Stochastic Analysis and Applications最新文献

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Asymptotic of the running maximum distribution of a Gaussian Bridge 高斯桥的运行最大值分布的渐近性
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-09-19 DOI: 10.1080/07362994.2022.2123344
M. Abundo
{"title":"Asymptotic of the running maximum distribution of a Gaussian Bridge","authors":"M. Abundo","doi":"10.1080/07362994.2022.2123344","DOIUrl":"https://doi.org/10.1080/07362994.2022.2123344","url":null,"abstract":"Abstract We study the tail behavior of the distribution of the running maximum of a zero mean Gaussian Bridge obtained from a continuous Gaussian process X(t) with by conditioning X(t) to have the value zero at time T. Some explicit examples are shown.","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":"46951057","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
Interventional Imaging Roadmap to Successful Balloon Pulmonary Angioplasty for Chronic Thromboembolic Pulmonary Hypertension. 成功进行慢性血栓栓塞性肺动脉高压球囊肺血管成形术的介入成像路线图。
IF 2.1 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-08-12 eCollection Date: 2022-11-01 DOI: 10.1016/j.jscai.2022.100429
Nimai Patel, Syed N Hyder, Erinleigh Michaud, Victor Moles, Prachi P Agarwal, Kenneth Rosenfield, Kohtaro Abe, Jonathan Haft, Scott H Visovatti, Thomas M Cascino, William R Auger, Vallerie V Mclaughlin, Vikas Aggarwal
{"title":"Interventional Imaging Roadmap to Successful Balloon Pulmonary Angioplasty for Chronic Thromboembolic Pulmonary Hypertension.","authors":"Nimai Patel, Syed N Hyder, Erinleigh Michaud, Victor Moles, Prachi P Agarwal, Kenneth Rosenfield, Kohtaro Abe, Jonathan Haft, Scott H Visovatti, Thomas M Cascino, William R Auger, Vallerie V Mclaughlin, Vikas Aggarwal","doi":"10.1016/j.jscai.2022.100429","DOIUrl":"10.1016/j.jscai.2022.100429","url":null,"abstract":"<p><p>Balloon pulmonary angioplasty (BPA) is an evolving treatment modality for patients with chronic thromboembolic pulmonary hypertension (CTEPH) who are not candidates for pulmonary endarterectomy. Although several imaging modalities currently exist for evaluating CTEPH, their individual use, specifically in the clinical practice of BPA, has not been well described. In this article, we provide a preprocedural, intraprocedural, and postprocedural interventional imaging roadmap for safe and effective BPA performance in routine clinical practice. Preprocedural assessment includes transthoracic echocardiography for right ventricular assessment, ventilation/perfusion scan to identify pulmonary segments with the highest degree of hypoperfusion, cross-sectional chest imaging excluding alternative causes of mismatched defects and providing anatomic and perfusion imaging concurrently, and nonselective invasive pulmonary angiography for risk stratification of individual lesion subtypes. Intraprocedural assessment includes subselective segmental angiography (SSA) for delineating segmental and subsegmental branch anatomy, lesion identification, and vessel sizing. Intravascular ultrasound and optical coherence tomography serve as adjunctive intraprocedural tools for more accurate vessel sizing and lesion characterization when SSA alone is insufficient. Postprocedural considerations include chest radiography to monitor for immediate postprocedure complications and echocardiography for the interval assessment of the right ventricle on longer-term follow-up.</p>","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"12 1","pages":"100429"},"PeriodicalIF":2.1,"publicationDate":"2022-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11307535/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81638170","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: 0
On the Ayed-Kuo stochastic integration for anticipating integrands 关于预测被积函数的Ayed Kuo随机积分
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-08-07 DOI: 10.1080/07362994.2022.2104730
M. Jornet
{"title":"On the Ayed-Kuo stochastic integration for anticipating integrands","authors":"M. Jornet","doi":"10.1080/07362994.2022.2104730","DOIUrl":"https://doi.org/10.1080/07362994.2022.2104730","url":null,"abstract":"Abstract In this article, we prove new results for the anticipating stochastic integral introduced by Ayed and Kuo. We present an existence criterion for the integral, a Fubini’s theorem, a Leibniz integral rule, and an alternative definition for a class of integrands.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"974 - 998"},"PeriodicalIF":1.3,"publicationDate":"2022-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41787598","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
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator 具有不连续随机线性增长发生器的倒向双随机微分方程
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-08-05 DOI: 10.1080/07362994.2022.2104314
J. Owo
