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On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains 一类特殊的吉布斯硬核点过程对非重叠颗粒随机图样的建模
4区 数学
Stochastic Analysis and Applications Pub Date : 2023-10-09 DOI: 10.1080/07362994.2023.2262551
Silvia Sabatini, Elena Villa
{"title":"On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains","authors":"Silvia Sabatini, Elena Villa","doi":"10.1080/07362994.2023.2262551","DOIUrl":"https://doi.org/10.1080/07362994.2023.2262551","url":null,"abstract":"Abstract.Inspired by issues of formal kinetics in materials science, we consider a class of processes with density with respect to an inhomogeneous finite Poisson point process, which may be regarded as a generalization of the classical Strauss hard-core process. We prove expressions for the intensity measure and the void probabilities, together with upper and lower bounds. A discussion on some special cases of interest, links with literature and a comparison between Matérn I and Strauss hard-core process are also provided. We apply such a special class of point processes in modeling patterns of non-overlapping grains and in the study of the mean volume density of particular birth-and-growth processes.Keywords: Gibbs hard-core point processintensitygerm-grain modelmean volume densityAMS Classification 2020:: 60G5560D05 AcknowledgmentsThe authors would like to thank Harison S. Ventura for the figures, and Professor P.R. Rios of Universidade Federal Fluminense for fruitful discussions on application problems.EV is member of the Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA) of the Istituto Nazionale di Alta Matematica (INdAM).Disclosure statementThe authors report there are no competing interests to declare.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135141668","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
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise 具有分数噪声的随机Cahn-Hilliard/Allen-Cahn方程的大偏差原理
4区 数学
Stochastic Analysis and Applications Pub Date : 2023-09-13 DOI: 10.1080/07362994.2023.2254371
Amali Paul Rose Gregory, Murugan Suvinthra, Krishnan Balachandran
{"title":"Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise","authors":"Amali Paul Rose Gregory, Murugan Suvinthra, Krishnan Balachandran","doi":"10.1080/07362994.2023.2254371","DOIUrl":"https://doi.org/10.1080/07362994.2023.2254371","url":null,"abstract":"In this work, we consider the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise, which is fractional in time and white in space. We obtain the existence, uniqueness, and Hölder regularity of the solution. Also, using a weak convergence approach, we prove that the law of solution associated with the above equation with a small perturbation satisfies the large deviation principle in the Hölder norm.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135733629","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
Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions 正反向随机微分包含的弱解集的弱紧性
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-08-21 DOI: 10.1080/07362994.2023.2245874
M. Kisielewicz
{"title":"Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions","authors":"M. Kisielewicz","doi":"10.1080/07362994.2023.2245874","DOIUrl":"https://doi.org/10.1080/07362994.2023.2245874","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44896234","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
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations 分数阶随机volterra积分微分方程解的Hurst指数中的Lipschitz连续性
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-07-04 DOI: 10.1080/07362994.2022.2075385
Nguyen Tien Dung, Ta Cong Son
{"title":"Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations","authors":"Nguyen Tien Dung, Ta Cong Son","doi":"10.1080/07362994.2022.2075385","DOIUrl":"https://doi.org/10.1080/07362994.2022.2075385","url":null,"abstract":"Abstract The problem of investigating the continuity in the Hurst index arises naturally in statistical inferences related to fractional Brownian motion. In this paper, based on the techniques of the Malliavin calculus, we introduce a method to deal with this problem. We first provide an explicit bound on the difference between two non-smooth functionals of Malliavin differentiable random variables. Then, we apply the obtained bound to show Lipchitz continuity of fractional stochastic Volterra integro-differential equations and its additive functionals.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"693 - 712"},"PeriodicalIF":1.3,"publicationDate":"2023-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46069548","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: 3
Flexible extreme value inference 灵活的极值推断
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-05-29 DOI: 10.1080/07362994.2023.2213745
P. Jordanova, M. Stehlík
{"title":"Flexible extreme value inference","authors":"P. Jordanova, M. Stehlík","doi":"10.1080/07362994.2023.2213745","DOIUrl":"https://doi.org/10.1080/07362994.2023.2213745","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48661709","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 the heat equation with a moving boundary and applications to hitting times for Brownian motion 运动边界热方程及其在布朗运动中撞击时间的应用
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-05-08 DOI: 10.1080/07362994.2023.2208654
Gerardo Hernández-del-Valle, Wincy A. Guerra-Polania
{"title":"On the heat equation with a moving boundary and applications to hitting times for Brownian motion","authors":"Gerardo Hernández-del-Valle, Wincy A. Guerra-Polania","doi":"10.1080/07362994.2023.2208654","DOIUrl":"https://doi.org/10.1080/07362994.2023.2208654","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42297528","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
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions 无限维倒向随机微分方程的空间离散化
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-05-02 DOI: 10.1080/07362994.2023.2203733
Hani Abidi, Abdelkarim Oualaid, Y. Ouknine, R. Pettersson
{"title":"A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions","authors":"Hani Abidi, Abdelkarim Oualaid, Y. Ouknine, R. Pettersson","doi":"10.1080/07362994.2023.2203733","DOIUrl":"https://doi.org/10.1080/07362994.2023.2203733","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47889500","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
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM 调和分数布朗运动的随机演算与TFBM驱动的SDE的稳定性
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-04-12 DOI: 10.1080/07362994.2023.2192267
{"title":"Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM","authors":"","doi":"10.1080/07362994.2023.2192267","DOIUrl":"https://doi.org/10.1080/07362994.2023.2192267","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48310445","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
Mixed Poisson process with Stacy mixing variable 具有Stacy混合变量的混合泊松过程
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-03-17 DOI: 10.1080/07362994.2023.2242471
P. Jordanova, Mladen Savov, Assen Tchorbadjieff, Milan Stehl'ik
{"title":"Mixed Poisson process with Stacy mixing variable","authors":"P. Jordanova, Mladen Savov, Assen Tchorbadjieff, Milan Stehl'ik","doi":"10.1080/07362994.2023.2242471","DOIUrl":"https://doi.org/10.1080/07362994.2023.2242471","url":null,"abstract":"Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular cases. Homogeneous Poisson processes are appropriate apriori models for the number of renewals up to a given time $t>0$. This paper mixes them and considers a Mixed Poisson process with Stacy mixing variable. We call it a Poisson-Stacy process. The resulting counting process is one of the Generalised Negative Binomial processes, and the distribution of its time-intersections are very-well investigated in the scientific literature. Here we define and investigate their joint probability distributions. Then, the corresponding mixed renewal process is investigated and Exp-Stacy and Erlang-Stacy distributions are defined and partially studied. The paper finishes with a simulation study of these stochastic processes. Some plots of the probability density functions, probability mass functions, mean square regressions and sample paths are drawn together with the corresponding code for the simulations.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45496048","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 dose-response modeling for evaluation of drugs combinations 评价药物组合的剂量-反应模型
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-02-01 DOI: 10.1080/07362994.2023.2170885
N. Flournoy, L. Hearne, J. Kiseľák, M. Stehlík
{"title":"On dose-response modeling for evaluation of drugs combinations","authors":"N. Flournoy, L. Hearne, J. Kiseľák, M. Stehlík","doi":"10.1080/07362994.2023.2170885","DOIUrl":"https://doi.org/10.1080/07362994.2023.2170885","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47607481","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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