1 more source
Impact of stochastic physics on the representation of atmospheric blocking in EC-Earth3 [PDF]
Weather and Climate DynamicsAtmospheric blocking is a synoptic-scale phenomenon that consists in an obstruction of the normal easterly progression of weather patterns in the midlatitudes, leading to persistent atmospheric conditions sometimes associated with extreme weather.
M. Filippucci +3 more
doaj +1 more source
Arbitrary-Order Finite-Time Corrections for the Kramers–Moyal Operator
Entropy, 2021 With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator.
Leonardo Rydin Gorjão +3 more
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Threshold stochastic unit root models [PDF]
, 2002 This paper introduces a new class of stochastic unit root (STUR) processes, where the randomness of the autorregresive unit root is driven by a threshold variable.
Gonzalo, Jesús, Montesinos, Raquel
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