Continuous time
A general formulation for fault detection in stochastic continuous-time dynamical systems
... The unified setting, based on the definition of a pre-Hilbert space, successfully gathers the existing detection schemes for continuous-time stochastic dynamical systems [2, 4].. The qu[r] ...
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Strategic asset valuation: a model Including asymmetry and kurtosis in Its distribution in continuous time
... Abstract The valuation of real assets is a complex problem which influences the strategic decision making in companies, such as decisions to differing or selling a project. Uncertainty takes over the manager when ...
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Vista de Continuous Time Models of Interest Rate: Testing Peso-Dollar Exchange Rate | Economía teoría y práctica
... no continuous time model are not accurate enough to explain the behavior that describes the pesodollar exchange rate, however, considering some continuous time models with Poisson jumps is ...
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Bayesian Reliability, Availability and Maintainability Analysis for Hardware Systems Described Through Continuous Time Markov Chains
... In a similar way, we perform prediction for the system maintainability when peaked priors are used for the failure and repair rates, based on (7). In Figure 6a, we have plotted system maintainability when the initial OFF ...
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A comparative analysis of fault detection schemes for stochastic continuous-time dynamical systems
... We will consider that both schemes can measure the system state space variables, although Scheme 1 will only employ the second component X2(t) as seen below. When any of the mean estima[r] ...
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Fault isolation schemes for a class of continuous-time stochastic dynamical systems
... The scheme proposed here represents a natural extension of the fault detection method presented in Castillo and Zufiria (2009), by means of applying on the residual several hypothesis [r] ...
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A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
... The residual known statistics under the no-fault hypothesis, do change when a fault occurs; hence, these schemes rely on the detection of statistical changes in such residual stochastic[r] ...
13
Quasi-fiscal Deficit Financing and (Hyper) Inflation
... The main differences with the previous literature are: we only model the behavior of the CB and the inflation tax is the only source of financing, the objective of the CB is not to maximize social welfare but to minimize ...
37
Optimización Intertemporal Walde
... of continuous time uncertainty, part IV presents the tools required to work with uncertainty in continuous time ...with continuous time uncertainty without having studied ...
332
Strategic asset valuation and higher stochastic moments: an adjusted Black-Scholes Model
... This paper has proposed valuing strategic assets using real option theory making adjustments that allow us to abandon the assumption of normal returns in continuous time. This technique permits the ...
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A Jump Telegraph Model for Option Pricing
... In this paper we introduce a financial market model based on continuous time random motions with alternating constant velocities and with jumps occurring when the velocity switches. If jump directions are ...
21
Modelling temporal patterns using soft computing techniques. Application to the analysis of human body movements
... Neural networks have been used in previous research to perform pattern clas- sification in many applications. Specially, we are interested in previous works in gesture recognition [MT91, BBS94, LB00] as some of our ...
239
Trajectorial market models: arbitrage and pricing intervals
... A trajectory set is implicit in a stochastic process model; making trajectory sets a central object of interest is of relevance, in particular, when there is insuffi- cient information to assign a probability ...
37
Phylogeography Takes a Relaxed Random Walk in Continuous Space and Time
... in continuous time to describe how spatial diffusion processes unfold over time (Schluter et ...in continuous space; in par- ticular, the inferred locations of common ancestors can ...
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Clogging transition of vibration-driven vehicles passing through constrictions
... with time [7,8,21 – 23], our feedback mechanism allows us to analyze the effect of the VDVs number, since it is kept within narrow ...clogging time diverges and the system is said to be in a clogged state ...
5
Topologies of Llocp type for Carathéodory functions with applications in non-autonomous differential equations
... Remark 2.5. As regards Definitions 2.1, 2.2 and 2.4, we identify the functions which lay in the same set and only differ on a negligible subset of R 1+N . The con- straint about belonging to the same set is crucial. ...
28
Discrete maximal regularity for Volterra equations and nonlocal time stepping schemes
... The paper is organized as follows: In Section 2, we introduce some basic concepts and results in the existing literature related to discrete time Fourier transforms and operator- valued multiplier theorems that ...
20
QFCS: A Fuzzy LCS in Continuous Multi Step Environments with Continuous Vector Actions
... The important variables to measure are the number of steps the system makes to reach the goal during learning that measures the convergences in learning, the action function learned by t[r] ...
180
16667980
... Epicuticular waxes form a continuous layer with a thickness of 0.35 – 0.4 m m. (E) Cuticle of grape berry of 1-cm transversal diameter. The cuticle appears formed by a 2.5- m m thick layer. It is differentiated in ...
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