搜索结果: 136-150 共查到“知识库 理学 Stochastic”相关记录395条 . 查询时间(0.08 秒)
From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
fractional Brownian motion stochastic integrals rough paths
2011/2/22
Let B = (B1(t), . . . ,Bd(t)) be a d-dimensional fractional Brownian motion with Hurst index ≤ 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly...
A Stochastic Markov Model for Coordinated Molecular Motors
Stochastic Markov Model Coordinated Molecular Motors
2010/12/28
Many cell functions are accomplished thanks to intracellular transport mechanisms of macromolecules along filaments.
Fast transport asymptotics for stochastic RDEs with boundary noise
Multiscaling limits for stochastic reaction-diffusion equations
2011/2/21
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, ...
Self-Consistent Stochastic Model Errors in Data Assimilation
37-XX 37-XX 37-XX 86-XX 86-08 46N55
2010/12/28
In using data assimilation to import information from observations to estimate parameters
and state variables of a model, one must assume a distribution for the noise in the measure-
ments and in th...
Foliated stochastic calculus: Harmonic measures
Foliation diffusion process stochastic calculus
2011/2/24
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foli-ation.
On backward stochastic differential equations approach to valuation of American options
Backward stochastic differential equation Obstacle problem American option
2011/2/24
We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different ...
Small time asymptotics for stochastic evolution equations
Stochastic partial differential equations small time asymp-totics
2011/1/18
We obtain a large deviation principle describing the small time asymp-totics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear...
Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
completely selfdecomposable distribution infinitely divisible dis-tribution
2011/1/17
For infinitely divisible distributions on Rd the stochastic integral map-ping f is defined as the distribution of improper stochastic integral R∞−0 f(s)dX() s ,where f(s) is a non-random f...
A stochastic model for the expected time to recruitment in a two grade manpower system having correlated inter-decision times and constant combined thresholds
Manpower planning Univariate recruitment policy
2010/11/1
In this paper, an organization having two grades in which depletion of manpower occurs at every decision epoch is considered. Using univariate max policy of recruitment, based on shock model approach ...
Stochastic approach and fluctuation theorem for ion transport
Stochastic approach fluctuation theorem ion transport
2011/1/5
We present a stochastic approach for ion transport at the mesoscopic level. The description takes into account the self-consistent electric field generated by the fixed and mobile charges as well as t...
Stochastic differential equations and application of the Kalman-Bucy filter in the modeling of RC circuit
Stochastic Differential Equation white noise
2010/9/21
The filtering problem have an important role in the theory of stochastic differential equations(SDEs). In this paper, we present an application of the continuous Kalman-Bucy filter for a RC circuit. T...
This work faces the problem of the origin of the logarithmic character of the Gompertzian growth. We show that the macroscopic, deterministic Gompertz equation describes the evolution from the initial...
Exponential stability of stochastic fuzzy Hopfield neural networks with time-varying delays and impulses
Stochastic Fuzzy Hopfield neural networks
2010/9/20
In this paper, the model of stochastic fuzzy Hopfield neural networks with time-varying delays and impulses (ISFVDHNNs) is established as a modified Takagi-Sugeno (TS) fuzzy model in which the consequ...
The real estate credit risk based on the value model with jump and stochastic interests
Asset model with jump Volatility Default probability
2010/9/21
This paper is to assess the real estate credit risk with the help of the value model with jump and stochastic interests. Using the value obeying a stochastic jump-diffusion process, applying the Ito t...
On a fractional stochastic Landau-Ginzburg equation
Landau-Ginzburg theory fractional Brownian motion
2010/9/20
The aim of this paper is to investigate a fractional stochastic LandauGinzburg equation for modelling superconductivity from an approximation approach by the fact that a fractional Brownian motion of ...