We analyze the Markovian and non-Markovian stochastic quantization methods for a complex action quantum mechanical model analog to Maxwell-Chern-Simons electrodynamics in Weyl gauge. We show through analytical methods ...

A wide class of non-Markovian completely positive master equations can be formulated on the basis of quantum collisional models. In this phenomenological approach the dynamics of an open quantum system is modeled through ...

Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ...

The main studies on pitting consist in proposing Markovian stochastic models, based on the statistics of extreme values and focused on growing the depth of wells, especially the deepest one. We show that a non-Markovian ...

This paper is concerned with the approximation problem for semi-Markovian jump systems (SMJSs) based on generalized time-limited Gramians. For a given SMJS with partially known transition probabilities, the generalized ...

This technical note deals with recursive robust estimation of Markov jump linear systems subject to unobserved chain state. It is developed an augmented system modeled via norm bounded uncertainties. Upper and lower bounds ...

In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality ...