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stochastic differential equation

A Stochastic Differential Equation Inventory Model

A Stochastic Differential Equation Inventory Model

... A stochastic differential equation is put forward to model this situation with solutions to it derived when analytically ...Fokker–Planck equation for the diffusion process at the steady ...

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A stochastic differential equation approach to the analysis of the UK 2016 EU referendum polls

A stochastic differential equation approach to the analysis of the UK 2016 EU referendum polls

... Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Here we propose a generative model based on a stochastic differential ...

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Conversion of dynamic social network stochastic differential equation model to Fokker-Planck model

Conversion of dynamic social network stochastic differential equation model to Fokker-Planck model

... Stochastic differential equation (SDE) models offer one formulation for introducing uncertainty in human interactions in a dynamic social network model based on static and/or deterministic ordinary ...

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Stochastic differential equation for two-phase growth model

Stochastic differential equation for two-phase growth model

... In stochastic model, two-phase models are only studied by using CTMC models, although in case of single phase, the SDE model may be better than CTMC models in certain conditions ...of stochastic growth ...

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STOCHASTIC DIFFERENTIAL EQUATION NOISE ANALYSIS OF COMMON-SOURCE AMPLIFIER WITH VARIABLE LOAD

STOCHASTIC DIFFERENTIAL EQUATION NOISE ANALYSIS OF COMMON-SOURCE AMPLIFIER WITH VARIABLE LOAD

... Noise in common-source amplifier with variable load is analyzed using stochastic differential equation. Extrinsic noise is characterized by solving a SDE analytically in time domain. The solution for ...

5

A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation

A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation

... where r is a constant risk-free interest rate, σ is a constant volatility param- eter, z stands for a Brownian motion, and α(S, t) is an adapted stochastic process standing for the risk price. Hodges et al. in [7, ...

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Two Implicit Runge Kutta Methods for Stochastic Differential Equation

Two Implicit Runge Kutta Methods for Stochastic Differential Equation

... of stochastic differential equation is briefly ...implicit stochastic Runge-Kutta method ...Keywords: Stochastic Differential Equation; Implicit Stochastic ...

6

A stochastic differential equation model for the spread of HIV amongst people who inject drugs

A stochastic differential equation model for the spread of HIV amongst people who inject drugs

... deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay ...a stochastic differential equation (SDE) for the ...

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A note on exponential almost sure stability of stochastic differential equation

A note on exponential almost sure stability of stochastic differential equation

... Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain class of stochastic differential equations. Compare to the existing theory, we prove the almost sure ...

7

A stochastic differential equation SIS epidemic model with two correlated Brownian motions

A stochastic differential equation SIS epidemic model with two correlated Brownian motions

... a stochastic differential equation with two cor- related Brownian motions for the number of infected population, based on the previous work from Gray et ...

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Noise Analysis of Common-Source Amplifier using Stochastic Differential Equation

Noise Analysis of Common-Source Amplifier using Stochastic Differential Equation

... Noise in common-source amplifier is analyzed using stochastic differential equation. Extrinsic noise is characterized by solving a SDE analytically in time domain. The solution for various solution ...

5

A new method to implement Bayesian inference on stochastic differential equation models

A new method to implement Bayesian inference on stochastic differential equation models

... A new approach for Bayesian inference on stochastic differential equation (SDE) models has been proposed. This approach is not MCMC based and is inspired from the work of Rue et al. (2009) on the ...

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The Application of stochastic differential equation on rate of budget implementation: the case of Adigrat University

The Application of stochastic differential equation on rate of budget implementation: the case of Adigrat University

... of stochastic differential equation in the rate of budget implementation the case of Adigrat ...continuous stochastic process which is the sum of a predictable and an unpredictable ...

5

A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION

A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION

... linear stochastic differential equation (SDE) from the viewpoint of the method of open-loop control packages worked out earlier for the guidance of a linear control system of ordinary ...

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Stochastic Differential Equation for TCP Window Size: Analysis and Experimental Validation.

Stochastic Differential Equation for TCP Window Size: Analysis and Experimental Validation.

... driven Stochastic Differential Equation where the loss events are treated as a Poisson stream of arrivals with rate λ at the source (instead of modeling segments as being sent out but lost with a ...

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Testing Domain based Software Reliability Growth Models using Stochastic Differential Equation

Testing Domain based Software Reliability Growth Models using Stochastic Differential Equation

... In this paper we have discussed the concept of the testing domain software reliability growth model using Stochastic Differential Equation (SDE) which includes basic testing domain function and ...

8

Modeling Election Problem by a Stochastic Differential Equation

Modeling Election Problem by a Stochastic Differential Equation

... Since the efficiency of the campaign contains random elements, we are able to decompose E into two parts: fixed non-random part so-called “ a ” and random part so-called “ σ a W t d ( ) ”. And therefore, the ...

7

A stochastic differential equation SIS epidemic model

A stochastic differential equation SIS epidemic model

... a stochastic model of the above SIS epidemic ...a stochastic differential equation (SDE) approximation to the continuous time Markov Chain ...the stochastic and deterministic models ...

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1. Introduction. We consider a d-dimensional stochastic differential equation (SDE) defined by

1. Introduction. We consider a d-dimensional stochastic differential equation (SDE) defined by

... 2. The second approach is rather different from previous methods. Indeed, we initially focus on the adjoint point of view (see Bensoussan [Ben88] or Peng [Pen90]) to finally derive new formulae, involving again some ...

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RANDOM FIXED POINT THEOREMS FOR GENERALIZED RANDOM CONTRACTIVE MAPPINGS WITH APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATION

RANDOM FIXED POINT THEOREMS FOR GENERALIZED RANDOM CONTRACTIVE MAPPINGS WITH APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATION

... Random fixed point theorems are stochastic generalization of a classical fixed point theorems. Random fixed point theorems for contraction mapping in aPolish space, i.e., a separable complete metric space, were ...

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