Stochastic processes
Application of stochastic processes in modeling and analysis of stochastic phenomena - two case studies on degrading structures and neural networks
... A network conformed by N neurons can be defined by a stochastic process a follows. Each neuron receives a stimulus corresponding to the random activity of the other neurons that conform the network. There are ...
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Stochastic processes applied to classical physics and quantum mechanics
... Secondly, we focus our attention in spontaneous emission, a phenomenon stochastic in nature. We study the photon statistics of electromagnetic fields created from emission of quantum multi-level systems, where a ...
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Net cash flow analysis as stochastic processes theory application and the real options theory : a new approach
... The thesis model will be specifically applied ~m the expected net cash flow of a large enterprise; repercussion on the net present value and its impact on project valuation through the r[r] ...
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Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach Edición Única
... The constraints and problems that the theory faces, is what motivates this research thinking about assumptions such as the underlying assets price follows a continuous process, or that t[r] ...
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Clases 11-12 (27/9 y 2/10):Integración estocástica. Fórmula de Itô
... With the purpose of constructing a large class of stochastic processes, we consider stochastic differential equations (SDE) driven by a Brownian motion.. Mordecki para el curso de Simula[r] ...
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Investigación del procedimiento de muestreo-reconstrucción de los procesos gaussianos no estacionarios con Jitter
... The results presented here are calculated with a simple and direct method that allows us to investigate on a bigger number of scenarios the reconstruction of the random processes. This methodology is based on the ...
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The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes
... In this paper, we assume a two-factor jump diffusion model where the state variables are the instantaneous interest rate and the volatility. This model takes into account the possible abrupt changes of the interest rates ...
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A stochastic T cell response criterion
... and stochastic criteria to the experimental data presented in Naeher et ...the stochastic criterion provides support to the thymic affinity threshold hypothesis suggested by Palmer [19,20], whereas the ...
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Clases 13-14 (4/10 y 9/10): Ecuaciones diferenciales estocsticas: Mtodo de Euler
... With the purpose of constructing a large class of stochastic processes, we consider stochastic differential equations (SDE) driven by a Brownian motion... Existence and uniqueness of sol[r] ...
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A new technique to estimate the risk neutral processes in jump–diffusion commodity futures models
... the stochastic processes of the factors in the ...risk-neutral processes directly from market ...jump processes for modelling the commodity price dynamics in commodity futures ...
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Nonequilibrium Statistical Physics in Ecology: Vegetation Patterns, Animal Mobility and Temporal Fluctuations
... The definition of the Langevin equation (1.21), requires a careful interpretation due to this lack of mathematical rigor. When the noise term appears multiplica- tively, that is, g(c, t) is not a constant, ambiguities ...
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TítuloWeighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
... Statistical Inference for Stochastic Processes 7 69?93, 2004 c? 2004 Kluwer Academic Publishers Printed in the Netherlands 69 Weighted Local Nonparametric Regression with Dependent Errors Study of Rea[.] ...
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Stochastic Schemes for Dynamic Network Resource Allocation
... develop stochastic RA algorithms for both interweave and underlay paradigms that optimize sum-rate performance of a CR network, limit the probability of interfering with PUs (both short-term and long-term limits ...
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Stochastic Set PStochastic Set Packing Problemacking Problem
... a stochastic version of the Set Packing Problem, SPP, is studied via scenario ...the stochastic SPP a composite function of the expected value minus the weighted risk of obtaining a scenario whose objective ...
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Mapping Work Processes
... While other excellent books in the area show detailed flowcharts of business processes, this book itemizes the process of mapping—the how-to, step-by-step. Its purpose is to help groups avoid some of the ...
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Evaluating route reliability for the stochastic vehicle routing problem (SVRP) with correlated parameters
... windows). Stochastic Vehicle Routing Problems -SVRPs- (also referred to as Reliable Vehicle Routing Problems or RVRPs) arise whenever some elements of the problem are ...are stochastic and possibly ...
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Dominance Measuring Approach using Stochastic Weights
... Mateos A, Jimenez A, Rios-Insua S, Monte Carlo Simulation Techniques for Group Decision Making with Incomplete Information, European Journal of Operational Research 174, 3, 1842-1864, 2[r] ...
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WATER IN THE INDUSTRY: USES
... z Most of the processes generating waste are removed. through changes in the processes[r] ...
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Prediction of the Binding Affinity between Fenoterol Derivatives and the β2-Adrenergic Receptor Using Atom-Based 3D-Chiral Linear Indices
... MONTERO-TORRES, A., GARCIA-SANCHEZ, R. N., MARRERO-PONCE, Y., MACHADO-TUGORES, Y., NOGAL- RUIZ, J. J., MARTINEZ-FERNANDEZ, A. R., ARAN, V. J., OCHOA, C., MENESES-MARCEL, A. & TORRENS, F. 2006. Non-stochastic ...
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