{"title":"Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator","authors":"J. Owo","doi":"10.1080/07362994.2022.2104314","DOIUrl":"https://doi.org/10.1080/07362994.2022.2104314","url":null,"abstract":"Abstract In this paper, we investigate an existence of minimal (resp. maximal) solutions for backward doubly stochastic differential equations (BDSDEs, in short) when the coefficient with respect to the forward integral is left (resp. right)-continuous in y and continuous in z with stochastic linear growth in (y, z). Also, the associated comparison theorem is obtained.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"958 - 973"},"PeriodicalIF":1.3,"publicationDate":"2022-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48973588","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
Mathematical modeling of smoking habits in the society 社会吸烟习惯的数学建模
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-07-09 DOI: 10.1080/07362994.2022.2093223
I. R. Sofia, M. Ghosh
{"title":"Mathematical modeling of smoking habits in the society","authors":"I. R. Sofia, M. Ghosh","doi":"10.1080/07362994.2022.2093223","DOIUrl":"https://doi.org/10.1080/07362994.2022.2093223","url":null,"abstract":"Abstract In this study, we formulate and analyze a non-linear mathematical model to study the dynamics of smoking and its impact on society. This is a compartment model which has four compartments, namely, potential smoker, occasional smoker, smoker and quitters. As per WHO, each year there is a significant number of smoking-related deaths. Keeping this in view, we have incorporated smoking-related death in our proposed model. Further, we investigate the model for possible equilibria, compute the basic reproduction number and investigate the stability of obtained equilibria. Later we extend this model to stochastic model and perform numerical simulation for both the deterministic and the stochastic model. The results of stochastic model are almost similar to the results obtained for deterministic model. We have also explored the impact of the parameters related to quitting smoking habits on the equilibrium level of occasional smokers. We also perform sensitivity analysis to find the key parameters which make significant change in the reproduction numbers.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"918 - 937"},"PeriodicalIF":1.3,"publicationDate":"2022-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43987369","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: 2
Modeling social media addiction with case detection and treatment 用病例检测和治疗建模社交媒体成瘾
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-06-26 DOI: 10.1080/07362994.2022.2087677
G. Kumar, M. Mullai
{"title":"Modeling social media addiction with case detection and treatment","authors":"G. Kumar, M. Mullai","doi":"10.1080/07362994.2022.2087677","DOIUrl":"https://doi.org/10.1080/07362994.2022.2087677","url":null,"abstract":"Abstract Introduction This paper discusses the problem of social media addiction that pose a major threat to the human population especially children and teenagers. It is well known that Cognitive Behavioral Therapy (CBT) is an effective treatment to treat the addict individuals and delay in the treatment leads the patient to worst stage even to death. Therefore, it is important to identify the individuals who has addiction symptoms at early stage and to provide proper counseling. Method We propose and analyze a nonlinear mathematical model for social media addiction problem using case detection strategy to reduce the addiction. The basic reproduction number and equilibria of the model are computed. Further, the deterministic model is extended to delay differential equation model by incorporating transmission delay and treatment delay in the system. The local stability of different equilibria is discussed in detail. Additionally, the model is converted to stochastic model and numerical simulation is carried out to compare the results of both deterministic and stochastic model. Results Numerical result shows that the introduction of time delays can destabilize the model system and Hopf bifurcation occurs due to periodic oscillations when certain equilibrium point crosses the delay threshold limit. Our results of stochastic model show a smaller number of social media users and addict population when compared with deterministic model. Also, our results reveal that detection and counseling parameters play a vital role in reducing addiction population. Discussion Presented results clearly suggest that there is a need to use effective detection strategy and suitable counseling program to reduce the social media addiction level.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"860 - 891"},"PeriodicalIF":1.3,"publicationDate":"2022-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42153502","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
Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions 具有非局部泛函边界条件的非线性分数随机微分系统解的存在唯一性
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-06-07 DOI: 10.1080/07362994.2022.2078839
