搜索结果: 1-6 共查到“概率论 Nonlinear”相关记录6条 . 查询时间(0.25 秒)
Stability of nonlinear stochastic Volterra difference equations with continuous time
Nonlinear stochastic difference equations Stability Lyapunov functional construction Continuous time
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2011/11/4
In recent years, many authors investigated the systems of stochastic difference equations with discrete time or the systems of numerical solution for stochastic difference equations with continue time...
Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework
Stochastic Homogenization Almost Periodic Stochastic Reaction-Diffusion Equations Wiener Process
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2011/9/21
Abstract: Homogenization of a stochastic nonlinear reaction-diffusion equation with a large non- linear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficient...
Some Norm Estimates for Semimartingales--- Under Linear and Nonlinear Expectations
Martingale semimartingale quasimartingale G-expectation G-martingale G-semimartingale Doob-Meyer decompostition
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2011/9/15
Abstract: In this paper we introduce two types of norms for semimartingales, under both linear and nonlinear expectations. The first norm is motivated by quasimartingales, and characterizes square int...
Randomly Stopped Nonlinear Fractional Birth Processes
Fractional nonlinear pure birth processes Subordination fistable subordinator Fractional derivative First-passage time
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2011/9/8
Abstract: We present and analyse the nonlinear classical pure birth process $\mathpzc{N} (t)$, $t>0$, and the fractional pure birth process $\mathpzc{N}^\nu (t)$, $t>0$, subordinated to various random...
A class of nonlinear random walks related to the Ornstein-Uhlenbeck process
Mathematical Physics Probability nonlinear random walks the Ornstein-Uhlenbeck process
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2011/8/25
Abstract: Contrary to the theory of Markov processes, no general theory exists for the so called nonlinear Markov processes. We study an example of "nonlinear Markov process" related to classical prob...
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
Nonlinear Stochastic Model Return matching Vilnius Stock Exchanges
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2010/4/27
We scale and analyze the empirical data of return from New York and Vilnius stock exchanges matching it to the same nonlinear double stochastic model of return in financial market.