Second Order Itô Processes

Pseudo-second order model for sorption processes

A literature review of the use of sorbents and biosorbents to treat polluted aqueous effluents containing dyes/organics or metal ions has been conducted. Over 70 systems have been reported since 1984 and over 43 of these reported the mechanism as being a pseudo-first order kinetic mechanism. Three sorption kinetic models are presented in this paper and have been used to test 11 of the literatur...

Second-order Approximate Corrections for QCD Processes

Second Order Properties of Locally Stationary Processes

In this paper we investigate an optimal property of the maximum likelihood estimator of Gaussian locally stationary processes by the second order approximation. In the case where the model is correctly specified, it is shown that appropriate modifications of the maximum likelihood estimator for Gaussian locally stationary processes is second order asymptotically efficient. We discuss second ord...

Nearly Nonstationary Arma Processes: Second Order Properties

Second order properties of nearly nonstationary ARMA processes are investigated in the cases when the autoregressive polynomial equation has (i) a real root close to 1; (ii) a real root close to -1; (iii) a pair of complex roots close to the unit circle. The effect of the closeness to the unit circle of the ARMA poles on its covariance and spectral density functions is considered. The obtained ...

On Fliess operators driven by L2-Itô random processes

Fliess operators with deterministic inputs have been studied since the late 1970’s and are well understood. When the inputs are stochastic processes the theory is less developed. There have been several interesting approaches for Wiener process inputs. But the interconnection of systems is not well-posed in this context, and this limits their use in applications. This paper has two specific goa...