[PDF] Top 20 First passage times over stochastic boundaries for subdiffusive processes
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First passage times over stochastic boundaries for subdiffusive processes
... We start by carrying out an in-depth analysis of the interesting class of semi-regenerative pro- cesses that creep upward, that is when the processes hit point above the starting point contin- uously. We refer to ... See full document
25
Brownian Motion of Decaying Particles: Transition Probability, Computer Simulation, and First Passage Times
... well-studied stochastic processes such as the Ornstein-Uhlenbeck process [16] arise from the frictional interaction of a stable particle with the environment and involve only the process variables, like ... See full document
41
First passage and first hitting times of Lévy flights and Lévy walks
... Lévy-type processes with resetting, as studied, for instance, for mean first passage and arrival times in ...crossing, stochastic resonant activation, and noise-enhanced stability phenomena ... See full document
24
First passage events in biological systems with non-exponential inter-event times
... cesses. Stochastic methods are growing in popularity, partly driven by new questions posed by more sophisticated experiments, but also by the increasing capacity of modern ...in stochastic models is that ... See full document
16
First–Passage Time Moment Approximation for the General Diffusion Process to a General Moving Barrier
... the first-passage times to a moving barrier for diffusion and other Markov processes arises in biological modeling, population growth, statistics, engineering, ...of stochastic ... See full document
6
Computing mean first exit times for stochastic processes using multi-level Monte Carlo
... the first time at which X (s) leaves the open set O, or T if this is ...on stochastic simulation—that is, we approximate the mean stopped exit time by computing pathwise samples and combining them into a ... See full document
10
Two Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang
... two-sided first exit problems for processes with two-sided jumps have attracted a lot of attentions in applied probability (see ...two-sided first exit time for processes with two-sided ... See full document
12
First passage times in integrate and fire neurons with stochastic thresholds
... mean first passage time can depend non-monotonically on the noise ...the stochastic threshold the mean first passage time is maximal for non-vanishing ...a first passage ... See full document
8
First passage times of diffusion processes and their applications to finance
... In this chapter, we introduce a new concept of the executable TSI strategy and discuss desired properties such a strategy should hold. Based on the new definition, we demonstrate how the FPT, together with other ... See full document
219
Stochastic ordering for first passage times of diffusion processes through boundaries
... Here we make use of FPTs ordering to pursue different objectives. First "'Ie show how use of theorems 2-3 can help to investigate the dependence of FPTs distributions from the proces[r] ... See full document
19
A Ponzi scheme exposed to volatile markets
... the stochastic PGBM process as long as one considers time intervals before the first passage time, ...the first passage time may be more helpful (but may not be mandatory) when tackling ... See full document
22
IFFU SI O NA S A CH E M I CALR E A CT I ON ST O CHA ST I C T RA J E C T OR I E S B E T W E E NF I XE DCONC E N T RA T I ONS
... Simulations show [11, eq.(7.5)] that the flux formula eq.(3.6) can be expressed in terms of the relative numbers of random trajectories that start inside the reaction region at a distance ∆x from an absorbing boundary ... See full document
33
The roughness of the protein energy landscape results in anomalous diffusion of the polypeptide backbone
... the shortest relaxation time in the finite Rouse model is ~12,000, whereas for the Zimm model, the ratio is only ~2,300. To the best of our knowledge, there is no theoretical treatment of the segmental mean square ... See full document
9
Stochastic antiderivational equations on non Archimedean Banach spaces
... Remark 3.9 . Let A(t) be a linear continuous operator on a Banach space Y over K such that it strongly and continuously depends on t ∈ B( K ,0, R), that is, A(t)y is continuous by t for each chosen y ∈ Y and A(t) ... See full document
16
Continuous stochastic processes
... It turns out that a very inclusive class of continuous otochastio processes nro characterized by a fundamental partial differential equation nnd 1 ts adjoint the Folckcr-Plan clc equatio[r] ... See full document
68
Stochastic processes and antiderivational equations on non Archimedean manifolds
... and stochastic processes on non- Archimedean Banach spaces and totally disconnected topological groups with values in non-Archimedean spaces were investigated [25, 26, 29, 30, 31, 32, 22, 23, ... See full document
19
Strategy selection and outcome prediction in sport using dynamic learning for stochastic processes
... A sporting illustration of these concepts is obtained by con- sidering the evolving match score during a game of football. In this case, the random vector x(t) might be de fi ned with two components that represent the ‘ ... See full document
11
A second order stochastic network equilibrium model. I: theoretical foundation.
... , then for a given GSUE(2) solution ( , ) there cannot be a second GSUE(2) solution ( , ) at a distance greater than a a 4 . Since typically mean flow rates will be in the order of hundreds or ... See full document
31
Man thou art dust : rites of passage in austere times
... Some things you can’t [fix] […] and you need to call in somebody. Or else checking with your friends to see if anyone has a particular skill in that area […] I’m lucky in that I’ve a good network of Dads in the area […] ... See full document
18
Tree Stochastic Processes
... First, we could consider different models of faulty gates, or models where gates can fail in different ways. The notion of identifiability that we gave is quite general though, and due to identifiability being ... See full document
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