Works matching DE "STOCHASTIC processes"

Results: 5000

American Option Valuation Under the Framework of CGMY Model with Regime-Switching Process.

Published in:

Computational Economics, 2025, v. 66, n. 2, p. 1455, doi. 10.1007/s10614-024-10734-x

By:

Fan, Congyin;
Gu, Xian-Ming;
Dong, Shuhong;
Yuan, Hua

Publication type:

Article

On the Aldous-Caputo Spectral Gap Conjecture for Hypergraphs.

Published in:

Mathematical Proceedings of the Cambridge Philosophical Society, 2025, v. 179, n. 2, p. 259, doi. 10.1017/S0305004125000179

By:

ALON, GIL;
KOZMA, GADY;
PUDER, DORON

Publication type:

Article

Probabilistic bivariate Bell polynomials.

Published in:

QM - Quaestiones Mathematicae, 2025, v. 48, n. 8, p. 1183, doi. 10.2989/16073606.2025.2472878

By:

Kim, Dae San;
Kim, Taekyun

Publication type:

Article

Unpacking Performance Variability in Deep Reinforcement Learning: The Role of Observation Space Divergence.

Published in:

Applied Sciences (2076-3417), 2025, v. 15, n. 15, p. 8247, doi. 10.3390/app15158247

By:

Jang, Sooyoung;
Lee, Ahyun

Publication type:

Article

Autonomous defect estimation in aluminum plate and prognosis through stochastic process modeling.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-13189-8

By:

Jambulkar, Mrudul;
Ojha, Shivam;
Shelke, Amit;
Habib, Anowarul

Publication type:

Article

NON-EXPLOSION AND PATHWISE UNIQUENESS OF STRONG SOLUTIONS FOR JUMP-TYPE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY OPTIONAL SEMIMARTINGALES UNDER NON-LIPSCHITZ CONDITIONS.

Published in:

TWMS Journal of Applied & Engineering Mathematics, 2025, v. 15, n. 7, p. 1726

By:

HADDADI, M.;
AKDIM, K.

Publication type:

Article

A generalized multiple Borel-Cantelli lemma in dynamics and its applications.

Published in:

Discrete & Continuous Dynamical Systems: Series A, 2025, v. 45, n. 12, p. 1, doi. 10.3934/dcds.2025079

By:

Liu, Sixu

Publication type:

Article

Analysis of two mobility models for epidemic modeling.

Published in:

International Journal of Modeling, Simulation & Scientific Computing, 2025, v. 16, n. 4, p. 1, doi. 10.1142/S1793962325500503

By:

Qin, Na;
Liu, Yantao;
Hou, Yueen;
Wang, Juan

Publication type:

Article

A Multi-Time scale optimal scheduling strategy for integrated energy systems considering the power randomness of wind and photovoltaic.

Published in:

Electrical Engineering, 2025, v. 107, n. 7, p. 9109, doi. 10.1007/s00202-024-02915-6

By:

Wu, Lizhen;
Zhang, Wenjin;
Chen, Wei;
Pei, Tingting

Publication type:

Article

Responses of microbial community to different depths in volcanic soils of Nvshan Volcano.

Published in:

World Journal of Microbiology & Biotechnology, 2025, v. 41, n. 7, p. 1, doi. 10.1007/s11274-025-04456-x

By:

Chen, Jin;
Wang, Haining;
Cui, Ye;
Dai, Yiming;
Bao, Yueming;
Qin, Rui;
Cheng, Qixiu;
Li, Xiaoyu

Publication type:

Article

Jump-diffusion option pricing with non-IID jumps.

Published in:

International Journal of Financial Engineering, 2025, v. 12, n. 3, p. 1, doi. 10.1142/S2424786323500469

By:

Zou, Lin;
Câmara, António;
Li, Weiping

Publication type:

Article

Stationary distributions and density functions of a stochastic SIRS model with vertical transmission and ornstein-uhlenbeck process.

