Found 249 Documents (Results 1–100)
Finite-time filtering design with past output measurements for interval type-2 fuzzy systems: a descriptor approach. (English) Zbl 1537.93758
One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients. (English) Zbl 1534.60078
Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion. (English) Zbl 1533.60112
Reviewer: Oleg K. Zakusilo (Kyïv)
Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential. (English) Zbl 1515.60179
Dynamics of the box-ball system with random initial conditions via Pitman’s transformation. (English) Zbl 1510.37002
Memoirs of the American Mathematical Society 1398. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5633-7/pbk; 978-1-4704-7399-0/ebook). vii, 99 p. (2023).
Strong solutions to reflecting stochastic differential equations with singular drift. (English) Zbl 1502.60098
Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations. (English) Zbl 07851752
Some results on finite-time stability of stochastic fractional-order delay differential equations. (English) Zbl 1505.93225
Recursive approach for multiple step-ahead software fault prediction through long short-term memory (LSTM). (English) Zbl 1502.62093
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation. (English) Zbl 1502.60115
Adaptation to DNA damage, an asymptotic approach for a cooperative non-local system. (English) Zbl 1492.35021
About efficiency of exponential transformation method for solving stochastic problems of gamma-ray transport theory. (Russian. English summary) Zbl 1539.65030
On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks. (English) Zbl 1496.60079
Fault diagnosis and fault-tolerant control for T-S fuzzy time-varying delay stochastic distribution systems with actuator and sensor faults. (English) Zbl 1483.93339
An unscented transformation approach to stochastic analysis of measurement uncertainty in magnet resonance imaging with applications in engineering. (English) Zbl 1469.93104
Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments. (English) Zbl 1470.37102
Discretization and machine learning approximation of BSDEs with a constraint on the gains-process. (English) Zbl 1469.65031
Differential flatness theory-based approach to the control of gas-turbine electric power generation units. (English) Zbl 07907047
Exponential stability of stochastic and intertial BAM neural networks with time delays. (Chinese. English summary) Zbl 1463.34312
A comprehensive probabilistic analysis of approximate SIR-type epidemiological models via full randomized discrete-time Markov chain formulation with applications. (English) Zbl 1453.92290
Lamperti transformation of scaled Brownian motion and related Langevin equations. (English) Zbl 1453.82028
Estimation of cyclic long-memory parameters. (English) Zbl 1444.62097
Reviewer: Claudia Simionescu-Badea (Wien)
An improved path integration method for nonlinear systems under Poisson white noise excitation. (English) Zbl 1433.70038
Asymptotic normality of the least squares estimate in trigonometric regression with strongly dependent noise. (Ukrainian. English summary) Zbl 1463.62197
Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls. (English) Zbl 1439.93021
Stochastic flows of SDEs with non-Lipschitz coefficients and singular time. (English) Zbl 1418.60066
Generating large sequences of normal maxima via record values. (English. Russian original) Zbl 1435.62174
Vestn. St. Petersbg. Univ., Math. 51, No. 3, 260-266 (2018); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 431-440 (2018).
Consistency of Konker-Bassett estimators in linear regression model. (Ukrainian. English summary) Zbl 1438.62125
An adaptive observer design approach for a class of discrete-time nonlinear systems. (English) Zbl 1396.93086
\(\operatorname{ASEP}(q,j)\) converges to the KPZ equation. (English. French summary) Zbl 1391.60155
Stochastic dynamics: models for intrinsic and extrinsic noises and their applications. (Chinese. English summary) Zbl 1499.60256
Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (English) Zbl 1400.62190
The researches of the stationary distribution for Markov chain based on conductive transformation. (Chinese. English summary) Zbl 1399.60018
Girsanov’s transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics. (English) Zbl 1378.65033
An improved unscented Kalman filter for discrete nonlinear systems with random parameters. (English) Zbl 1368.93731
Design of robust \(H\infty\) fault detection filter for uncertain time-delay systems using canonical form approach. (English) Zbl 1395.93187
Time regularity of the densities for the Navier-Stokes equations with noise. (English) Zbl 1360.76218
A generalized asymmetric exclusion process with \(U_q(\mathfrak {sl}_2)\) stochastic duality. (English) Zbl 1354.60115
Decay of determinantal and Pfaffian correlation functionals in one-dimensional lattices. (English) Zbl 1356.82018
Commun. Math. Phys. 347, No. 3, 903-931 (2016); correction ibid. 361, No. 2, 825-826 (2018).
Reviewer: Piotr Garbaczewski (Opole)
A sparse Markov chain approximation of LQ-type stochastic control problems. (English) Zbl 1350.49031
Math. Control Relat. Fields 6, No. 3, 363-389 (2016); Addendum 7, No. 4, 623 (2017).
