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Artykuły w czasopismach na temat "Stochastic analysis"
PE i P. Malliavin. "Stochastic Analysis". Journal of the American Statistical Association 93, nr 441 (marzec 1998): 411. http://dx.doi.org/10.2307/2669659.
Pełny tekst źródłaHu, Peng, i Chengming Huang. "The StochasticΘ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations". Abstract and Applied Analysis 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/583930.
Pełny tekst źródłaMarkus, L., i A. Weerasinghe. "Stochastic oscillators". Journal of Differential Equations 71, nr 2 (luty 1988): 288–314. http://dx.doi.org/10.1016/0022-0396(88)90029-0.
Pełny tekst źródłaSankar, T. S., S. A. Ramu i R. Ganesan. "Stochastic Finite Element Analysis for High Speed Rotors". Journal of Vibration and Acoustics 115, nr 1 (1.01.1993): 59–64. http://dx.doi.org/10.1115/1.2930315.
Pełny tekst źródłaOcone, Daniel. "Stochastic calculus of variations for stochastic partial differential equations". Journal of Functional Analysis 79, nr 2 (sierpień 1988): 288–331. http://dx.doi.org/10.1016/0022-1236(88)90015-8.
Pełny tekst źródłaSihotang, Hengki Tamando, Syahril Efendi, Muhammad Zarlis i Herman Mawengkang. "Data driven approach for stochastic data envelopment analysis". Bulletin of Electrical Engineering and Informatics 11, nr 3 (1.06.2022): 1497–504. http://dx.doi.org/10.11591/eei.v11i3.3660.
Pełny tekst źródłaZhao, Wenqiang, i Yangrong Li. "Existence of Random Attractors for ap-Laplacian-Type Equation with Additive Noise". Abstract and Applied Analysis 2011 (2011): 1–21. http://dx.doi.org/10.1155/2011/616451.
Pełny tekst źródłaIMKELLER, PETER, i ADAM HUGH MONAHAN. "CONCEPTUAL STOCHASTIC CLIMATE MODELS". Stochastics and Dynamics 02, nr 03 (wrzesień 2002): 311–26. http://dx.doi.org/10.1142/s0219493702000443.
Pełny tekst źródłaOGURA, Yukio. "Stochastic Fuzzy Analysis". Journal of Japan Society for Fuzzy Theory and Systems 10, nr 6 (1998): 1012–19. http://dx.doi.org/10.3156/jfuzzy.10.6_1012.
Pełny tekst źródłaSchmidt, Peter. "Stochastic Frontier Analysis". Economic Journal 112, nr 477 (1.02.2002): F156—F158. http://dx.doi.org/10.1111/1468-0297.0688l.
Pełny tekst źródłaRozprawy doktorskie na temat "Stochastic analysis"
Yang, Weiye. "Stochastic analysis and stochastic PDEs on fractals". Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb.
Pełny tekst źródłaOzkan, Pelin. "Analysis Of Stochastic And Non-stochastic Volatility Models". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605421/index.pdf.
Pełny tekst źródłaBinotto, Giulia. "Contributions to stochastic analysis". Doctoral thesis, Universitat de Barcelona, 2018. http://hdl.handle.net/10803/565571.
Pełny tekst źródłaL’objectiu d’aquesta tesi és presentar alguns resultats innovadors en el camp de l’anàlisi estocàstica. Proposem tres treballs que tracten amb dos processos Gaussians: el moviment Brownià i el moviment Brownià fraccionari amb paràmetre de Hurst menor que 1/2. En el primer treball, construïm una família de processos, a partir d’un procés de Poisson i d’una seqüència de variables aleatòries independents amb distribució de Bernoulli, que convergeix en llei cap a un moviment Brownià complex. Trobem realitzacions d’aquests processos que convergeixen quasi segurament a un moviment Brownià complex, uniformement a l’interval de temps unitat. En derivem també la velocitat de convergència. En el segon treball, determinem la convergència feble, en la topologia de l’espai de Skorohod, de les sumes de Riemann simètriques per funcionals del moviment Brownià fraccionari quan el paràmetre de Hurst pren un valor crític que depèn de la mesura considerada. Com a conseqüència, derivem una fórmula de canvi de variable en distribució, on el terme de correcció és una integral estocàstica amb respecte a un moviment Brownià independent del moviment Brownià fraccionari. En l’últim treball demostrem que, quan el retard tendeix a zero, la solució d’equacions diferencials amb retard dirigides per una funció Hölder contínua amb ordre a (1/3,1/2) convergeix en la norma del suprem a la solució d’equacions sense retard.
