Stochastic ranking process with time dependent intensities

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

A stochastic deterioration process for time-dependent reliability analysis

The paper presents a stochastic gamma process model to account for both population (i.e., sampling) and temporal variability associated with a degradation process that typically increases the probability of failure with the aging of a structure. The proposed method is more versatile than the random-variable degradation rate model commonly used in the structural reliability literature. The reaso...

Ranking Ecient DMUs with Stochastic Data by Considering Inecient Frontier

Existence of an infinite particle limit of stochastic ranking process

We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the queue, and otherwise stays in the queue, being pushed toward the tail every time another particle jumps to the top. In an infinite particle limit, the random m...

Delay-dependent robust stabilization and $H_{infty}$ control for uncertain stochastic T-S fuzzy systems with multiple time delays

In this paper, the problems of robust stabilization and$H_{infty}$ control for uncertain stochastic systems withmultiple time delays represented by the Takagi-Sugeno (T-S) fuzzymodel have been studied. By constructing a new Lyapunov-Krasovskiifunctional (LKF) and using the bounding techniques, sufficientconditions for the delay-dependent robust stabilization and $H_{infty}$ control scheme are p...