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Pointwise convergence to initial data of heat and Laplace equations
(American Mathematical Society, 2016-09)
Let L be either the Hermite or the Ornstein-Uhlenbeck operator on Rd. We find optimal integrability conditions on a function f for the existence of its heat and Poisson integrals, e−tLf(x) and e−t √Lf(x), solutions ...
Impact of wind power generation on a large scale power system using stochastic linear stability
(Elsevier, 2016)
The effect of random and sustained disturbances is studied in this paper. The Ornstein-Uhlenbeck stochastic process is proposed with the aim to represent the variations in the power output produced by wind power generation, ...
Domain of attraction of the quasi-stationary distributions for the ornstein-uhlenbeck process
(APPLIED PROBABILITY TRUST, 2000)
Let (X-t) be a one-dimensional Ornstein-Uhlenbeck process with initial density function f : R+ --> R+, which is a regularly varying function with exponent -(1 + eta), eta is an element of (0, 1). We prove the existence of ...
Algunos potenciales aleatorios del tipo Ornstein-Uhlenbeck para el operador de Schrödinger
(2009-02-18)
Se considera el operador de Schrödinger en el círculo de perímetro 1, con ciertos potenciales aleatorios del tipo Ornstein-Uhlenbeck, con deslizamiento dependiente del tiempo. Se describe la distribución del primer valor ...
Algunos potenciales aleatorios del tipo Ornstein-Uhlenbeck para el operador de Schrödinger
(2009-02-18)
Se considera el operador de Schrödinger en el círculo de perímetro 1, con ciertos potenciales aleatorios del tipo Ornstein-Uhlenbeck, con deslizamiento dependiente del tiempo. Se describe la distribución del primer valor ...
Análise da viabilidade econômica de uma usina termoelétrica usando modelagem estocástica e teoria de opções reais
(Universidade Federal do Rio de JaneiroBrasilEscola PolitécnicaUFRJ, 2019)
Fractionally integrated processes of Ornstein-Uhlenbeck type
(Pontificia Universidad Católica del PerúPE, 2017)
Ecuaciones de langevin en coordenadas polares
(Medellín - Ciencias - Maestría en Ciencias - Matemática AplicadaEscuela de matemáticasUniversidad Nacional de Colombia - Sede Medellín, 2019-08-16)
In the first part of this work we use Levy's characterization of Brownian motion and a Time-Change theorem for Martingales to deduce the stochastic differential equations that describe the radial and angular processes of ...