Davies, M. J. "Topics in stochastic analysis". Thesis, Swansea University, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636421.
Pełny tekst źródłaNadakuditi, Rajesh Rao. "Applied stochastic Eigen-analysis". Thesis, Massachusetts Institute of Technology, 2006. http://hdl.handle.net/1721.1/38538.
Pełny tekst źródłaThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.
Also issued in pages. Barker Engineering Library copy: issued in pages.
Includes bibliographical references (leaves 193-[201]).
The first part of the dissertation investigates the application of the theory of large random matrices to high-dimensional inference problems when the samples are drawn from a multivariate normal distribution. A longstanding problem in sensor array processing is addressed by designing an estimator for the number of signals in white noise that dramatically outperforms that proposed by Wax and Kailath. This methodology is extended to develop new parametric techniques for testing and estimation. Unlike techniques found in the literature, these exhibit robustness to high-dimensionality, sample size constraints and eigenvector misspecification. By interpreting the eigenvalues of the sample covariance matrix as an interacting particle system, the existence of a phase transition phenomenon in the largest ("signal") eigenvalue is derived using heuristic arguments. This exposes a fundamental limit on the identifiability of low-level signals due to sample size constraints when using the sample eigenvalues alone. The analysis is extended to address a problem in sensor array processing, posed by Baggeroer and Cox, on the distribution of the outputs of the Capon-MVDR beamformer when the sample covariance matrix is diagonally loaded.
(cont.) The second part of the dissertation investigates the limiting distribution of the eigenvalues and eigenvectors of a broader class of random matrices. A powerful method is proposed that expands the reach of the theory beyond the special cases of matrices with Gaussian entries; this simultaneously establishes a framework for computational (non-commutative) "free probability" theory. The class of "algebraic" random matrices is defined and the generators of this class are specified. Algebraicity of a random matrix sequence is shown to act as a certificate of the computability of the limiting eigenvalue distribution and, for a subclass, the limiting conditional "eigenvector distribution." The limiting moments of algebraic random matrix sequences, when they exist, are shown to satisfy a finite depth linear recursion so that they may often be efficiently enumerated in closed form. The method is applied to predict the deterioration in the quality of the sample eigenvectors of large algebraic empirical covariance matrices due to sample size constraints.
by Rajesh Rao Nadakuditi.
Ph.D.
Liu, Xuan. "Some contribution to analysis and stochastic analysis". Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62.
Pełny tekst źródłaJohannessen, Knut. "Stochastic analysis of Workover Risers". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for marin teknikk, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-11550.
Pełny tekst źródłaYoussef, Nataly. "Stochastic analysis via robust optimization". Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/103246.
Pełny tekst źródłaCataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 167-174).
To evaluate the performance and optimize systems under uncertainty, two main avenues have been suggested in the literature: stochastic analysis and optimization describing the uncertainty probabilistically and robust optimization describing the uncertainty deterministically. Instead, we propose a novel paradigm which leverages the conclusions of probability theory and the tractability of the robust optimization approach to approximate and optimize the expected behavior in a given system. Our framework models the uncertainty via polyhedral sets inspired by the limit laws of probability. We characterize the uncertainty sets by variability parameters that we treat as random variables. We then devise a methodology to approximate and optimize the average performance of the system via a robust optimization formulation. Our framework (a) avoids the challenges of fitting probability distributions to the uncertain variables, (b) eliminates the need to generate scenarios to describe the states of randomness, and (c) demonstrates the use of robust optimization to evaluate and optimize expected performance. We illustrate the applicability of our methodology to analyze the performance of queueing networks and optimize the inventory policy for supply chain networks. In Part I, we study the case of a single queue. We develop a robust theory to study multi-server queues with possibly heavy-tailed primitives. Our methodology (a) provides approximations that match the diffusion approximations for light-tailed queues in heavy traffic, and (b) extends the framework to analyze the transient behavior of heavy-tailed queues. In Part II, we study the case of a network of queues. Our methodology provides accurate approximations of (a) the expected steady-state behavior in generalized queueing networks, and (b) the expected transient behavior in feedforward queueing networks. Our approach achieves significant computational tractability and provides accurate approximations relative to simulated values. In Part III, we study the case of a supply chain network. Our methodology (a) obtains optimal base-stock levels that match the optimal solutions obtained via stochastic optimization, (b) yields optimal affine policies which oftentimes exhibit better results compared to optimal base-stock policies, and (c) provides optimal policies that consistently outperform the solutions obtained via the traditional robust optimization approach.
by Nataly Youssef.
