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第九届国际随机分析及其应用会议（The 9th International Conference on Stochastic Analysis and Its Applications）
第九届 国际随机分析及其应用 会议
2017/12/20
These areas are strongly related to each other and have been very active in recent years. They occupy a central place in modern probability theory and analysis. The primary goal of the conference is t...
We study theoretical aspects of step fluctuations on vicinal surfaces by adding conservative white noise to the Burton-Cabrera-Frank model in one spatial dimension. We consider material deposition fro...
A Stochastic Speech Model Supporting W-Disjoint Orthogonality
Stochastic Speech Model W-Disjoint Orthogonality
2015/9/29
In previous work, we have successfully used an ideal joint sparseness assumption:W-Disjoint Orthogonality (WDO). This assumption,that the time-frequency representations of the sources have disjoint su...
The stochastic acceleration problem in two dimensions
stochastic acceleration problem two dimensions
2015/7/14
We consider the motion of a particle in a two-dimensional spatially homogeneous mixing potential and show that its momentum converges to the Brownian motion on a circle. This complements the limit the...
Asymptotics of the solutions of the stochastic lattice wave equation
solutions stochastic lattice wave equation
2015/7/14
We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-...
Quasi Monte Carlo Simulation of Stochastic String Model
Quasi Monte Carlo Simulation Stochastic String Model
2015/3/20
Quasi Monte Carlo Simulation of Stochastic String Model.
GENERALIZED RELATIVE ENTROPIES AND STOCHASTIC REPRESENTATION
GENERALIZED RELATIVE ENTROPIES STOCHASTIC REPRESENTATION
2014/4/4
We provide a stochastic interpretation of a result of decay of generalized relative entropies that was discovered by Michel,Mischler and Perthame.
A STOCHASTIC LAGRANGIAN REPRESENTATION OF THE 3-DIMENSIONAL INCOMPRESSIBLE NAVIER-STOKES EQUATIONS
stochastic Lagrangian incompressible Navier-Stokes
2014/4/4
In this paper we derive a representation of the deterministic 3-dimensional Navier-Stokes equations based on stochastic Lagrangian paths.The particle trajectories obey SDEs driven by a uniform Wiener ...
Fast transport asymptotics for stochastic RDEs with boundary noise
Multiscaling limits for stochastic reaction-diffusion equations
2011/2/21
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, ...
A stochastic model for the expected time to recruitment in a two grade manpower system having correlated inter-decision times and constant combined thresholds
Manpower planning Univariate recruitment policy
2010/11/1
In this paper, an organization having two grades in which depletion of manpower occurs at every decision epoch is considered. Using univariate max policy of recruitment, based on shock model approach ...
Stochastic differential equations and application of the Kalman-Bucy filter in the modeling of RC circuit
Stochastic Differential Equation white noise
2010/9/21
The filtering problem have an important role in the theory of stochastic differential equations(SDEs). In this paper, we present an application of the continuous Kalman-Bucy filter for a RC circuit. T...
Exponential stability of stochastic fuzzy Hopfield neural networks with time-varying delays and impulses
Stochastic Fuzzy Hopfield neural networks
2010/9/20
In this paper, the model of stochastic fuzzy Hopfield neural networks with time-varying delays and impulses (ISFVDHNNs) is established as a modified Takagi-Sugeno (TS) fuzzy model in which the consequ...
The real estate credit risk based on the value model with jump and stochastic interests
Asset model with jump Volatility Default probability
2010/9/21
This paper is to assess the real estate credit risk with the help of the value model with jump and stochastic interests. Using the value obeying a stochastic jump-diffusion process, applying the Ito t...
On a fractional stochastic Landau-Ginzburg equation
Landau-Ginzburg theory fractional Brownian motion
2010/9/20
The aim of this paper is to investigate a fractional stochastic LandauGinzburg equation for modelling superconductivity from an approximation approach by the fact that a fractional Brownian motion of ...
Convergence of numerical solutions to stochastic age-dependent population equations driven by non-Gaussian noise
stochastic age-dependent population equations compensated Poisson random measure
2010/9/25
It presents and analyzes the Euler methods for stochastic age-dependent population equations driven by Poisson random jump measure; Under the Local Lipschitz condition, we prove that the Euler approxi...