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NUMERICAL METHOD FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS BY
(Institute of Mathematical Statistics, 2001-05)
We propose a method for numerical approximation of backward stochastic
differential equations. Our method allows the final condition of the equation
to be quite general and simple to implement. It relies on an approximation
of ...
Region-based classification of PolSAR data through kernel methods and stochastic distances
(2018-01-01)
Stochastic distances combined with Minimum Distance method for region-based classification of Polarimetric Synthetic Aperture Radar (PolSAR) image was successfully verified in Silva et al. (2013). Methods like K-Nearest ...
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
(EMAp - Escola de Matemática Aplicada, 2016)
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the ...
Global asymptotic stability of solutions of cubic stochastic difference equations
(2004-07-12)
Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven ...
Bayesian Melding Estimation of a Stochastic SEIR Model
(Taylor & Francis IncPhiladelphiaEUA, 2010)
Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme
(ELSEVIER SCI LTD, 2010)
In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical ...
Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian
(Springer, 2019)
We described a method to solve deterministic and stochastic Walras equilibrium
models based on associating with the given problem a bifunction whose
maxinf-points turn out to be equilibrium points. The numerical procedure ...
K-means algorithm based on stochastic distances for polarimetric synthetic aperture radar image classification
(2016-10-01)
The availability of polarimetric synthetic aperture radar (PolSAR) images has increased, and consequently, the classification of such images has received immense attention. Among different classification methods in the ...
Effective potential for non-coupled stochastic partial differential equations
(Facultad Experimental de Ciencias de la Universidad del Zulia, 2010)