Ph. D.
Whiteside, M. B. "Stochastic analysis of composite materials". Thesis, Imperial College London, 2012. http://hdl.handle.net/10044/1/9986.
Pełny tekst źródłaGüngör, Mesut Savacı Ferit Acar. "Analysis of Stochastic Dynamical Systems/". [s.l.]: [s.n.], 2007. http://library.iyte.edu.tr/tezler/master/elektrikveelektronikmuh/T000630.pdf.
Pełny tekst źródłaKsiążki na temat "Stochastic analysis"
Métivier, Michel, i Shinzo Watanabe, red. Stochastic Analysis. Berlin, Heidelberg: Springer Berlin Heidelberg, 1988. http://dx.doi.org/10.1007/bfb0077861.
Pełny tekst źródłaCranston, Michael, i Mark Pinsky, red. Stochastic Analysis. Providence, Rhode Island: American Mathematical Society, 1994. http://dx.doi.org/10.1090/pspum/057.
Pełny tekst źródłaKusuoka, Shigeo. Stochastic Analysis. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-8864-8.
Pełny tekst źródłaMalliavin, Paul. Stochastic Analysis. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-15074-6.
Pełny tekst źródłaMalliavin, Paul. Stochastic analysis. Berlin: Springer, 1997.
Znajdź pełny tekst źródłaKaratzas, Ioannis, i Daniel Ocone, red. Applied Stochastic Analysis. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/bfb0007043.
Pełny tekst źródłaCrisan, Dan, red. Stochastic Analysis 2010. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-15358-7.
Pełny tekst źródłaA, Davis M. H., i Elliott Robert J. 1940-, red. Applied stochastic analysis. New York: Gordon and Breach Science Publishers, 1991.
Znajdź pełny tekst źródłaA, Davis M. H., i Elliott R. J, red. Applied stochastic analysis. New York: Gordon and Breach, 1990.
Znajdź pełny tekst źródłaservice), SpringerLink (Online, red. Stochastic Analysis 2010. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Znajdź pełny tekst źródłaCzęści książek na temat "Stochastic analysis"
Osswald, Horst. "Stochastic Analysis". W Nonstandard Analysis for the Working Mathematician, 233–319. Dordrecht: Springer Netherlands, 2015. http://dx.doi.org/10.1007/978-94-017-7327-0_7.
Pełny tekst źródłaHacιsalihzade, Selim S. "Stochastic Analysis". W Control Engineering and Finance, 139–80. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-64492-9_5.
Pełny tekst źródłaNatale, Marco Di, Haibo Zeng, Paolo Giusto i Arkadeb Ghosal. "Stochastic Analysis". W Understanding and Using the Controller Area Network Communication Protocol, 67–88. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4614-0314-2_4.
Pełny tekst źródłaGanguli, Ranjan, Sondipon Adhikari, Souvik Chakraborty i Mrittika Ganguli. "Stochastic Analysis". W Digital Twin, 83–90. Boca Raton: CRC Press, 2023. http://dx.doi.org/10.1201/9781003268048-4.
Pełny tekst źródłaKarim, Md Rezaul, i M. Ataharul Islam. "Stochastic Models". W Reliability and Survival Analysis, 197–218. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9776-9_11.
Pełny tekst źródłaHu, Shouchuan, i Nikolas S. Papageorgiou. "Stochastic Games". W Handbook of Multivalued Analysis, 705–90. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4665-8_7.
Pełny tekst źródłaWen, Meilin. "Stochastic DEA". W Uncertain Data Envelopment Analysis, 61–81. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-662-43802-2_3.
Pełny tekst źródłaSöderström, T. "Analysis". W Discrete-time Stochastic Systems, 59–122. London: Springer London, 2002. http://dx.doi.org/10.1007/978-1-4471-0101-7_4.
Pełny tekst źródłaJacob, Christian. "Stochastic Search Methods". W Intelligent Data Analysis, 299–350. Berlin, Heidelberg: Springer Berlin Heidelberg, 1999. http://dx.doi.org/10.1007/978-3-662-03969-4_9.
Pełny tekst źródłaAu, Siu-Kui. "Stochastic Structural Dynamics". W Operational Modal Analysis, 179–204. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-4118-1_5.
Pełny tekst źródłaStreszczenia konferencji na temat "Stochastic analysis"
Jiang, Shanshan, Lijin Wang i Jialin Hong. "Stochastic multisymplectic integrator for stochastic KdV equation". W NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics. AIP, 2012. http://dx.doi.org/10.1063/1.4756515.
