Stochastic process
Null expectation of spatial correlograms under a stochastic process of genetic divergence with small sample sizes
... The simulation strategy used in this study was com- pletely different from that previously used to investigate microevolutionary processes using autocorrelation analyses (Sokal and Wartenberg, 1981; Sokal et al., 1989, ...
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WATER RECYCLING IN TROPICAL FORESTS AS A STOCHASTIC PROCESS. ()
... between 300 and 500 m altitude; the basic has a central region of swampy tropical jungle which gradually changes to savannahtype country away from the centre.On a rainfall map of [r] ...
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Braz. J. Phys. vol.29 número1
... non-Markovian stochastic processes have been studied by using a charac- teristic functional technique previously ...non-Markovian stochastic process has been characterized in terms of the long-range ...
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On the numerical methods for the Heston model
... The Heston model is an extension of the Black-Scholes model that tackles this volatility issue replacing the constant volatility with a stochastic process. This model was presented by Heston in 1993 and ...
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Stochastic Modelling of Shiroro River Stream flow Process
... The positive section of the graph shows that there exists seasonality effect on the monthly flow of the river. This further implies that carrying out ACF alone won’t satisfy to build our model, thus the need for PACF. ...
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Accelerated Genetic Algorithm Solutions Of Some Parametric Families Of Stochastic Differential Equations
... solving Stochastic Differential Equations (SDEs) deriving by Wiener process numerically will be construct and implement using Accelerated Genetic Algorithm ...a stochastic process. Solving ...
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Fluctuation of LQ45 index and BCA stock price at Indonesian Stock Echange IDX
... a stochastic process because of the collision with others colloid partic ...stochastic process. Because both of the stock price and the variance process are diffusion process, ...
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Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
... multistage stochastic convex ...of Stochastic Dual Dynamic Programming applied to convex nonlinear ...multistage stochastic linear programs that do not satisfy the relatively complete recourse ...
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Lat. Am. j. solids struct. vol.12 número10
... The fuzzy theory permits to model the uncertainty as an alternative to the stochastic methods. By means of fuzzy theory it is possible to describe incomplete and inaccurate information. The fuzzy sets theory was ...
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Diffusion model for the financing of a fund that risks ruin
... financing, stochastic process , obtained from under the following financing scheme: whenever the reserves end it is donate to the fund a provision in a value equal to the initial one, that is, with value ...
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FIRE EFFECTS ON THE COMPOSITION OF A BIRD COMMUNITY IN AN AMAZONIAN SAVANNA (BRAZIL)
... Furthermore, annual fires may act as a stochastic process, resulting in local species extinction and facilitating colonization by invaders from heavily disturbed ar[r] ...
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Learning and testing stochastic discrete event
... for stochastic discrete event systems. Our goal is to explore the stochastic process that behaves as event change and does not as state change (respectively, DES and ...for stochastic DEVS ...
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J. Braz. Chem. Soc. vol.26 número6
... using TOMOCOMD-CARDD models. The non-stochastic (eq. 1) and stochastic (eq. 2) bilinear models showed predictive accuracies of 86.21% and 83.62%, respectively (for details see, Supplementary Information for ...
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Maximal doubly stochastic matrix centralizers
... and as N is square-zero we conclude that λ = 1 and M = I + N . Also, Tr(N ) = 0 and each diagonal entry of N = M −I is non-positive since M is doubly stochastic. Therefore each diagonal entry of N equals zero and ...
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Braz. J. Phys. vol.36 número3A
... The dynamics of the magnetic moments of super- paramagnetic particles constitute a nice example of problem in the Physics of condensed matter where to apply the tools of stochastic calculus to perform numerical ...
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Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
... Risk-averse stochastic programs expressed in terms of EPRMs share many properties with risk-neutral stochastic ...order stochastic dominance are given in ...instance Stochastic Dual Dynamic ...
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Viruses roll the dice: the stochastic behavior of viral genome molecules accelerates viral adaptation at the cell and tissue levels.
... and defective variants, which leads to rapid selection on trans-acting genes or elements at the tissue level. Recently, Schulte and Andino [26] reported extensive variation in poliovirus accu- mulation levels among ...
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Fault-tolerant Stochastic Distributed Systems
... convergence is attained requiring only half of the interconnections when compared to the base case. Two policies are then introduced to reduce the required parameter η influencing the number of interactions, namely a ...
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THE COMBI ATIO OF EURAL ESTIMATES I PREDICTIO A D DECISIO PROBLEMS Paulo Sérgio Abreu Freitas
... ! #) 0+3 , y k ! +0 *3 # +! 3 2 , θθθθ k ! 2!+0 *3 0 state vector #) # * 0 #) # # +- #) / # $ # # $ k, u k 6!+.! input vector, ε k 6!+.! #) measurement noise% .) # !+ *+ . #) 3 * ! r = σ ε & , ! η η η η k 6!+.! #) ...
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American options under stochastic volatility
... In this paper we developed a method based on the Heston model for the pricing of American options under stochastic volatility. There are various methods that resolve the pricing problem, so we decided to test the ...
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