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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 ...
Tests of asset pricing with time-varying factor loads
(John Wiley & Sons Ltd, 2019-01)
This paper proposes an empirical asset pricing test based on the homogeneity of the factor risk premia across risky assets. Factor loadings are considered to be dynamic and estimated from data at higher frequencies. The ...
Stochastic dissipative solitons
(American Physical Society, 2015-09)
By the effect of aggregating currents, some systems display an effective diffusion coefficient that becomesnegative in a range of the order parameter, giving rise to bistability among homogeneous states (HSs). By applyinga ...
QUENCHED INVARIANCE PRINCIPLE FOR THE KNUDSEN STOCHASTIC BILLIARD IN A RANDOM TUBE
(Inst Mathematical StatisticsClevelandEUA, 2010)
Spectral-Spatial-Aware Unsupervised Change Detection with Stochastic Distances and Support Vector Machines
(2021-04-01)
Change detection is a topic of great interest in remote sensing. A good similarity metric to compute the variations among the images is the key to high-quality change detection. However, most existing approaches rely on ...
Invariance of 0-currents under diffusions
(World Scientific Publ Co Pte Ltd, 2017-04-01)
We study two actions of a stochastic flow psi(t) on the space of 0-currents T of a differentiable manifold M. In particular, we give conditions on a current T to be invariant under these actions. Also, we apply our results ...
The beta-mixing rate of STIT tessellations
(Taylor & Francis, 2016)
We consider homogeneous STIT tessellations Y in the-dimensional Euclidean space R-l and show
that the (spatial) beta-mixing rate converges to zero