STOCHASTIC STUDY ON EQUIVALENT UNIFORM LIVE LOAD
نویسندگان
چکیده
منابع مشابه
Robust stochastic control and equivalent martingale measures
We study a class of robust, or worst case scenario, optimal control problems for jump diffusions. The scenario is represented by a probability measure equivalent to the initial probability law. We show that if there exists a control that annihilates the noise coefficients in the state equation and a scenario which is an equivalent martingale measure for a specific process which is related to th...
متن کاملLive load model for highway bridges *
Load models are developed for highway bridges. The models are based on the available statistical data on dead load, truck loads and dynamic loads. The paper deals mostly with the static live load. The model is derived from truck surveys, weigh-in-motion measurements and other observations. Simple span moments, shears and negative moments are calculated for various spans. Extreme 75 year loads a...
متن کاملOn Criteria for the Uniform Integrability of Brownian Stochastic Exponentials
This paper deals with various sufficient (as well as necessary and sufficient) conditions for the uniform integrability of the exponential martingales of the form Zt = exp { Bt∧τ − 1 2 t ∧ τ } , t ≥ 0, where B is a Brownian motion and τ is a stopping time. We give an overview of the known results and present some new criteria (Theorems 3.2, 4.1). As an auxiliary lemma, we prove the following st...
متن کاملCounting and Uniform Sampling from Markov Equivalent DAGs
We propose an exact solution for the problem of finding the size of a Markov equivalence class (MEC). For the bounded degree graphs, the proposed solution is capable of computing the size of the MEC in polynomial time. Our proposed approach is based on a recursive method for counting the number of the elements of the MEC when a specific vertex is set as the source variable. We will further use ...
متن کاملUniform Normal Structure Is Equivalent to the Jaggi* Uniform Fixed Point Property
Jaggi and Kassay proved that for reflexive Banach spaces X, normal structure is equivalent to the Jaggi fixed point property (i.e. all Jagginonexpansive maps on closed, bounded, convex sets in X have a fixed point); which we note is equivalent to a natural variation: the Jaggi* fixed point property. In the spirit of this result, we prove that for all Banach spaces X, uniform normal structure is...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Japan Society of Civil Engineers
سال: 1966
ISSN: 1884-4944,0047-1798
DOI: 10.2208/jscej1949.1966.127_1