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A stochastic approach to the closure of accessible sets of control systems with application on homogeneous spaces
(Taylor & Francis Ltd, 2018-01-01)
Given a control system on a compact manifold M, we study conditions for the foliation defined by the accessible sets to be dense in M. For this, we relate the control system to a stochastic differential equation and, by ...
Generalized solutions of the Cauchy problem for the Navier-Stokes system and diffusion processes
(Universidad de La Frontera. Departamento de Matemática y EstadísticaUniversidade Federal de Pernambuco. Departamento de Matemática, 2010)
Decomposition of stochastic flow and an averaging principle for slow perturbations
(2020-01-01)
In this work we use the stochastic flow decomposition technique to get components that represent the dynamics of the slow and fast motion of a stochastic differential equation with a random perturbation. Assuming a Lipschitz ...
Reaction-diffusion stochastic lattice model for a predator-prey system
(Sociedade Brasileira de Física, 2008)
We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of ...
Basic properties of nonlinear stochastic Schrodinger equations driven by Brownian motions
(INST MATHEMATICAL STATISTICS, 2008)
The paper is devoted to the study of nonlinear stochastic Schrodinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born-Markov ...
Inflation Volatility and Growth in a Stochastic Small Open Economy: A Mixed Jump-Diffusion Approach
(Economía, Teoría y Práctica, 2011-12)
The aim of this paper is to examine how inflation volatility affects economic growth in a small open economy. To reach this goal, a stochastic macroeconomic model with a financial sector and incomplete financial markets ...
Unbiased diffusion of Brownian particles on disordered correlated potentials
(IOP Publishing, 2015)
In this work we study the diffusion of non-interacting overdamped particles, moving on unbiased disordered correlated potentials, subjected to Gaussian white noise. We obtain an exact expression for the diffusion coefficient ...
Quadrinomial trees with stochastic volatility to value real options
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial ...
A sequential data assimilation method based on the properties of a diffusion-type process
(2009)
Data assimilation method, as commonly used in numerical ocean and atmospheric circulation models, produces an estimation of state variables in terms of stochastic processes. This estimation is based on limit properties of ...