Published in:

Computational & Applied Mathematics, 2025, v. 44, n. 7, p. 1, doi. 10.1007/s40314-025-03290-z

By:

Jiao, Siyuan;
Fu, Jing

Publication type:

Article

Stability of a cross-diffusion system and approximation by repulsive random walks: A duality approach.

Published in:

Journal of the European Mathematical Society (EMS Publishing), 2025, v. 27, n. 9, p. 3889, doi. 10.4171/JEMS/1540

By:

Bansaye, Vincent;
Moussa, Ayman;
Muñoz-Hernández, Felipe

Publication type:

Article

On q‐Stochastic Pseudo Integral Involving Convex Stochastic Processes.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 14, p. 13909, doi. 10.1002/mma.11152

By:

Haq, Wasim Ul;
Ullah, Zaheen

Publication type:

Article

Asymptotic behavior of the solution of a stochastic clearing queueing system.

Published in:

Networks & Heterogeneous Media, 2025, v. 20, n. 2, p. 1, doi. 10.3934/nhm.2025026

By:

Yiming, Nurehemaiti

Publication type:

Article

Uncertainty Propagation and Dynamic Robust Risk Measures.

Published in:

Mathematics of Operations Research, 2025, v. 50, n. 3, p. 1939

By:

Moresco, Marlon R.;
Mailhot, M´elina;
Pesentic, Silvana M.

Publication type:

Article

Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities.

Published in:

Mathematics of Operations Research, 2025, v. 50, n. 3, p. 1832

By:

Pérez, José Luis;
Rodosthenous, Neofytos;
Yamazaki, Kazutoshi

Publication type:

Article

Risk-Averse Markov Decision Processes Through a Distributional Lens.

Published in:

Mathematics of Operations Research, 2025, v. 50, n. 3, p. 1707

By:

Cheng, Ziteng;
Jaimungala, Sebastian

Publication type:

Article

RELIABILITY AND PROFIT ANALYSIS OF REPAIRABLE EDIBLE OIL PLANT.

Published in:

Reliability: Theory & Applications, 2025, v. 20, n. 2, p. 750

By:

Kumar, Ashish;
Sharma, Geetanjali

Publication type:

Article

A Bayesian joint longitudinal-survival model with a latent stochastic process for intensive longitudinal data.

Published in:

Biometrics, 2025, v. 81, n. 2, p. 1, doi. 10.1093/biomtc/ujaf052

By:

Abbott, Madeline R;
Dempsey, Walter H;
Nahum-Shani, Inbal;
Potter, Lindsey N;
Wetter, David W;
Lam, Cho Y;
Taylor, Jeremy M G

Publication type:

Article

Optimal control system of multi-term fractional stochastic inclusion with Clarke's subdifferential.

Published in:

European Physical Journal: Special Topics, 2025, v. 234, n. 8, p. 2141, doi. 10.1140/epjs/s11734-024-01200-8

By:

Muthukumar, P.;
Anukiruthika, K.

Publication type:

Article

Adaptive resetting for informed search strategies and the design of non-equilibrium steady-states.

Published in:

Nature Communications, 2025, v. 16, n. 1, p. 1, doi. 10.1038/s41467-025-62398-2

By:

Keidar, Tommer D.;
Blumer, Ofir;
Hirshberg, Barak;
Reuveni, Shlomi

Publication type:

Article

INVESTIGATING RANDOMNESS AND FAIRNESS IN THE ROMANIAN 6/49 LOTTERY.

Published in:

Revista Economică, 2025, v. 77, n. 1, p. 13, doi. 10.56043/reveco-2025-0002

By:

UNGAR, Kevin

Publication type:

Article

Computational Artificial Neural Network Performances for the Fractional Order Lumpy Skin Disease Model.

Published in:

Journal of Intelligent Systems & Internet of Things, 2025, v. 17, n. 2, p. 119, doi. 10.54216/JISIoT.170209

By:

Alomari, Saleh Ali

Publication type:

Article

Dynamical analysis of a stochastic SIRW model with distributed delay and Black-Karasinski process.

