Výsledky vyhledávání - Probability theory and stochastic processes Stochastic analysis

USE OF BOUNDARY DISTRIBUTION TO ASSESS THE DURATION OF A STOCHASTIC PROCESSES IN UNDERGROUND MINES.

Autoři: NAPIERAJ, ANETA SNOPKOWSKI, RYSZARD SUKIENNIK, MARTA

Zdroj: Archives of Mining Sciences; 2025, Vol. 70 Issue 1, p147-157, 11p

Témata: STOCHASTIC processes, MARGINAL distributions, DISTRIBUTION (Probability theory), MINES & mineral resources, STOCHASTIC analysis

Asymptotic behavior for delayed backward stochastic differential equations.

Autoři: Manga, Clément Aman, Auguste Tuo, Navègué

Zdroj: Communications in Statistics: Simulation & Computation; 2025, Vol. 54 Issue 7, p2491-2506, 16p

Témata: ASYMPTOTIC analysis, LARGE deviation theory, STOCHASTIC differential equations, EQUATIONS, STOCHASTIC processes, PROBABILITY theory, STOCHASTIC analysis

Non-commutative Lp spaces and Grassmann stochastic analysis.

Autoři: De Vecchi, Francesco Fresta, Luca Gordina, Maria a další

Zdroj: Probability Theory & Related Fields. Aug2025, Vol. 192 Issue 3/4, p949-1029. 81p.

Témata: *STOCHASTIC analysis, *STOCHASTIC processes, STOCHASTIC differential equations, STOCHASTIC integrals, MARTINGALES (Mathematics)

Quaternion Fractional Fourier Transform: Bridging Signal Processing and Probability Theory.

Autoři: Samad, Muhammad Adnan Xia, Yuanqing Siddiqui, Saima a další

Zdroj: Mathematics (2227-7390); Jan2025, Vol. 13 Issue 2, p195, 19p

Témata: PROBABILITY theory, STOCHASTIC analysis, APPLIED mathematics, CHARACTERISTIC functions, STOCHASTIC processes

QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems

Autoři: Antonius B. Dieker Steven T. Hackman

Resource Type: eBook.

Témata: Stochastic systems--Mathematical models, Stochastic analysis

Categories: MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Probability & Statistics / Stochastic Processes

Brownian Motion in Non-Archimedean Spaces

Autoři: Rajkumar, Rahul

Témata: Mathematics, Applied mathematics, Brownian Motion, Component Processes, p-adic Analysis, Probability Theory, Scaling Limits, Stochastic Processes

Popis souboru: application/pdf

Přístupová URL adresa: https://escholarship.org/uc/item/5gs6t3xm
https://escholarship.org/content/qt5gs6t3xm/qt5gs6t3xm.pdf

An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications.

Autoři: Thamrongrat, Nopporn Chhum, Chhaunny Rujivan, Sanae a další

Zdroj: Mathematics (2227-7390); Jul2025, Vol. 13 Issue 13, p2106, 33p

Témata: INTEREST rate swaps, PROBABILITY density function, LAGUERRE polynomials, MONTE Carlo method, HYPERGEOMETRIC functions, STOCHASTIC processes, CONDITIONAL expectations

Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015

Autoři: Fred Espen Benth Giulia Di Nunno

Resource Type: eBook.

Témata: Environmental economics--Mathematical models--Congresses, Finance--Mathematical models--Congresses, Stochastic processes--Congresses

Categories: SCIENCE / System Theory, BUSINESS & ECONOMICS / Environmental Economics, MATHEMATICS / Differential Equations / General, MATHEMATICS / Game Theory, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Optimization

Stochastic processes associated to multidimensional parabolic transmission problems in divergence form.

Autoři: Etoré, Pierre Martinez, Miguel

Zdroj: ALEA. Latin American Journal of Probability & Mathematical Statistics; 2023, Vol. 20 Issue 1, p291-311, 21p

Témata: STOCHASTIC analysis, STOCHASTIC processes, PARABOLIC operators, SKEWNESS (Probability theory), STOCHASTIC differential equations

Editorial.

Autoři: Kubilius, Kęstutis Ralchenko, Kostiantyn

Zdroj: Modern Stochastics: Theory & Applications; Mar2024, Vol. 11 Issue 2, p129-131, 3p

Témata: LIMIT theorems, CONDITIONAL expectations, STOCHASTIC processes, PROBABILITY theory, STOCHASTIC analysis, RANDOM walks, WIENER processes, POWER law (Mathematics)

THE USE OF NEGATIVE PROBABILITIES IN ECONOMICS.