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. (English) Zbl 1347.60077
Reviewer: Aleksandr D. Borisenko (Kyïv)
Fukushima type decomposition for semi-Dirichlet forms. (English) Zbl 1343.31007
Reviewer: Ze-Chun Hu (Chengdu)
Shifting processes with cyclically exchangeable increments at random. (English) Zbl 1498.60137
Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 101-117 (2015).
Identification of dual-rate sampled Hammerstein systems with a piecewise-linear nonlinearity using the key variable separation technique. (English) Zbl 1461.93523
Quasi-invariance of the stochastic flow associated to Itô’s SDE with singular time-dependent drift. (English) Zbl 1339.60072
Reviewer: Romeo Negrea (Timişoara)
The time-discrete method of lines for options and bonds. A PDE approach. (English) Zbl 1319.91008
Hackensack, NJ: World Scientific (ISBN 978-981-4619-67-7/hbk; 978-981-4619-69-1/ebook). xv, 269 p. (2015).
Reviewer: Aleksandr D. Borisenko (Kyïv)
On orthogonalization approach to construct a multiple input transfer function model. (English) Zbl 1412.62119
An extended exponentiated-G-negative binomial family with threshold effect. (English) Zbl 1352.62150
Optimal control strategy for dividend-payments in a risk model with stochastic premiums. (English) Zbl 1339.91144
Microscopic derivation of an isothermal thermodynamic transformation. (English) Zbl 1320.82051
Bernardin, Cedric (ed.) et al., From particle systems to partial differential equations. Proceedings of the conference ‘Particle systems and partial differential equations I’, Braga, Portugal, December 5–7, 2012. Berlin: Springer (ISBN 978-3-642-54270-1/hbk; 978-3-642-54271-8/ebook). Springer Proceedings in Mathematics & Statistics 75, 225-238 (2014).
Robust exponential synchronization for neutral complex networks with discrete and distributed time-varying delays: a descriptor model transformation method. (English) Zbl 1305.93026
Generalized hyperbolic secant distributions. With applications to finance. (English) Zbl 1341.62009
SpringerBriefs in Statistics. Heidelberg: Springer (ISBN 978-3-642-45137-9/pbk; 978-3-642-45138-6/ebook). viii, 72 p. (2014).
Reviewer: Weiping Li (Stillwater)
Bifurcation analysis of an autonomous epidemic predator-prey model with delay. (English) Zbl 1288.34076
Reviewer: Josef Hainzl (Freiburg)
Construction of novel stochastic matrices for analysis of Parrondo’s paradox. (English) Zbl 1402.91107
One-dimensional stochastic differential equations with generalized and singular drift. (English) Zbl 1295.60071
Robust fault detection filter design for a class of time-delay systems via equivalent transformation. (English) Zbl 1289.93142
Global finite-time stabilization for a class of stochastic nonlinear systems by dynamic state feedback. (English) Zbl 1274.93268
MSC:
93E12
A mathematical framework for critical transitions: normal forms, variance and applications. (English) Zbl 1282.34062
Reviewer: Romeo Negrea (Timisoara)
Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type. (English) Zbl 1258.35198
Additive functionals with application to sojourn times in infinite-server and processor sharing systems. (English) Zbl 1275.60072
Diagnostic checks for integer-valued autoregressive models using expected residuals. (English) Zbl 1254.62094
Relative complexity of random walks in random sceneries. (English) Zbl 1258.37004
Reviewer: Ivan Podvigin (Novosibirsk)
Delay-dependent global asymptotic stability criteria for stochastic genetic regulatory networks with Markovian jumping parameters. (English) Zbl 1243.60049
Stability and robustness analysis of a linear time-periodic system subjected to random perturbations. (English) Zbl 1248.93171
Fluctuation theory and exit systems for positive self-similar Markov processes. (English) Zbl 1241.60019
Reviewer: Zakhar Kabluchko (Ulm)
A new derivation of the quantum Navier-Stokes equations in the Wigner-Fokker-Planck approach. (English) Zbl 1238.82024
Reviewer: Piotr Garbaczewski (Opole)
Correction note: “Approaches for multi-step density forecasts with application to aggregated wind power”. (English) Zbl 1294.62221
Approaches for multi-step density forecasts with application to aggregated wind power. (English) Zbl 1202.62129
Ann. Appl. Stat. 4, No. 3, 1311-1341 (2010); correction ibid. 4, No. 4, 2205 (2010).
Optimal feedback control for stochastic impulsive linear systems subject to Poisson processes. (English) Zbl 1204.93130
Chinchuluun, Altannar (ed.) et al., Optimization and optimal control. Theory and applications. New York, NY: Springer (ISBN 978-0-387-89495-9/hbk; 978-0-387-89496-6/ebook). Springer Optimization and Its Applications 39, 241-258 (2010).
\(H _{\infty }\) filtering for systems with delays and time-varying nonlinear parameters. (English) Zbl 1196.94034
A developed solution of the stochastic Milne problem using probabilistic transformations. (English) Zbl 1197.60071
Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers. (English) Zbl 1177.93085
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