Stochastic Analysis and Applications最新文献

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On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile 智利阿里卡土壤污染物费舍尔-贝伦斯比较的敏感性分析
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-09-12 DOI: 10.1080/07362994.2024.2370960
Milan Stehlík, Jaroslav Marek, Ludy Nú∼nez Soza, Silvia Stehlíková, Alena Pozdılková, Catalina Rios Nú∼nez
{"title":"On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile","authors":"Milan Stehlík, Jaroslav Marek, Ludy Nú∼nez Soza, Silvia Stehlíková, Alena Pozdılková, Catalina Rios Nú∼nez","doi":"10.1080/07362994.2024.2370960","DOIUrl":"https://doi.org/10.1080/07362994.2024.2370960","url":null,"abstract":"We developed a tailored statistical methodology to compare the contamination by chemical elements in soil of Arica, Chile in 2013 and 2014. We study the differences in the consecutive years 2013 an...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cameron–Martin type theorem for a class of non-Gaussian measures 一类非高斯度量的卡梅隆-马丁类型定理
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-09-02 DOI: 10.1080/07362994.2024.2389133
J. L. da Silva, M. Erraoui, M. Röckner
{"title":"Cameron–Martin type theorem for a class of non-Gaussian measures","authors":"J. L. da Silva, M. Erraoui, M. Röckner","doi":"10.1080/07362994.2024.2389133","DOIUrl":"https://doi.org/10.1080/07362994.2024.2389133","url":null,"abstract":"In this article, we study the quasi-translation-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identi...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142249023","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model 关于与抛物线-抛物线凯勒-西格尔模型相关的具有纪念性和奇异交互作用的多维麦金-弗拉索夫自变函数
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-08-18 DOI: 10.1080/07362994.2024.2381768
Milica Tomašević, Guillaume Woessner
{"title":"On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model","authors":"Milica Tomašević, Guillaume Woessner","doi":"10.1080/07362994.2024.2381768","DOIUrl":"https://doi.org/10.1080/07362994.2024.2381768","url":null,"abstract":"In this work, we first prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in ℝd for d≥3. The ...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142179226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces 概率紧凑上的收敛均匀性及其在核空间对偶随机分析中的应用
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-08-15 DOI: 10.1080/07362994.2024.2383678
C. A. Fonseca-Mora
{"title":"Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces","authors":"C. A. Fonseca-Mora","doi":"10.1080/07362994.2024.2383678","DOIUrl":"https://doi.org/10.1080/07362994.2024.2383678","url":null,"abstract":"Let Φ′ denotes the strong dual of a nuclear space Φ. In this article, we introduce sufficient conditions for the convergence uniform on compacts in probability for a sequence of Φ′-valued processes...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142179227","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity 具有无限方差的临界马尔可夫分支过程,允许强度递增的泊松移民
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-08-13 DOI: 10.1080/07362994.2024.2384575
Kosto V. Mitov, Nikolay M. Yanev
{"title":"Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity","authors":"Kosto V. Mitov, Nikolay M. Yanev","doi":"10.1080/07362994.2024.2384575","DOIUrl":"https://doi.org/10.1080/07362994.2024.2384575","url":null,"abstract":"The article studies a single-type critical Markov branching process with infinite variance of the offspring distribution. The process admits also an immigration component at the time points of a no...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142179228","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
First-passage time distribution of a Brownian motion: two unexpected journeys 布朗运动的首过时间分布:两次意外之旅
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-08-04 DOI: 10.1080/07362994.2024.2378327
Alain Mazzolo
{"title":"First-passage time distribution of a Brownian motion: two unexpected journeys","authors":"Alain Mazzolo","doi":"10.1080/07362994.2024.2378327","DOIUrl":"https://doi.org/10.1080/07362994.2024.2378327","url":null,"abstract":"The distribution of the first-passage time (FPT) Ta for a Brownian particle with drift μ subject to hitting an absorber at a level a > 0 is well-known and given by its density γ(t)=a2πt3e−(a−μt)22t...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141949454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ N ℝN上随机波动下随机反应扩散方程的高阶稳定性
IF 0.8 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-07-26 DOI: 10.1080/07362994.2024.2370964
Wenqiang Zhao, Zhongyue Fu, Jianghua Xie
{"title":"High-order stability for a stochastic reaction-diffusion equation under random fluctuation on\u0000 ℝ\u0000 \u0000 N\u0000","authors":"Wenqiang Zhao, Zhongyue Fu, Jianghua Xie","doi":"10.1080/07362994.2024.2370964","DOIUrl":"https://doi.org/10.1080/07362994.2024.2370964","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141801221","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Notion of quadratic variation in Banach spaces 巴拿赫空间中的二次变异概念
IF 0.8 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-07-25 DOI: 10.1080/07362994.2024.2369834
Cristina Di Girolami
{"title":"Notion of quadratic variation in Banach spaces","authors":"Cristina Di Girolami","doi":"10.1080/07362994.2024.2369834","DOIUrl":"https://doi.org/10.1080/07362994.2024.2369834","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141805446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method 随机复杂网络几乎确定准同步的混合脉冲:一种不确定的 Lyapunov 函数方法
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-04-15 DOI: 10.1080/07362994.2024.2332919
Sen Li, Lingran Song, Huan Su
{"title":"Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method","authors":"Sen Li, Lingran Song, Huan Su","doi":"10.1080/07362994.2024.2332919","DOIUrl":"https://doi.org/10.1080/07362994.2024.2332919","url":null,"abstract":"This article studies quasi-synchronization of stochastic complex networks under hybrid impulses. With parameter mismatches, different from the previous quasi-synchronization results in the sense of...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140572894","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes 下伏特拉-高斯过程驱动的函数式 SDE 的哈纳克不等式
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2024-04-01 DOI: 10.1080/07362994.2024.2326499
Liping Xu, Litan Yan, Zhi Li
{"title":"Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes","authors":"Liping Xu, Litan Yan, Zhi Li","doi":"10.1080/07362994.2024.2326499","DOIUrl":"https://doi.org/10.1080/07362994.2024.2326499","url":null,"abstract":"Based on the Girsanov theorem for a kind of Volterra-Gaussian process, which are the generalization of fractional Brownian motion, Liouville fractional Brownian motion, and fractional Ornstein-Uhle...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140572983","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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