Published in:

Nonlinear Dynamics, 2025, v. 113, n. 17, p. 23697, doi. 10.1007/s11071-025-11310-0

By:

Cao, Hong;
Liu, Xiaohu;
Shen, Jingyun;
Nie, Linfei

Publication type:

Article

Wild bootstrap for counting process-based statistics: a martingale theory-based approach.

Published in:

Lifetime Data Analysis, 2025, v. 31, n. 3, p. 631, doi. 10.1007/s10985-025-09659-w

By:

Dietrich, Marina T.;
Dobler, Dennis;
de Gunst, Mathisca C. M.

Publication type:

Article

SDEs with critical time dependent drifts: strong solutions.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 1071, doi. 10.1007/s00440-025-01390-9

By:

Röckner, Michael;
Zhao, Guohuan

Publication type:

Article

Non-commutative Lp spaces and Grassmann stochastic analysis.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 949, doi. 10.1007/s00440-025-01379-4

By:

De Vecchi, Francesco;
Fresta, Luca;
Gordina, Maria;
Gubinelli, Massimiliano

Publication type:

Article

Metastability between the clicks of Muller's ratchet.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 721, doi. 10.1007/s00440-025-01377-6

By:

Mariani, Mauro;
Pardoux, Etienne;
Velleret, Aurélien

Publication type:

Article

On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 1283, doi. 10.1007/s00440-024-01307-y

By:

Benaïm, Michel;
Tough, Oliver

Publication type:

Article

Vanishing self-diffusivity in Ginibre interacting Brownian motions in two dimensions.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 1325, doi. 10.1007/s00440-024-01303-2

By:

Osada, Hirofumi

Publication type:

Article

Continuous-time locally stationary wavelet processes Open Access.

Published in:

Biometrika, 2025, v. 112, n. 2, p. 1, doi. 10.1093/biomet/asaf015

By:

Palasciano, H A;
Knight, M I;
Nason, G P

Publication type:

Article

Theoretical and numerical analysis for stochastic SIR models with density-dependent birth rate.

Published in:

International Journal of Computer Mathematics, 2025, v. 102, n. 8, p. 1143, doi. 10.1080/00207160.2025.2486408

By:

Chen, Zhijie;
Zhu, Jiashang;
Yang, Huizi

Publication type:

Article

Fully Vaporization of the Electrically Exploding Platinum Wires in Vacuum.

Published in:

Plasma Physics Reports, 2025, v. 51, n. 4, p. 496, doi. 10.1134/S1063780X24601822

By:

Wang, Sh.;
Zhou, J.;
Yu, H.;
Li, N.;
Guo, K.;
Wang, T.;
Cheng, M.;
Zhang, S.;
Li, Zh.;
Wang, K.

Publication type:

Article

Comparing an idealized deterministic–stochastic model (SUP model, version 1) of the tide- and wind-driven sea surface currents in the Gulf of Trieste to high-frequency radar observations.

Published in:

Geoscientific Model Development, 2025, v. 18, n. 14, p. 4685, doi. 10.5194/gmd-18-4685-2025

By:

Flora, Sofia;
Ursella, Laura;
Wirth, Achim

Publication type:

Article

An adaptive sequential stopping rule for steepest ascent searches based on the Wiener process.

Published in:

Quality Technology & Quantitative Management, 2025, v. 22, n. 5, p. 805, doi. 10.1080/16843703.2024.2404343

By:

García-Nava, Paulo Eduardo;
Rodríguez-Picón, Luis Alberto

Publication type:

Article

Infinite system of integral equations associated with birth-and-death stochastic process: A challenge to solve.

Published in:

Georgian Mathematical Journal, 2025, v. 32, n. 4, p. 543, doi. 10.1515/gmj-2024-2083

By:

Banaś, Józef;
Madej, Justyna;
Rzepka, Beata

Publication type:

Article

Dynamic Stochastic Job Shop Scheduling Problem with Random Machine Failures Using Discrete Event Simulation and Design of Experiments.

Published in:

Journal of Applied Research on Industrial Engineering, 2025, v. 12, n. 2, p. 234, doi. 10.22105/jarie.2024.445684.1599

By:

Amelian, Sayed Shahab

Publication type:

Article

New Approach to Image Encryption Based on Large Invertible Pseudo-Random Matrices.

Published in:

International Journal of Safety & Security Engineering, 2025, v. 15, n. 6, p. 1111, doi. 10.18280/ijsse.150603

By:

Rrghout, Hicham;
Kattass, Mourad;
Qobbi, Younes;
Benazzi, Naima;
JarJar, Abdellatif;
Benazzi, Abdelhamid

Publication type:

Article

The Steady-state Indexes of Single Machine Repairable System with Two Unreliable Servers.

Published in:

Engineering Letters, 2025, v. 33, n. 8, p. 2878

By:

You Lyu;
Tingyu Yan;
Suran Kong;
Wenguo Jiang

Publication type:

Article

Fundamentals of classical and quantum stochastic filtering theory.

Published in:

Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2025, v. 28, n. 2, p. 1, doi. 10.1142/S0219025725400016

By:

Parthasarathy, Harish;
Garg, Naman

Publication type:

Article

Likelihood Inference for Possibly Nonstationary Processes via Adaptive Overdifferencing.

Published in:

Technometrics, 2025, v. 67, n. 3, p. 426, doi. 10.1080/00401706.2025.2453207

By:

Griffin, Maryclare;
Samorodnitsky, Gennady;
Matteson, David S.

Publication type:

Article

Linear and nonlinear transport equations with coordinate-wise increasing velocity fields.

Published in:

Annales de l'Institut Henri Poincaré C, 2025, v. 42, n. 4, p. 971, doi. 10.4171/AIHPC/133

By:

Lions, Pierre-Louis;
Seeger, Benjamin

Publication type:

Article

Square-Mean Pseudo S-Asymptotically (w, c)-Periodic Mild Solutions to Some Stochastic Fractional Evolution Systems.

Published in:

Journal of Nonlinear Modeling & Analysis, 2025, v. 7, n. 1, p. 241, doi. 10.12150/jnma.2025.241

By:

Mbaye, Mamadou Moustapha;
Diop, Amadou;
Chang, Yong-Kui

Publication type:

Article

Conditional stochastic simulation for character animation.

Published in:

Computer Animation & Virtual Worlds, 2010, v. 21, n. 3/4, p. 443, doi. 10.1002/cav.374

By:

Courty, N.;
Cuzol, A.

Publication type:

Article

The social construction of the cultural mind: Imitative learning as a mechanism of human pedagogy.

Published in:

Interaction Studies, 2005, v. 6, n. 3, p. 463

By:

Gergely, György;
Csibra, Gergely

Publication type:

Article

Optimal Replacement Policy for Fuzzy Multi-State Element.

Published in:: Journal of Multiple-Valued Logic & Soft Computing, 2011, v. 17, n. 1, p. 69
Publication type:: Article

An Approach for Resolving Occluded Data Based on Stochastic Optimization Techniques.

Published in:

Journal of Multiple-Valued Logic & Soft Computing, 2009, v. 15, n. 5-6, p. 569

By:

Vaidyanathan, S. Ganesh;
Kumaravel, N.;
Kar, Bibhas

Publication type:

Article

CORRELATION FUNCTION AND SPECTRAL DENSITY OF THE ENZYMATIC REACTION RATE.

Published in:

Electronic Journal of Natural Sciences, 2005, v. 5, n. 2, p. 3

By:

Arakelyan, V. B.;
Simonyan, A. L.;
Kintzios, S.;
Gevorgyan, A. E.;
Sukiasyan, T. S.;
Arakelyan, A. V.;
Gevorgyan, E. S.

Publication type:

Article

FLUCTUATIONS OF THE ENZYMATIC REACTION RATE.

Published in:

Electronic Journal of Natural Sciences, 2004, v. 2, n. 1, p. 43

By:

Arakelyan, V. B.;
Simonyan, A. L.;
Gevorgyan, A. E.;
Sukiasyan, T. S.;
Arakelyan, A. V.;
Grigoryan, B. A.;
Gevorgyan, E. S.

Publication type:

Article