Ouaddah Abdelhamid, J. Graef, A. Ouahab
{"title":"Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions","authors":"Ouaddah Abdelhamid, J. Graef, A. Ouahab","doi":"10.1080/07362994.2022.2078839","DOIUrl":"https://doi.org/10.1080/07362994.2022.2078839","url":null,"abstract":"Abstract The authors study the existence and uniqueness of solutions to nonlinear first-order fractional stochastic differential systems driven by Brownian motion and with nonlocal functional boundary conditions. The technique of proof involves Perov’s fixed point theorem with matrices that converge to zero and the Leray–Schauder theorem.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"713 - 733"},"PeriodicalIF":1.3,"publicationDate":"2022-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46691419","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
Higher-order robust attractors for stochastic retarded degenerate parabolic equations 随机时滞退化抛物方程的高阶鲁棒吸引子
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-06-02 DOI: 10.1080/07362994.2022.2080706
Qiangheng Zhang
{"title":"Higher-order robust attractors for stochastic retarded degenerate parabolic equations","authors":"Qiangheng Zhang","doi":"10.1080/07362994.2022.2080706","DOIUrl":"https://doi.org/10.1080/07362994.2022.2080706","url":null,"abstract":"Abstract We study the existence, measurability and time-dependent property of pullback random attractors in the higher-order space for stochastic degenerate parabolic equations with variable delay defined on Let X, Z be the square integrable space and the p-times (p > 2) integrable space, respectively. We first prove the existence of a unique pullback -random attractor with and and establish the forward compactness, measurability and long-time stability of the bi-spatial attractor in the higher-order space We then investigate the higher-order delay-free stability of in more precisely, the upper semicontinuity of under the topology of as the memory time tends to zero is established.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"789 - 819"},"PeriodicalIF":1.3,"publicationDate":"2022-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46913972","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
Irregular barrier reflected BSDEs driven by a Lévy process Lévy过程驱动的不规则屏障反射BSDE
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-05-30 DOI: 10.1080/07362994.2022.2079529
M. Marzougue, M. El Otmani
{"title":"Irregular barrier reflected BSDEs driven by a Lévy process","authors":"M. Marzougue, M. El Otmani","doi":"10.1080/07362994.2022.2079529","DOIUrl":"https://doi.org/10.1080/07362994.2022.2079529","url":null,"abstract":"Abstract We consider reflected backward stochastic differential equations driven by Teugels martingales associated with a Lévy process, in which the barrier process is optional with regulated trajectories (i.e., trajectories with left and right finite limits), which is assumed to be right upper semi-continuous. We prove the existence and uniqueness of such equations by using the predictable representations for Lévy processes due to Nualart and Schoutens, and some tools from the general theory of processes such as Mertens decomposition of optional strong supermartingales. We also discuss the case where the barrier is assumed to be completely irregular, and we establish an infinitesimal characterization of the solution in terms of a value process to an extension of the optimal stopping problem.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"734 - 751"},"PeriodicalIF":1.3,"publicationDate":"2022-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46110448","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
Parameter-dependent filtering of Gaussian processes in Hilbert spaces 希尔伯特空间中高斯过程的参数相关滤波
IF 1.3 4区 数学
Stochastic Analysis and Applications Pub Date : 2022-05-29 DOI: 10.1080/07362994.2022.2080078
V. Kubelka, B. Maslowski, O. Týbl
{"title":"Parameter-dependent filtering of Gaussian processes in Hilbert spaces","authors":"V. Kubelka, B. Maslowski, O. Týbl","doi":"10.1080/07362994.2022.2080078","DOIUrl":"https://doi.org/10.1080/07362994.2022.2080078","url":null,"abstract":"Abstract The filtering problem for non-Markovian Gaussian processes on rigged Hilbert spaces is considered. Continuous dependence of the filter and observation error on parameters which may be present both in the signal and observation processes is proved. The general results are applied to signals governed by stochastic heat equations driven by distributed or pointwise fractional noise. The observation process may be a noisy observation of the signal at given points in the domain, the position of which may depend on the parameter.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"770 - 788"},"PeriodicalIF":1.3,"publicationDate":"2022-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43399091","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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