نتایج جستجو برای: nonlocal diffusions
تعداد نتایج: 15548 فیلتر نتایج به سال:
This paper proposed analytical solutions for the buckling analysis of rectangular single-layered graphene sheets under in-plane loading on all edges simply is supported. The characteristic equations of the graphene sheets are derived and the analysis formula is based on the nonlocal Mindlin plate. This theory is considering both the small length scale effects and transverse shear deformation ef...
This paper proposed analytical solutions for the buckling analysis of rectangular single-layered graphene sheets under in-plane loading on all edges simply is supported. The characteristic equations of the graphene sheets are derived and the analysis formula is based on the nonlocal Mindlin plate. This theory is considering both the small length scale effects and transverse shear deformation ef...
Using a new technique, based on the regularization of a càdlàg process via the double Skorohod map, we obtain limit theorems for integrated numbers of level crossings of diffusions. The results are related to the recent results on the limit theorems for the truncated variation. We also extend to diffusions the classical result of Kasahara on the “local" limit theorem for the number of crossings...
We consider a class of stochastic impulse control problems of linear diffusions arising in studies considering the determination of optimal dividend policies and in studies analyzing the optimal management of renewable resources. We derive a set of weak conditions guaranteeing both the existence and uniqueness of the optimal policy and its value by relying on a combination of the classical theo...
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. Such diffusions can be obtained by taking the hydrodymamic limit in a huge system of linear diffusions in interaction. In both cases, for the linear and the nonlinear processes, small-noise asymptotics have been emphasized by specific large deviation phenomenons. The natural question, theref...
in this article, an analytical solution is developed to study the free vibration analysis offunctionally graded rectangular nanoplates. the governing equations of motion are derived basedon second order shear deformation theory using nonlocal elasticity theory. it is assumed that thematerial properties of nanoplate vary through the thickness according to the power lawdistribution. our numerical...
We describe an approach to nonlocal, nonlinear advection in one dimension that extends the usual pointwise concepts to account for nonlocal contributions to the flux. The spatially nonlocal operators we consider do not involve derivatives. Instead, the spatial operator involves an integral that, in a distributional sense, reduces to a conventional nonlinear advective operator. In particular, we...
This paper deals with some self-interacting diffusions (Xt, t ≥ 0) living on R. These diffusions are solutions to stochastic differential equations: dXt = dBt − g(t)∇V (Xt − μt)dt, where μt is the mean of the empirical measure of the process X , V is an asymptotically strictly convex potential and g is a given function. We study the ergodic behavior of X and prove that it is strongly related to...
Abstract. Calculation of Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for usual Ito-diffusions. In this article we prove existence of Malliavin weights for jump diffusions under Hörmander conditions and hypotheses on the invertibility of the linkage operators. The main result – in the hypo-ellitpic case – is the invertibility of the covariance matrix, which ...
We study the dynamical properties of the Brownian diffusions having σ Id as diffusion coefficient matrix and b = ∇U as drift vector. We characterize this class through the equality D2 + = D 2 −, where D+ (resp. D−) denotes the forward (resp. backward) stochastic derivative of Nelson’s type. