搜索结果: 1-9 共查到“数理逻辑与数学基础 stochastic”相关记录9条 . 查询时间(0.039 秒)
PROPERTIES OF UNIFORM DOUBLY STOCHASTIC MATRICES
Doubly Stochastic Matrices Birkho polytope
2015/7/7
We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are s...
We formulate and prove a new criterion for stability of e–processes introduced by A. Lasota and T. Szarek [J. Differential Equations 231 (2006), 513–533]. In particular we prove that that any e–proces...
A quantum stochastic Lie-Trotter product formula
quantum stochastic Lie-Trotter product formula
2010/11/24
A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.
Effective dynamicsof a coupled microscopic-macroscopic stochastic system
microscopic-macroscopic stochastic system math
2010/11/18
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems....
Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
stationary solutions multivariate stochastic recursions related limit theorems
2010/11/12
Let $\Phi_n$ be an i.i.d. sequence of Lipschitz mappings of $\R^d$. We study the Markov chain $\{X_n^x\}_{n=0}^\8$ on $\R^d$ defined by the recursion $X_n^x = \Phi_n(X^x_{n-1})$, $n\ge 0$, $X_0=x\in\...
Separation of time-scales and model reduction for stochastic reaction networks
Separation time-scales stochastic reaction networks
2010/11/12
A stochastic model for a chemical reaction network is embedded in a one-parameter family of models with species numbers and rate constants scaled by powers of the parameter. A systematic approach is ...
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Stochastic viscosity solution stochastic PDIEs
2010/11/19
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently devel...
On dependence of the implied volatility on returns for stochastic volatility models
stochastic volatility the Heston model conditional expectation of variance
2010/12/16
We study the dependence of volatility on the stock price in the stochastic volatility framework on the example of the Heston model. To be more specific, we consider the conditional expectation of vari...
A generalized backwards scheme for solving non monotonic stochastic recursions
Stochastic recursions Stationary solutions Enriched probability space
2010/12/1
We propose an explicit construction of a stationary solution for a stochastic recursion of the form X ◦q = j(X) on a partially-ordered Polish space, when the monotonicity of j is not assumed. Un...