Search results for "Jump process"

showing 9 items of 9 documents

A Criterium for the Strict Positivity of the Density of the Law of a Poisson Process

2011

We translate in semigroup theory our result (Leandre, 1990) giving a necessary condition so that the law of a Markov process with jumps could have a strictly positive density. This result express, that we have to jump in a finite number of jumps in a "submersive" way from the starting point to the end point if the density of the jump process is strictly positive in . We use the Malliavin Calculus of Bismut type of (Leandre, (2008;2010)) translated in semi-group theory as a tool, and the interpretation in semi-group theory of some classical results of the stochastic analysis for Poisson process as, for instance, the formula giving the law of a compound Poisson process.

Algebra and Number TheorySemigroupStochastic processlcsh:MathematicsApplied MathematicsMarkov processlcsh:QA1-939Malliavin calculussymbols.namesakeLawCompound Poisson processJumpsymbolsFinite setJump processAnalysisMathematicsAdvances in Difference Equations
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Qualitative Analysis of Differential, Difference Equations, and Dynamic Equations on Time Scales

2015

and Applied Analysis 3 thank Guest Editors Josef Dibĺik, Alexander Domoshnitsky, Yuriy V. Rogovchenko, Felix Sadyrbaev, and Qi-Ru Wang for their unfailing support with editorial work that ensured timely preparation of this special edition. Tongxing Li Josef Dibĺik Alexander Domoshnitsky Yuriy V. Rogovchenko Felix Sadyrbaev Qi-Ru Wang

Article SubjectDifferential equationlcsh:MathematicsApplied MathematicsFinite difference methodlcsh:QA1-939Stochastic partial differential equationNonlinear systemMultigrid methodKolmogorov equations (Markov jump process)Simultaneous equationsApplied mathematicsAnalysisNumerical partial differential equationsMathematicsAbstract and Applied Analysis
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Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

2010

In this article, the fault detection (FD) problem for a class of discrete-time Markov jump linear system (MJLS) with partially known transition probabilities is investigated. The proposed systems are more general, which relax the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A residual generator is constructed and the corresponding FD is formulated as an H ∞ filtering problem by which the error between residual and fault are minimised in the H ∞ sense. The linear matrix inequality-based sufficient conditions for the existence of FD filter are derived. A numerical example on a multiplier–accelerator model economic system is give…

Linear systemLinear matrix inequalityMarkov processResidualFault detection and isolationComputer Science Applicationssymbols.namesakeDiscrete time and continuous timeControl and Systems EngineeringsymbolsFiltering problemApplied mathematicsJump processAlgorithmMathematicsInternational Journal of Control
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Finite-time boundedness for uncertain discrete neural networks with time-delays and Markovian jumps

2014

This paper is concerned with stochastic finite-time boundedness analysis for a class of uncertain discrete-time neural networks with Markovian jump parameters and time-delays. The concepts of stochastic finite-time stability and stochastic finite-time boundedness are first given for neural networks. Then, applying the Lyapunov approach and the linear matrix inequality technique, sufficient criteria on stochastic finite-time boundedness are provided for the class of nominal or uncertain discrete-time neural networks with Markovian jump parameters and time-delays. It is shown that the derived conditions are characterized in terms of the solution to these linear matrix inequalities. Finally, n…

Lyapunov functionDiscrete-time systems; Linear matrix inequalities; Markovian jump systems; Neural networks; Stochastic finite-time boundedness; Artificial Intelligence; Computer Science Applications1707 Computer Vision and Pattern Recognition; Cognitive NeuroscienceArtificial neural networkMarkov chainStochastic processCognitive NeuroscienceMarkovian jump systemsLinear matrix inequalitiesLinear matrix inequalityComputer Science Applications1707 Computer Vision and Pattern RecognitionComputer Science Applicationssymbols.namesakeDiscrete time and continuous timeArtificial IntelligenceDiscrete-time systemssymbolsCalculusApplied mathematicsStochastic neural networkJump processNeural networksStochastic finite-time boundednessMathematics
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Impact of Stock Price Jumps on Option Values

