搜索结果: 16-30 共查到“统计学 solutions”相关记录31条 . 查询时间(0.093 秒)
Comparaison et non-confluence des solutions d'equations differentielles stochastiques unidimensionelles
non-confluence solutions d'equations stochastiques unidimensionelles
2009/9/23
Comparaison et non-confluence des solutions d'equations differentielles stochastiques unidimensionelles。
Sur l'unicite forte des solutions d'une equation differentielle stochastique
Sur l'unicite forte solutions d'une equation differentielle stochastique
2009/9/22
In this paper we prove the pathwise uniqueness of
solutions of a stochastic differential equation with a singular drift
whiçh depends on time. Our method is of probabilistic nature, and it is...
Existence and non-existence of solutions of one-dimensional stochastic equations
Stochastic equations continuous local martingales non-existence local time
2009/9/22
We consider the one-dimensional stochastic equation
for a continuous local martingale M with square variation {M) and
measurable drift and diffusion coefficients b and F. The main purpose
of this p...
Approximation of solutions of SDE's with oblique reflection on an orthant
Approximation of solutions SDE oblique reflection an orthant
2009/9/21
We'consider the discrete penalization scheme, the projection
and the Euler-Peano scheme for SDE's driven by general semimartingale
on an orthant with oblique reflection. We prove that these
schemes...
On ARMA(1,q) models with bounded and periodically correlated solutions
Periodically correlated ARMA model periodic coefficients
2009/9/21
In this paper, motivated by [2], we derive necessary
and suficient conditions for bounded and periodically correlated solutions
to the system of equations described by ARMA(1, q) model.
This note is concerned with the existence of periodically
correlated solutions for the PARMA(p,q) system
where [, is a white noise and the varying wefficients r$h and 06 are
periodic in n with peri...
Existence and Regularity of Solutions to a Stochastic Burgers-Type Equation
Existence Regularity a Stochastic Burgers-Type Equation
2009/9/17
Existence and Regularity of Solutions to a Stochastic Burgers-Type Equation。
Spatial birth and death processes as solutions of stochastic equations
spatial birth death processes stochastic equations
2009/6/12
Spatial birth and death processes as solutions of stochastic equations .
Mild Solutions of Quantum Stochastic Differential Equations
Quantum stochastic differential equation stochastic differential equation mild solution
2009/5/4
We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our...
A 2-Dimensional SDE Whose Solutions are Not Unique
Stochastic differential equation pathwise uniqueness diffusion process
2009/5/4
In 1971, Yamada and Watanabe showed that pathwise uniqueness holds for the SDE dX= sigma (X)dB when sigma takes values in the n-by-m matrices and satisfies |sigma (x)- sigma (y)| < |x-y|log(1/|x-y|)1/...
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
backward stochastic dierential equations (BSDE) locally Lipschitz function
2009/4/29
We deal with multidimensional backward stochastic differential equations (BSDE) with locally Lipschitz coefficient in both variables $ y,z $ and an only square integrable terminal data. Let $ L_N $ be...
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Stochastic delay dierential equation oscillation non-Coscillatio
2009/4/28
This paper studies the oscillation and nonoscillation of solutions of a nonlinear stochastic delay differential equation, where the noise perturbation depends on the current state, and the drift depen...
EXTREMES FOR SOLUTIONS TO STOCHASTIC DIFFERENCE EQUATIONS WITH REGULARLY VARYING TAILS
periodic stochastic difference equations extremal index point processes
2009/2/25
The so-called complete convergence theorem we prove enable us to give in detail the
weak limiting behavior of various functional of the underlying process including the
asymptotic distribution of up...
Solutions of fractional reaction-diffusion equations in terms of the H-function
fractional reaction-diffusion equations terms H-function
2010/4/28
This paper deals with the investigation of the solution of an unified
fractional reaction-diffusion equation associated with the Caputo derivative as
the time-derivative and Riesz-Feller fractional ...
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
rank convex optimization matrix norms random matrices compressed sensing semidefinite program-ming
2010/4/29
The ane rank minimization problem consists of finding a matrix of minimum rank that
satisfies a given system of linear equality constraints. Such problems have appeared in the literature
of a divers...