Stochastic Differential Equations: Some Risk and Insurance Applications
stochastic differential equations and applications vol 1 - friedman a
Ngày tải lên: 08/04/2014, 12:25
stochastic differential equations and applications vol 2 - friedman a
Ngày tải lên: 08/04/2014, 12:25
Báo cáo hóa học: " Square-mean almost automorphic mild solutions to some stochastic differential equations in a Hilbert space" docx
... Almost automorphic and pseudo almost automorphic mild solutions to an abstract differential equation in Banach spaces Nonlinear Anal TMA 2010, 72:1886-1894 15 Zhao Z-H, Chang Y-K, Li W-S: Asymptotically ... pseudo almost automorphic functions and applications Nonlinear Anal TMA 2010, 73:2644-2650 10 Ding H-S, Liang J, Xiao T-J: Almost automorphic solutions to non...
Ngày tải lên: 21/06/2014, 03:20
Báo cáo hóa học: " Research Article Fixed Points and Stability in Neutral Stochastic Differential Equations with Variable Delays" pot
... Volterra integral equation,” Fixed Point Theory and Applications, vol 2007, Article ID 57064, pages, 2007 J Luo, Fixed points and stability of neutral stochastic delay differential equations, ” ... Burton, Fixed points and stability of a nonconvolution equation,” Proceedings of the American Mathematical Society, vol 132, no 12, pp 3679–3687, 2004 T A Burton and T Fur...
Ngày tải lên: 21/06/2014, 23:20
introduction to stochastic differential equations v1.2 (berkeley lecture notes) - l. evans
... differential equations, and perhaps partial differential equations as well This is all too much to expect of undergrads But white noise, Brownian motion and the random calculus are wonderful topics, too ... trajectories of systems modeled by (ODE) not in fact behave as predicted: X(t) x0 Sample path of the stochastic differential equation Hence it seems reasonable to modify (ODE), so...
Ngày tải lên: 31/03/2014, 15:56
introduction to stochastic differential equations 1.2 - evans l c
... Expected value, variance Distribution functions Independence Borel–Cantelli Lemma Characteristic functions Strong Law of Large Numbers, Central Limit Theorem Conditional expectation Martingales ... the collection of Borel subsets of Rn , which is the smallest σ-algebra of subsets of Rn containing all open sets We may henceforth informally just think of B as containing all the “nice, well-beha...
Ngày tải lên: 08/04/2014, 12:24
singular stochastic differential equations - cherny a, englebert h
... the neighbourhood of a singular point As an example, the sign “ e ” ¡ in the bottom left-hand graph indicates that there is no positive solution The sign “ ? ” in the bottom right-hand graph ... indeed singular Then we study the existence, the uniqueness, and the qualitative behaviour of a solution in the right-hand neighbourhood of an isolated singular point This leads to the one-sided ....
Ngày tải lên: 08/04/2014, 12:25
Báo cáo hóa học: "Research Article On Some Quasimetrics and Their Applications" ppt
... quasi-metric on E Let ρ be a quasi-metric on E and γ a non-negative symmetric function on E × E such that γ ∼ ρ, then γ is a quasi-metric on E Let ρ1 and ρ2 be two quasimetrics on E, then for ... Inequalities and Applications 3.4 On the Operator − 1/A Au 11 on 0, with u u1 Let A be a continuous function on 0, , which is positive and differentiable on 0, We assume th...
Ngày tải lên: 22/06/2014, 03:20
Báo cáo hóa học: "TERMINAL VALUE PROBLEM FOR SINGULAR ORDINARY DIFFERENTIAL EQUATIONS: THEORETICAL ANALYSIS AND NUMERICAL SIMULATIONS OF GROUND STATES" pdf
... Proof By the continuation of solutions and the singularity of at the point P0 , the set (P0 ) = ∅ Taking into account the nature of the vector field and the definition of the singularity of ... ,ρ0 ) ∈ E ⊆ ∂ω and the family ᐄ(P0 ) of all noncontinuable solutions of the initial value problem (2.6) By the continuity of the nonlinearity and the nature of the vector...
Ngày tải lên: 22/06/2014, 22:20
Stochastic methods for bayesian filtering and their applications to multicamera multitarget tracking
... multisensor multitarget tracking For multisensor multitarget tracking, stochastic processes and Bayesian filtering provide powerful tools However, there are many unsolved problems, e.g., the information ... of tracking is tracking a single target There are two main groups of methods for tracking a single target: filtering methods and likelihood functions Filtering...
Ngày tải lên: 12/09/2015, 08:20