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On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs 创新激励制度与企业国际化影响模型的随机方面:来自葡萄牙中小企业的证据
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-01-17 DOI: 10.1080/07362994.2023.2166532
L. Grilo, E. J. Pereira, J. P. Maidana, M. Stehlík
{"title":"On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs","authors":"L. Grilo, E. J. Pereira, J. P. Maidana, M. Stehlík","doi":"10.1080/07362994.2023.2166532","DOIUrl":"https://doi.org/10.1080/07362994.2023.2166532","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43734317","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: 1
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019 2016-2019年短期公告对智利股市指数影响异质性的随机方法
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-01-16 DOI: 10.1080/07362994.2022.2164508
M. Stehlík, Danilo Leal, J. Kiseľák, Joshua Leers, L. Střelec, F. Fuders
{"title":"Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019","authors":"M. Stehlík, Danilo Leal, J. Kiseľák, Joshua Leers, L. Střelec, F. Fuders","doi":"10.1080/07362994.2022.2164508","DOIUrl":"https://doi.org/10.1080/07362994.2022.2164508","url":null,"abstract":"","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"1 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41813124","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: 1
A Lyapunov approach to stability of positive semigroups: an overview with illustrations 正半群稳定性的Lyapunov方法:附插图的概述
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-01-09 DOI: 10.1080/07362994.2023.2206880
M. Arnaudon, P. Moral, E. Ouhabaz
{"title":"A Lyapunov approach to stability of positive semigroups: an overview with illustrations","authors":"M. Arnaudon, P. Moral, E. Ouhabaz","doi":"10.1080/07362994.2023.2206880","DOIUrl":"https://doi.org/10.1080/07362994.2023.2206880","url":null,"abstract":"The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety of areas of applied mathematics, including nonlinear filtering, rare event analysis, branching processes, physics and molecular chemistry. This article presents an overview of some recent Lyapunov-based approaches, focusing principally on practical and powerful tools for designing Lyapunov functions. These techniques include semigroup comparisons as well as conjugacy principles on non necessarily bounded manifolds with locally Lipschitz boundaries. All the Lyapunov methodologies discussed in the article are illustrated in a variety of situations, ranging from conventional Markov semigroups on general state spaces to more sophisticated conditional stochastic processes possibly restricted to some non necessarily bounded domains, including locally Lipschitz and smooth hypersurface boundaries, Langevin diffusions as well as coupled harmonic oscillators.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2023-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46350419","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: 1
Forward-backward stochastic equations: a functional fixed point approach 前后向随机方程组：一种函数不动点方法
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-01-02 DOI: 10.1080/07362994.2021.1988857
Kihun Nam, Yunxi Xu
{"title":"Forward-backward stochastic equations: a functional fixed point approach","authors":"Kihun Nam, Yunxi Xu","doi":"10.1080/07362994.2021.1988857","DOIUrl":"https://doi.org/10.1080/07362994.2021.1988857","url":null,"abstract":"Abstract We introduce forward-backward stochastic equations (FBSEs) that incorporate fully-coupled forward-backward structure into backward stochastic equations (BSEs) introduced in Cheridito and Nam (Ann. Probab. 45(6A):3795–3828, 2017). Such a system generalizes the classical backward stochastic differential equations (BSDEs) and forward-backward stochastic differential equations (FBSDEs) in previous literature. We transform an FBSE into a fixed point equation on the space of random variables and then apply general fixed point theorems to derive the existence and/or uniqueness of a solution. As a result, we obtain novel existence and/or uniqueness results for fully-coupled FBSDEs with functional drivers, which are either Lipschitz or non-Lipschitz.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"16 - 44"},"PeriodicalIF":1.3,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46497927","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: 1
REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management. REDACS:针对COVID-19有效管理的区域应急驱动自适应整群抽样
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2023-01-01 Epub Date: 2022-02-25 DOI: 10.1080/07362994.2022.2033126
M Stehlík, J Kisel'ák, A Dinamarca, E Alvarado, F Plaza, F A Medina, S Stehlíková, J Marek, B Venegas, A Gajdoš, Y Li, S Katuščák, A Bražinová, E Zeintl, Y Lu
{"title":"REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management.","authors":"M Stehlík, J Kisel'ák, A Dinamarca, E Alvarado, F Plaza, F A Medina, S Stehlíková, J Marek, B Venegas, A Gajdoš, Y Li, S Katuščák, A Bražinová, E Zeintl, Y Lu","doi":"10.1080/07362994.2022.2033126","DOIUrl":"10.1080/07362994.2022.2033126","url":null,"abstract":"<p><p>As COVID-19 is spreading, national agencies need to monitor and track several metrics. Since we do not have perfect testing programs on the hand, one needs to develop an advanced sampling strategies for prevalence study, control and management. Here we introduce REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management and control and justify its usage for COVID-19. We show its advantages over classical massive individual testing sampling plans. We also point out how regional and spatial heterogeneity underlines proper sampling. Fundamental importance of adaptive control parameters from emergency health stations and medical frontline is outlined. Since the Northern hemisphere entered Autumn and Winter season (this paper was originally submitted in November 2020), practical illustration from spatial heterogeneity of Chile (Southern hemisphere, which already experienced COVID-19 winter outbreak peak) is underlying the importance of proper regional heterogeneity of sampling plan. We explain the regional heterogeneity by microbiological backgrounds and link it to behavior of Lyapunov exponents. We also discuss screening by antigen tests from the perspective of \"on the fly\" biomarker validation, i.e., during the screening.</p>","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"474-508"},"PeriodicalIF":1.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10655945/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42072922","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises 一类乘性Lévy噪声驱动的随机流体动力学系统的大偏差原理
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-12-12 DOI: 10.1080/07362994.2022.2151469
N. T. Da, Lian-bing She
