Search results for "stochastic"

FROM DISCRETE KINETIC AND STOCHASTIC GAME THEORY TO MODELLING COMPLEX SYSTEMS IN APPLIED SCIENCES

2004

This paper deals with some methodological aspects related to the discretization of a class of integro-differential equations modelling the evolution of the probability distribution over the microscopic state of a large system of interacting individuals. The microscopic state includes both mechanical and socio-biological variables. The discretization of the microscopic state generates a class of dynamical systems defining the evolution of the densities of the discretized state. In general, this yields a system of partial differential equations replacing the continuous integro-differential equation. As an example, a specific application is discussed, which refers to modelling in the field of…

Measuring water-use in response to climate change: an analysis of the efficiency of Italian crop production system

2017

Official meteo-climatic statistics show the variability of weather conditions. Their effects on socioeconomic and natural environments should be analyzed in multi-dimensional studies. Among sectors, agriculture is expected to be the most sensitive as well as water resources availability. The aim of our analysis is to measure the performance of Italian regions in crop production by estimating both production technology - including a measure of irrigation water used as input - output elasticities and returns to scale and productive efficiency or technical efficiency where rainfalls and temperatures are proxies of CC conditions in the period 2000-2010 at Italian regional level, using the stoch…

A nonlinear electronic circuit mimicking the neuronal activity in presence of noise

2013

We propose a nonlinear electronic circuit simulating the neuronal activity in a noisy environment. This electronic circuit is ruled by the set of Bonhaeffer-Van der Pol equations and is excited with a white gaussian noise, that is without external deterministic stimuli. Under these conditions, our circuits reveals the Coherence Resonance signature, that is an optimum of regularity in the system response for a given noise intensity.

Generators of Random Processes in Ultrametric Spaces and Their Spectra

2009

The L 2(\( \mathbb{S} \)) space of square integrable functions on an ultrametric space \( \mathbb{S} \) has rather specific structure. As a consequence in a natural way there appear in L 2(\( \mathbb{S} \)) the operators of which unitary counterparts in L 2(ℝn) would be difficult to construct. Such class of self-adjoint operators emerge from theory of random processes on ultrametric spaces. In this paper we collect known material on spectral properties of the generators of random processes on \( \mathbb{S}_B \) an ultrametric space of sequences. (The set of p-adic numbers is a subset of \( \mathbb{S}_B \).) Then we discuss structure of the eigenspaces of the generators.

Stochastic Processes on Ends of Tree and Dirichlet Forms

2016

We present main ideas and compare two constructions of stochastic processes on the ends (leaves) of the trees with varying numbers of edges at the nods. In one of them the trees are represented by spaces of numerical sequences and the processes are obtained by solving a class of Chapman-Kolmogorov Equations. In the other the trees are described by the set of nodes and edges. To each node there is naturally associated a finite dimensional function space and the Dirichlet form on it. Having a class of Dirichlet forms at the nodes one can under certain conditions build a Dirichlet form on L2 space of funcions on the ends of the trees. We show that the state spaces of two approaches are homeomo…

Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

2018

We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended monotonicity condition in the y-variable and have linear time-dependent growth. Within this setting, the results generalize those of Royer (2006), Yin and Mao (2008) and, in the $L^2$-case with linear growth, those of Kruse and Popier (2016). Moreover, we introduce an approximation technique: Given a BSDE driven by Brownian motion and Poisson random measure, we consider BSDEs where the Poisson random measure admits only jumps of size larger than $1/n$. We show con…

Technical efficiency and the vertical boundaries of the firm: theory and evidence

2013

This article provides a theoretical and empirical analysis of the relationship between firms’ technical efficiency and the vertical organization of production. Technical inefficiency is explicitly introduced as the source of firms’ heterogeneity in a Bertrand–Nash model of industry competition: the main prediction of the model is that the most efficient firms choose vertical integrated structures and the less-efficient ones choose disintegrated structures. The empirical part of the article rests on a stochastic frontier analysis (SFA) in a sample of about 400 Italian machine tool (MT) builders, and the result supports the prediction of the theoretical model.

2002

This paper analyses the effects of partially revocable endogenous commitments of a seller in a negotiation with a deadline. In particular, we examine when commitment is a source of strength, a source of inefficiency and when it does not affect the bargaining outcome at all. We show that when commitment possesses a minimum amount of irrevocability this crucially determines the bargaining outcome. In the bilateral bargaining case, commitment becomes a source of inefficiency since it causes a deadline effect. In the choice of partner framework, however, the deadline effect disappears and there is an immediate agreement and, moreover, commitment becomes a source of strength since it increases t…

Dynamics of two competing species in the presence of Lévy noise sources

2010

We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.

Digital information receiver based on stochastic resonance

2003

International audience; An electronic receiver based on stochastic resonance is presented to rescue subthreshold modulated digital data. In real experiment, it is shown that a complete data restoration is achieved for both uniform and Gaussian white noise.