Results 81 to 90 of about 15,808 (165)

On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2014
The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
M.M. Dyriv, N.A. Kachanovsky
doaj   +1 more source

Karhunen-Loeve representation of stochastic ocean waves [PDF]

, 2012
A new stochastic representation of a seastate is developed based on the Karhunen–Loeve spectral decomposition of stochastic signals and the use of Slepian prolate spheroidal wave functions with a tunable bandwidth parameter. The new representation allows
Sclavounos, Paul D.
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Stochastic modulation of the Montgomery’s rings to generate the self-imaging effect with revival features

Results in Optics
The synthesis of optical fields that follows a stochastic process and whose statistical mean values generate the self-imaging-revivals effect is analyzed.
I. Cázares-Aguilar, J.C. Atenco, P. Martínez-Vara, F. Cubillos-Morales, I. Julián-Macías, G. Martínez-Niconoff   +5 more
doaj   +1 more source

Speaker Verification Using Autoregressive Spectrum of Speech Signal in Composite Vector Stochastic Processes Model Representation [PDF]

, 2019
This paper deals with the speaker verification system similar to a fingerprint or an eye scanner. For these purpose a long-term words' model and its spectral characteristics were used.
Chmelařová, Natalija, Rejfek, Luboš, Chmelař, Pavel, Tykhonov, Vyacheslav A., Bezruk, Valerij M.   +4 more
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Stochastic integral representation theorem for quantum semimartingales [PDF]

, 2003
The quantum stochastic integral of Itô type formulated by Hudson and Parthasarathy is extended to a wider class of adapted quantum stochastic processes on Boson Fock space.
Ji, Un Cig
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Random representation of Blasius’ formula through stochastic complex integrals

International Journal of Mathematics for Industry, 2019
Two-dimensional flow is considered in the complex plane. We discuss Blasius’ formula in a perfect fluid through stochastic complex integrals. This formula is also investigated in a viscous fluid.
Kouji Yamamuro
doaj   +1 more source

Two Stochastic Volatility Processes - American Option Pricing [PDF]

In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type.
Jonathan Ziveyi, Carl Chiarella
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METHOD FOR CONSTRUCTING SIMILARITY CRITERIA FOR STOCHASTIC STATIONARY MATERIAL FLOWS

Сучасні інформаційні системи
The object of the study is a stationary stochastic input flow of material arriving at the input of a transport conveyor system. The goal of the study is to develop methods for comparing such flows based on dimensionless similarity criteria that allow ...
Oleh Pihnastyi , Yana Korolova , Georgii Kozhevnikov , Anna Burduk   +3 more
doaj   +1 more source

Skorohod Representation Theorem Via Disintegrations [PDF]

Let (µn : n >= 0) be Borel probabilities on a metric space S such that µn -> µ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables Xn satisfying Xn - µn for all n and Xn -> X0 in probability.
Pietro Rigo, Luca Pratelli, Patrizia Berti   +2 more
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The representation of facts in physical theories [PDF]

, 1997
The purpose of this contribution is to call attention to a problem which has not received the interest which, in my opinion, it deserves: the problem of representation of facts in physical theories.
Primas, Hans, Hans Primas
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