{"title":"Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises","authors":"N. T. Da, Lian-bing She","doi":"10.1080/07362994.2022.2151469","DOIUrl":"https://doi.org/10.1080/07362994.2022.2151469","url":null,"abstract":"Abstract This article is devoted to the large deviation principle for a wide class of stochastic hydrodynamical systems driven by multiplicative Lévy noise. The model covers many equations arising form fluid dynamics such as 2D Navier-Stokes equations, 2D MHD models and the 2D magnetic Bénard problem and also shell models of turbulence. The main difficulty in proving the large deviation principle for the system is overcame by using the weak convergence method introduced by Budhiraja, Dupuis and Maroulas (Ann. Probab. 36: 1390–1420, 2008 and Annales De L Institut Henri Poincare. 47: 725–747, 2011).","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41827327","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
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching Markovian切换随机格系统的遍历性和不变测度的逼近
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-12-04 DOI: 10.1080/07362994.2022.2144375
Zhang Chen, Xiaoxiao Sun, D. Yang
{"title":"Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching","authors":"Zhang Chen, Xiaoxiao Sun, D. Yang","doi":"10.1080/07362994.2022.2144375","DOIUrl":"https://doi.org/10.1080/07362994.2022.2144375","url":null,"abstract":"Abstract This paper is concerned with the dynamics of stochastic lattice systems with Markovian switching. Based on the well-posedness of solutions, we first prove the ergodicity of invariant measures and show that the Markov chain facilitates the existence of invariant measures. In order to investigate numerical invariant measures, the convergence of invariant measures is considered between the original systems and their finite-dimensional truncated systems. Due to this, we can use the backward Euler-Maruyama method to approximate invariant measures for such infinite-dimensional systems. This work provides a feasible path for the convergence of the finite-dimensional numerical invariant measures to the analytical invariant measure.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42642441","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 inclusions and set-valued stochastic equations with mixed integrals in the plane 平面上具有混合积分的随机包涵和集值随机方程
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-11-26 DOI: 10.1080/07362994.2022.2144890
M. Michta
{"title":"Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane","authors":"M. Michta","doi":"10.1080/07362994.2022.2144890","DOIUrl":"https://doi.org/10.1080/07362994.2022.2144890","url":null,"abstract":"Abstract The paper refers to the study of properties of solutions to two-parameter stochastic inclusions and set-valued stochastic equations with set-valued mixed integrals driven by finite variation processes and martingales. We present new types of such inclusions and equations that generalize those studied earlier. Apart from existence results to such inclusions and equations also topological properties of their solutions are studied. Additionally some connections between their solutions are established. The results obtained in the paper present a set-valued counterpart dealing with this topic known both in deterministic and stochastic cases.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"1 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41568361","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
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion 当信号的理论模型是光滑的，而实际信号是尖峰型的，并且是分数阶布朗运动驱动时的误规范估计
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-11-07 DOI: 10.1080/07362994.2022.2140677
M. N. Mishra, B. Prakasa Rao
{"title":"Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion","authors":"M. N. Mishra, B. Prakasa Rao","doi":"10.1080/07362994.2022.2140677","DOIUrl":"https://doi.org/10.1080/07362994.2022.2140677","url":null,"abstract":"Abstract We study the problem of misspecification when the model proposed by the statistician (theoretical model) through a stochastic differential equation is smooth in the drift but the real model has a cusp-type singularity in the drift function and the driving force is a fractional Brownian motion.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44467825","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 interconnected hybrid dynamic modeling for time-to-event processes 时间-事件过程的随机互联混合动态建模
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-09-19 DOI: 10.1080/07362994.2022.2121723
E. Appiah, G. S. Ladde, J. Ladde
{"title":"Stochastic interconnected hybrid dynamic modeling for time-to-event processes","authors":"E. Appiah, G. S. Ladde, J. Ladde","doi":"10.1080/07362994.2022.2121723","DOIUrl":"https://doi.org/10.1080/07362994.2022.2121723","url":null,"abstract":"Abstract In this work, an attempt is made to develop an innovative alternative stochastic interconnected hybrid dynamic model for time-to-event processes in a systematic and unified way. The procedure is composed of the following components: (1) development of a continuous-time state dynamic model, (2) formulation of an interconnected hybrid dynamic model composed of both continuous and discrete-time states of time-to-event processes, (3) derivation of conceptual computational interconnected dynamic algorithm for time-to-event data statistic, and (4) construction of conceptual and computational simulation dynamic procedure for state and parameter estimations. The development of the presented approach is motivated by parameter and state estimation of time-to-event processes in biological, chemical, engineering, epidemiological, medical, military, and social dynamic processes under the influence of discrete-time intervention processes. The presented algorithm is independent of any particular form of survival distributions or data sets. Moreover, it does not require a closed form survival function distributions. The introduction of intervention processes provides a measure of influence of new tools/procedures/approaches in continuous-time states of time-to-event dynamic process. In particular, it generates a measure of the degree of sustainability, survivability, reliability of a time-to-event process. In addition, intervention processes provide comparison between the past and currently used tools/procedures/approaches/etc. The developed procedure coupled with modified Local Lagged Adapted Generalized Method of Moments (LLGMM) approach also provides a measure of degree of confidence, prediction, and planning assessments.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44528510","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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