Results 11 to 20 of about 14,688,294 (200)

Still Life. The Pleasure of Stopping Time

, 2016
“Still Life – The Pleasure of Stopping Time” surveys the manners in which photographers have explored and refreshed the great traditional genre from early in the twentieth century to innovative practices of today.
Richon, Olivier
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Stochastic Processes with Expected Stopping Time [PDF]

Logical Methods in Computer Science
Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors.
Krishnendu Chatterjee, Laurent Doyen
doaj   +1 more source

Finite Stopping Time and Finite Expected Stopping Time

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1965
Summary Generalized sequential probability-ratio procedures are defined for dependent and non-identically distributed random variables. For these procedures, conditions are found implying that the stopping time is finite with probability 1 and the expected stopping time is finite. These results are applied to rank order problems.
Savage, I. R., Savage, L. J.
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Pathwise inequalities for local time : applications to skorokhod embeddings and optimal stopping [PDF]

, 2007
We develop a class of pathwise inequalities of the form H(B-t) >= M-t + F(L-t), where B-t is Brownian motion, L-t its local time at zero and M-t a local martingale.
Hobson, David (David G.), Jan Obłój, Obłój, Jan, David Hobson, Obloj, J, Cox, A. M. G., Cox, AMG, Hobson, D, Obłój, J, A. M. G. Cox   +9 more
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Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2019
The paper proposes a method for constructing models based on the analysis of birth and death processes with linear growth in semimartingale terms.
Aleksander Aleksandrovich Butov, Anatoly A Kovalenko   +1 more
doaj   +1 more source

Convergence of hitting times for jump-diffusion processes

Modern Stochastics: Theory and Applications, 2015
We investigate the convergence of hitting times for jump-diffusion processes. Specifically, we study a sequence of stochastic differential equations with jumps.
Georgiy Shevchenko
doaj   +1 more source

Optimal double stopping time

, 2009
6 pagesWe consider the optimal double stopping time problem defined for each stopping time $S$ by $v(S)=\esssup\{\, E[\psi(\tau_1, \tau_2)\, |\,\F_S], \tau_1, \tau_2 \geq S\,\}$.
Kobylanski, Magdalena, Quenez, Marie-Claire, Rouy-Mironescu, Elisabeth   +2 more
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Stopping manoeuvre of high speed vessels fitted with screw and waterjet propulsion [PDF]

, 2009
Concern about the increase in high-speed vessel traffic necessitates steps to bring out safety guidelines in order to regulate and improve their manoeuvrability.
Krishnankutty, P., Varyani, K.
core   +3 more sources

A Characterization of Stopping Times

The Annals of Probability, 1994
The authors give two characterizations of stopping times via martingales and Markov processes. The first result is the following: Let \(({\mathcal F}_ t)\) be a filtration satisfying the usual hypotheses and \(R\) be an \({\mathcal F}_ \infty\) random variable, then \(R\) is an \(({\mathcal F}_ t)\) stopping time if and only if \(E(H\mid {\mathcal F}_ ...
Knight, Frank B., Maisonneuve, Bernard
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On final stopping time problems [PDF]

, 1975
§1. Let us consider the state equation of a dynamical system $$ \left\{ \begin{gathered}{{\dot y}_{xt}}(s) = f(s,{y_{xt}}(s))\,\,0\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } t\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } s\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } T <
J. L. Manaldi, Edmundo Rofman
openaire   +1 more source