Autoři: CURCA, Sorin-Nicolae¹ sorin_curca@yahoo.com

Zdroj: Revista Economică. 2022, Vol. 74 Issue 1, p65-74. 10p.

Témata: *PROBABILITY theory, *STOCHASTIC processes, *STOCHASTIC analysis, *MACROECONOMIC models, *CAPITAL market

Deterministic Dynamical Bounds on Moments of Nonstationary Stochastic Processes

Autoři: Carrette, Pierre

Zdroj: LiTH-ISY-R.

Témata: Nonstationary stochastic process, Probability theory, Nonlinear dynamic system, Stability analysis, Trajectory bounding, TECHNOLOGY, Information technology, Automatic control, TEKNIKVETENSKAP, Informationsteknik, Reglerteknik

Popis souboru: electronic

Přístupová URL adresa: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55638
https://liu.diva-portal.org/smash/get/diva2:316435/FULLTEXT01.ps

Reliability and Fault Analysis of a Stochastic Model of a Standby System with Cost Depended Repair/Replacement of Substandard Unit and Correlated Life Time.

Autoři: Sarita Bhatia, P. Kumar, S. a další

Zdroj: Journal of Scientific Research; 2022, Vol. 14 Issue 2, p559-568, 10p

Témata: STOCHASTIC analysis, STOCHASTIC models, DISTRIBUTION (Probability theory), STOCHASTIC processes, COST, REPAIRING, RELIABILITY in engineering

ON THE COINCIDENCE OF SPACES WITH MARTINGALE MIXED NORM WITH THE SPACE OF BOUNDED RANDOM VARIABLES IN THE CASE OF IRREGULAR STOCHASTIC BASES.

Autoři: PAVLOV, IGOR

Zdroj: Global & Stochastic Analysis; Dec2023, Vol. 10 Issue 3, p69-74, 6p

Témata: STOCHASTIC analysis, STOCHASTIC processes, SOCIAL norms, RANDOM variables, PROBABILITY theory

Stochastic Quantization of the Phi-3-3-Model

Autoři: Tadahiro Oh, Mamoru Okamoto, Leonardo Tolomeo

Resource Type: eBook.

Categories: MATHEMATICS / Probability & Statistics / Stochastic Processes

Topics on backward stochastic differential equations : theoretical and practical aspects

Autoři: Lionnet, Arnaud Qian, Zhongmin

Přispěvatelé: Lionnet, Arnaud Qian, Zhongmin

Témata: 519.2, Mathematics, Probability theory and stochastic processes, stochastic analysis, stochastic processes, martingales, backward stochastic differential equations, Feynman-Kac formula, numerical methods

Přístupová URL adresa: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

Potential Theory of Moderate Markov Dual Processes

Autoři: Fitzsimmons, P. J. Getoor, R. K.

Zdroj: Potential Analysis: An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis. 31(3)

Témata: Mathematics, Functional Analysis, Probability Theory and Stochastic Processes, Geometry, Potential Theory, Potential theory, Excessive measure, Kuznetsov measure, Duality, h-transform, Riesz decomposition, Réduite, Balayage

Popis souboru: application/pdf

Přístupová URL adresa: https://escholarship.org/uc/item/8x46344n
https://escholarship.org/content/qt8x46344n/qt8x46344n.pdf

Numerical Method for a Perturbed Risk Model with Proportional Investment.

Autoři: Wang, Chunwei Deng, Naidan Shen, Silian

Zdroj: Mathematics (2227-7390); Jan2023, Vol. 11 Issue 1, p43, 27p

Témata: NUMERICAL solutions to integro-differential equations, LOGNORMAL distribution, DISTRIBUTION (Probability theory), GALERKIN methods, STOCHASTIC analysis, STOCHASTIC processes, POTENTIAL theory (Mathematics), INTEGRO-differential equations

Reserving under stochastic mortality

Autoři: Martinez Jensen, Erik

Zdroj: Martinez Jensen, Erik. Reserving under stochastic mortality. Master thesis, University of Oslo, 2022

Dostupnost: http://hdl.handle.net/10852/95366
https://www.duo.uio.no/bitstream/handle/10852/95366/1/Erik_Martinez_Jensen_thesis.pdf

Stochastic processes shape the functional and phylogenetic structure of bird assemblages at the mine area in southwest China.

Autoři: Liu, Shilong Zhou, Tianlong Tan, Xiaocai a další

Zdroj: Current Zoology. Apr2024, Vol. 70 Issue 2, p204-213. 10p.

Témata: Stochastic processes, Bird communities, Deterministic processes, Resource allocation, Ecosystems

Geografický termín: China