Found 109 Documents (Results 1–100)
A computational modular approach to evaluate \(\mathrm{NO_x}\) emissions and ozone production due to vehicular traffic. (English) Zbl 1506.35244
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 1492.60004
Coupling of homotopy perturbation method and kriging surrogate model for an efficient fuzzy linear buckling analysis: application to additively manufactured lattice structures. (English) Zbl 1481.74208
Error control for statistical solutions of hyperbolic systems of conservation laws. (English) Zbl 1503.65227
Reviewer: Kai Schneider (Marseille)
Model order reduction in microelectronics. (English) Zbl 1466.78016
Benner, Peter (ed.) et al., Model order reduction. Volume 3: Applications. Berlin: De Gruyter. 111-143 (2021).
Mathematical and statistical analysis of RL and RC fractional-order circuits. (English) Zbl 1542.94280
Parameter identification in uncertain scalar conservation laws discretized with the discontinuous stochastic Galerkin scheme. (English) Zbl 1528.65082
An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations. (English) Zbl 1472.60114
A new second-order one-step scheme for solving decoupled FBSDES and optimal error estimates. (English) Zbl 1472.60113
Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations. (English) Zbl 1447.62135
Stochastic reduced-order models for stable nonlinear ordinary differential equations. (English) Zbl 1430.60051
Explicit deferred correction methods for second-order forward backward stochastic differential equations. (English) Zbl 1420.60094
Estimation of spatial autoregressions with stochastic weight matrices. (English) Zbl 1427.62112
Reviewer: Tamás Mátrai (Edinburgh)
Robust second-order least-squares estimation for regression models with autoregressive errors. (English) Zbl 1411.62193
An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis. (English) Zbl 1418.60062
Nonlinear information data mining based on time series for fractional differential operators. (English) Zbl 1445.37058
Continuous-time system identification with fractional models from noisy input and output data using fourth-order cumulants. (English) Zbl 1467.93070
Derbel, Nabil (ed.) et al., Systems, automation, and control. Selected extended papers from the international conference on systems, analysis and automatic control, Mahdia, Tunisia in 2015. Berlin: De Gruyter/Oldenbourg. Adv. Syst. Signals Devices 5, 125-144 (2018).
Surrogate models for oscillatory systems using sparse polynomial chaos expansions and stochastic time warping. (English) Zbl 1375.65005
Modeling stock market dynamics with stochastic differential equation driven by fractional Brownian motion: a Bayesian method. (English) Zbl 1463.62351
A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations. (English) Zbl 1345.60066
Conservative methods for stochastic differential equations with a conserved quantity. (English) Zbl 1344.60066
Domains of attraction of asymptotic distributions of extreme generalized order statistics. (English) Zbl 1339.60063
Scientific computing with MATLAB. 2nd edition. (English) Zbl 1344.65001
Boca Raton, FL: CRC Press (ISBN 978-1-4987-5777-5/hbk; 978-0-367-78313-6/pbk; 978-1-315-36785-9/ebook). xvii, 586 p. (2016).
Reviewer: Rolf Dieter Grigorieff (Berlin)
MSC:
65-01
00A06
68-04
68N15
68W30
65Mxx
65Nxx
65Fxx
65R10
65E05
65H05
65K05
65Lxx
65Dxx
65Cxx
65T60
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method. (English) Zbl 1329.65015
Algebraic theory of linear systems: a survey. (English) Zbl 1328.93074
Ilchmann, Achim (ed.) et al., Surveys in differential-algebraic equations II. Cham: Springer (ISBN 978-3-319-11049-3/pbk; 978-3-319-11050-9/ebook). Differential-Algebraic Equations Forum, 287-333 (2015).
