Tests with Parabolic Boundary for the Drift of a Wiener Process
نویسندگان
چکیده
منابع مشابه
A drift approximation for parabolic PDEs with oblique boundary data
We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term. The convergence is locally uniform and optimal error estimates are obtained.
متن کاملthe washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests
در این پایان نامه تاثیر دو نوع تست جزیی نگر و کلی نگر بر به یادسپاری محتوا ارزیابی شده که نتایج نشان دهندهکارایی تستهای کلی نگر بیشتر از سایر آزمونها است
15 صفحه اولOptimally Stopping the Sample Mean of a Wiener Process with an Unknown Drift
It is well-known that optimally stopping the sample mean W(t)/t of a standard Wiener process is associated with a square root boundary. It is shown that when W(t) is replaced by X(t)=W(t)+Ot with () normally distributed N(JL,(]2) and independently of the Wiener process, the optimal stopping problem is equivalent to the time-truncated version of the original problem. It is also shown that the pr...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
the impact of portfolio assessment on iranian efl students essay writing: a process-oriented approach
this study was conducted to investigate the impact of portfolio assessment as a process-oriented assessment mechanism on iranian efl students’ english writing and its subskills of focus, elaboration, organization, conventions, and vocabulary. out of ninety juniors majoring in english literature and translation at the university of isfahan, sixty one of them who were at the same level of writing...
15 صفحه اولذخیره 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: The Annals of Statistics
سال: 1982
ISSN: 0090-5364
DOI: 10.1214/aos/1176345878