1999

Many empirical papers document the fact that the distribution of stock returns exhibits fatter tails than would be expected from a normal distribution. This might explain some of the pricing biases of the Black/Scholes model, which is] based on a normal return distribution. Given this result, alternative option pricing models should be based on one of the following three classes of return models: (1) a stationary process, such as a paretian stable or a student’s t-distribution, (2) a mixture of stationary distributions, such as two normal distributions with different means or variances, or a mixture of a diflusion and a pure jump process, or (3) a distribution such as a normal distribution …

Normal distributionCost priceFinancial economicsValuation of optionsJump diffusionJumpEconometricsMid priceEconomicsJump processFutures contract
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Unmixing of binary alloys by a vacancy mechanism of diffusion: a computer simulation

1991

The initial stages of phase separation are studied for a model binary alloy (AB) with pairwise interactions e AA , e AB , e BB between nearest neighbors, assuming that there is no direct interchange of neighboring atoms possible, but only an indirect one mediated by vacancies (V) occurring in the system at a concentrationc v and which are strictly conserved, as are the concentrationsc A andc B of the two species.A-atoms may jump to vacant sites with jump rateГ A , B-atoms with jump rateГ B (in the absence of interactions). Particular attention is paid to the question to what extent nonuniform distribution of vacancies affects the unmixing kinetics. Our study focuses on the special caseГ A =…

PhysicsDistribution functionSpinodal decompositionVacancy defectExchange interactionThermodynamicsGeneral Materials ScienceBinary systemCondensed Matter PhysicsStructure factorSquare latticeJump processElectronic Optical and Magnetic MaterialsZeitschrift f�r Physik B Condensed Matter
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Geometry and time scale of the rotational dynamics in supercooled toluene

1998

Multidimensional deuteron NMR provides powerful tools for studying molecular reorientation in supercooled liquids. We present results on selectively deuterated toluene-${d}_{5},$ which may be one of the molecularly most simple van der Waals glass formers. From two-time correlation functions the time scale of reorientation was obtained slightly above the calorimetric glass transition temperature. The applied stimulated echo method provides a geometry parameter that, in analogy to $q$-dependent scattering experiments, allows one to investigate the geometry of the elementary rotational process. Continuous time random walk computer simulations were used for the interpretation of the data. It is…

PhysicsScatteringIsotropyGeometryRotationCondensed Matter::Soft Condensed Mattersymbols.namesakesymbolsJumpRelaxation (physics)Physics::Chemical Physicsvan der Waals forceContinuous-time random walkJump processPhysical Review E
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Malliavin Calculus of Bismut Type for Fractional Powers of Laplacians in Semi-Group Theory

2011

We translate into the language of semi-group theory Bismut's Calculus on boundary processes (Bismut (1983), Lèandre (1989)) which gives regularity result on the heat kernel associated with fractional powers of degenerated Laplacian. We translate into the language of semi-group theory the marriage of Bismut (1983) between the Malliavin Calculus of Bismut type on the underlying diffusion process and the Malliavin Calculus of Bismut type on the subordinator which is a jump process.

Pure mathematicsArticle SubjectSubordinatorlcsh:MathematicsApplied MathematicsBoundary (topology)Type (model theory)lcsh:QA1-939Malliavin calculusMathematics::ProbabilityMathematics::K-Theory and HomologyCalculusMathematics::Differential GeometryLaplace operatorJump processAnalysisHeat kernelGroup theoryMathematicsInternational Journal of Differential Equations
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On the derivation of a linear Boltzmann equation from a periodic lattice gas

2004

We consider the problem of deriving the linear Boltzmann equation from the Lorentz process with hard spheres obstacles. In a suitable limit (the Boltzmann-Grad limit), it has been proved that the linear Boltzmann equation can be obtained when the position of obstacles are Poisson distributed, while the validation fails, also for the "correct" ratio between obstacle size and lattice parameter, when they are distributed on a purely periodic lattice, because of the existence of very long free trajectories. Here we validate the linear Boltzmann equation, in the limit when the scatterer's radius epsilon vanishes, for a family of Lorentz processes such that the obstacles have a random distributio…

Statistics and ProbabilityHPP modelApplied MathematicsMathematical analysisLattice Boltzmann methodsHard spheresLattice gaBoltzmann equationLattice gasLattice constantModelling and SimulationModeling and SimulationLattice (order)Linear Boltzmann equationMarkov proceMarkov processJump processScalingLinear equationMathematicsStochastic Processes and their Applications
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