Reviewer: Boris V. Loginov (Ul’yanovsk)
Second-order least-squares estimation for regression models with autocorrelated errors. (English) Zbl 1306.65127
Bottom-\(k\)-lists. (English) Zbl 1420.62223
MSC:
62G30
New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models. (English) Zbl 1345.37087
Mean-square convergence of numerical approximations for a class of backward stochastic differential equations. (English) Zbl 1276.60072
A sufficient condition for the stability of the calculation of parameters of aperiodic processes based on second order difference equations. (Russian. English summary) Zbl 1326.65175
A generalized \(\theta\)-scheme for solving backward stochastic differential equations. (English) Zbl 1250.60033
Reviewer: Melvin D. Lax (Long Beach)
Second-order stochastic differential equation model as an alternative for the ALT and CALT models. (English) Zbl 1443.62415
On linear differential equations with variable coefficients involving a para-Grassmann variable. (English) Zbl 1310.35071
A new stochastic approach for solution of Riccati differential equation of fractional order. (English) Zbl 1228.65116
Some new results on multivariate dispersive ordering of generalized order statistics. (English) Zbl 1184.62072
Reviewer: Moshe Shaked (Tucson)
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors. (English) Zbl 1429.62400
Steady-state performance analysis of HOS-based blind adaptive multiuser detection. (English) Zbl 1181.94075
MSC:
94A13
An order statistics model based on the list of top \(m\) scores after \(\ell\)th change. (English) Zbl 1160.62046
Mathematical analysis of age-structured HIV-1 dynamics with combination antiretroviral therapy. (English) Zbl 1121.92043
Reviewer: Mohamed O. El-Doma (Beirut)
A review on characterizations of discrete distributions based on records and \(k\)th records. (English) Zbl 1315.62044
The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure. (English) Zbl 1121.34007
Reviewer: Andrew Dale (Durban)
Multivariate stochastic orderings of spacings of generalized order statistics. (English) Zbl 1350.60011
Implicit-explicit Runge-Kutta schemes and applications to hyperbolic systems with relaxation. (English) Zbl 1203.65111
A new kind of high-efficient and high-accurate P-stable Obrechkoff three-step method for periodic initial-value problems. (English) Zbl 1196.65128
Atlas models of equity markets. (English) Zbl 1099.91056
Reviewer: Alexandr B. Vasil’ev (Odessa)
Exponential inequalities for tail probabilities of generalized order statistics. (English) Zbl 1101.62039
Recurrence relations for moment and conditional moment generating functions of generalized order statistics. (English) Zbl 1079.62021
Diversity and relative arbitrage in equity markets. (English) Zbl 1064.60132
Reviewer: Yuliya S. Mishura (Kyïv)
Weakly dependent stochastic sequences and their applications. Vol. XV: Recent topics on limit theorems for functionals of processes. With contents and index of this series. (English) Zbl 1085.60005
Tokyo: Sanseido (ISBN 4-385-36236-X/hbk). vi, 421 p. (2005).
Reviewer: Zdzisław Rychlik (Lublin)
Stochastic state-dependent delay differential equations with applications in finance. (English) Zbl 1067.34086
Reviewer: Henri Schurz (Carbondale)
An integral representation and computation for the solution of American options. (English) Zbl 1011.91049
Reviewer: Anatoliy Swishchuk (Kyïv)
Markovian effects in the chaotic synchronization of two coupled one-dimensional lattices of phase oscillators. (English) Zbl 1005.70021
Self-adaptive separation of convolutively mixed signals with a recursive structure. I: Stability analysis and optimization of asymptotic behaviour. (English) Zbl 0924.94011
A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations. (English) Zbl 0920.60042
Reviewer: Henri Schurz (Berlin)
Incorporating measurement error in the estimation of autoregressive models for longitudinal data. (English) Zbl 0804.62097
Law of large numbers for a heterogeneous system of stochastic differential equations with strong local interaction and economic applications. (English) Zbl 0805.60050
Reviewer: F.Liese (Rostock)
Alternative approximations to the distributions of instrumental variable estimators. (English) Zbl 0795.62102
Magnetic field lines around filiform electrical circuits of right angle type. (English) Zbl 0858.34025
Molecular and quasimolecular modelling of solids and fluids. (English) Zbl 0754.65006
Numerical methods, Proc. Conf., Miskolc/Hungary 1990, Colloq. Math. Soc. János Bolyai 59, 103-131 (1991).
Reviewer: G.Dimitriu (Iaşi)
Simulation of system models containing zero-order causal paths. II: Numerical implications of class 1 zero-order causal paths. (English) Zbl 0757.65081
Reviewer: K.Burrage (Brisbane)
Simulation of system models containing zero-order causal paths. I.: Classification of zero-order causal paths. (English) Zbl 0757.65080
Reviewer: K.Burrage (Brisbane)
Second-order properties for multiple-bilinear models. (English) Zbl 0715.60048
Reviewer: C.Deniau
Testing AR(1) against MA(1) disturbances in the linear regression model: An alternative procedure. (English) Zbl 0694.62041
The exact moments of OLS in dynamic regression models with non-normal errors. (English) Zbl 0677.62086
MSC:
62M10
Testing for common trends. (English) Zbl 0673.62099
A comparison between non-Gaussian closure and statistical linearization techniques for random vibration of a nonlinear oscillator. (English) Zbl 0617.73092
Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation. (English) Zbl 0652.62081
Comparison of stochastic models for tumor escape. (English) Zbl 0605.92004
Immunology and epidemiology, Proc. Int. Conf., Mogilany/Pol. 1985, Lect. Notes Biomath. 65, 82-119 (1986).
Reviewer: M.Nagel
The exact moments of ordinary least squares estimators for Koyck distributed lag models. (English) Zbl 0594.62114
Reviewer: L.Lee
Numerical simulation of a nonlinear feedback controller for a wind tunnel model involving a time delay. (English) Zbl 0589.93015
A method for second-order evaluation of risk matrix of GLSE with estimated parameter in trended data. (English) Zbl 0585.62117
Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation. (English) Zbl 0573.62027
Reviewer: G.S.Lingappaiah
Testing for unit roots. II. (English) Zbl 0579.62014
The Kolmogorov-Smirnov distance as criterion of choice of estimators with application to the first order auto-regressive case: A Monte Carlo study. (English) Zbl 0549.62080
Spectral factorization of nonstationary moving average processes. (English) Zbl 0538.62076
Reviewer: A.J.Ponomarenko
Optimal investment-dividend policy of an insurance firm under regulation. (English) Zbl 0519.62090
MSC:
62P05
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