Pełny tekst źródła"Stochastic analysis". W Proceedings of the 7th International ISAAC Congress. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814313179_others10.
Pełny tekst źródłaKanniainen, Juho. "Cause of Stock Return Stochastic Volatility: Query by Way of Stochastic Calculus". W Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0003.
Pełny tekst źródłaEkhaguere, G. O. S. "Contemporary Stochastic Analysis". W International Conference on Contemporary Problems in Stochastic Analysis and its Applications. WORLD SCIENTIFIC, 1991. http://dx.doi.org/10.1142/9789814538756.
Pełny tekst źródłaNegrea, Romeo. "On a class of backward stochastic differential equations and applications to the stochastic resonance". W Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0004.
Pełny tekst źródłaHong, Jialin, i Lihai Ji. "Stochastic multi-symplectic wavelet collocation method for stochastic Hamiltonian Maxwell's equations". W NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics. AIP, 2012. http://dx.doi.org/10.1063/1.4756514.
Pełny tekst źródłaP., Spanos, Pirrotta A., Marino F. i Robledo Ricardo L. A. "Stochastic Analysis of Motorcycle Dynamics". W 6th International Conference on Computational Stochastic Mechanics. Singapore: Research Publishing Services, 2011. http://dx.doi.org/10.3850/978-981-08-7619-7_p056.
Pełny tekst źródłaJuuti, Mika, Francesco Corona i Juha Karhunen. "Stochastic Discriminant Analysis". W 2015 International Joint Conference on Neural Networks (IJCNN). IEEE, 2015. http://dx.doi.org/10.1109/ijcnn.2015.7280609.
Pełny tekst źródłaPettere, Gaida. "Stochastic Risk Capital Model for Insurance Company". W Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0014.
Pełny tekst źródłaWisniewski, Rafael, i Manuela L. Bujorianu. "Stochastic safety analysis of stochastic hybrid systems". W 2017 IEEE 56th Annual Conference on Decision and Control (CDC). IEEE, 2017. http://dx.doi.org/10.1109/cdc.2017.8263999.
Pełny tekst źródłaRaporty organizacyjne na temat "Stochastic analysis"
Cawlfield, J. D. Stochastic analysis of contaminant transport. Office of Scientific and Technical Information (OSTI), luty 1992. http://dx.doi.org/10.2172/5827751.
Pełny tekst źródłaBudhiraja, Amarjit. Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis. Fort Belvoir, VA: Defense Technical Information Center, lipiec 2015. http://dx.doi.org/10.21236/ada625850.
Pełny tekst źródłaHEY, B. E. Stochastic Consequence Analysis for Waste Leaks. Office of Scientific and Technical Information (OSTI), maj 2000. http://dx.doi.org/10.2172/803657.
Pełny tekst źródłaJohnson, Ralph. Stochastic Simulation Analysis - 2005 (SSA-05). Fort Belvoir, VA: Defense Technical Information Center, lipiec 1997. http://dx.doi.org/10.21236/ada329429.
Pełny tekst źródłaMathew, George A., i Alessandro Pinto. Stochastic Analysis and Design of Systems. Fort Belvoir, VA: Defense Technical Information Center, wrzesień 2011. http://dx.doi.org/10.21236/ada552645.
Pełny tekst źródłaHeifets, Samuel A. Quantum-mechanical Analysis of Optical Stochastic Cooling. Office of Scientific and Technical Information (OSTI), listopad 2000. http://dx.doi.org/10.2172/784790.
Pełny tekst źródłaHeifets, Samuel A. Quantum-mechanical Analysis of Optical Stochastic Cooling. Office of Scientific and Technical Information (OSTI), listopad 2000. http://dx.doi.org/10.2172/784820.
Pełny tekst źródłaDshalalow, Jewgeni H. Random Walk Analysis in Antagonistic Stochastic Games. Fort Belvoir, VA: Defense Technical Information Center, lipiec 2010. http://dx.doi.org/10.21236/ada533481.
Pełny tekst źródłaFoes, Chamberlain. A study an analysis of stochastic linear programming. Portland State University Library, styczeń 2000. http://dx.doi.org/10.15760/etd.821.
Pełny tekst źródłaGhassemi, Ahmad. Geomechanics-Based Stochastic Analysis of Injection- Induced Seismicity. Office of Scientific and Technical Information (OSTI), sierpień 2017. http://dx.doi.org/10.2172/1375732.
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