diffusion process
Contrast function estimation for the drift parameter of ergodic jump diffusion process
... ergodic diffusion process with jumps whose drift coefficient depends on an unknown ...the process is discretely ...observed process to have non summable ...the process was supposed to ...
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Diffusion Process for GX/G/M Queuing System with Balking and Reneging
... using diffusion process with reflecting ...discussed diffusion approximation for finite calling population model based on two boundary policies; the elementary return boundary and the instantaneous ...
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Balanced clusters and diffusion process in signed networks
... on diffusion process in signed ...for diffusion process, it is extended to signed networks and some appropriate definitions are ...innovation diffusion in social ...perturbation ...
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A diffusion process associated with Fréchet means
... This paper studies rescaled images, under exp − μ 1 , of the sample Fréchet means of i.i.d. random variables {X k |k ≥ 1} with Fréchet mean μ on a Rie- mannian manifold. We show that, with appropriate scaling, these ...
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Diffusion Process for GGR Machining System with Spares, Balking and Reneging (RESEARCH NOTE)
... a diffusion process, the steady-state probability density function for the queue size is obtained in terms of the first two moments of inter-arrival times and repair times of ...
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Duopolistic Competition and Capacity Choice with Jump Diffusion Process
... We develop the real option game model to discuss the effects of sudden events on the optimal timing and capac- ity choice in a duopoly market. When sudden events occur, such as the financial crisis, economic policy from ...
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Diffusion Process for Multi - Repairmen Machining System with Spares Aand Balking
... The diffusion process that is based on continuous time, continuous state process can be used to approximate a discrete stochastic process of a general queuing ...
8
Diffusion Process of High Concentration Spikes in a Quasi Homogeneous Turbulent Flow
... analysis shows that the concentration flux driven by spanwise concentration gradient in the spike is more and more dominant as spanwise distance increases, compared with the concentration flux driven by spanwise ...
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Numerical Study on the Reaction Cum Diffusion Process in a Spherical Biocatalyst
... A BSTRACT . In chemical engineering, several processes are represented by singular boundary value problems. In general, classical numerical methods fail to produce good approximations for the singular boundary value ...
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Parameter estimation for the drift of a time-inhomogeneous jump diffusion process
... There exists a large number of publications on drift parameter estimation for time- continuously observed diffusion processes. Maximum likelihood estimation is thereby, as well as in many other fields of ...
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A Study of Innovation and Diffusion Process in the context of digitalized Business Strategies
... and diffusion process in improving the marketing efforts of an organization to maximize the desired business outcomes using various digital platform technologies and ...
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On the Consistency of a Firm’s Value with a Lognormal Diffusion Process
... lognormal diffusion price process that becomes the standard exogenous stochastic process in modeling a firm’s value process since the work of Merton ...lognormal diffusion ...
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Estimation of Jump-Diffusion Process vis Empirical Characteristic Function
... Estimation of a stochastic process via continuous ECF method also carries some difficulties. The first problem arises with the choice of the grid for the integration. The continuous ECF estimator requires the ...
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Understanding Innovations and Conventions and Their Diffusion Process in Online Social Media
... These structures represent interesting instances of di ff usion for several reasons. First, they are “organic” in a way that the spread of many on-line memes are not: when we study on-line di ff usion in settings where a ...
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Modeling the Effect of Thermal Diffusion Process from Nuclear Power Plants in Vietnam
... The calibration parameters of model are conducted primarily by changes to the hydraulic roughness and diffusion coefficient changes. This paper used measure data at C1 position on June 19-26, 2014 and on December ...
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Elastic flow interacting with a lateral diffusion process : the one dimensional graph case
... barely depends on the scaling of µ in h indicates that the geometric error has a smaller influence than the approximation of the diffusion term and the data for c. In order to investigate these findings a bit ...
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Electrochemical-Fractal Model Versus Randles Model: A Discussion About Diffusion Process
... The diffusion occurs at the same place where two phenomena simultaneously take place. The first one is the space distribution of the species diffused. Since this species is electrically charged, it can be modelled ...
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Pricing of Commodity Futures Contract by Using of Spot Price Jump-Diffusion Process
... Logarithm of crude oil spot price in one factor futures model with exponential jump, such as no-jump model, followed mean reversion process in diffusion part. This result confirmed one factor no-jump model. ...
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Parameter estimation by contrast minimization for noisy observations of a diffusion process
... noise is investigated in [12]. The authors use a contrast method and only diffusion coefficient parameters can be consistently estimated in this case. For the nonpara- metric case, the inference of the drift ...
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Penalized nonparametric drift estimation for a multidimensional diffusion process
... L’archive ouverte pluridisciplinaire HAL , est destin´ ee au d´ epˆ ot et ` a la diffusion de documents scientifiques de niveau recherche, publi´ es ou non, ´ emanant des ´ etablissement[r] ...
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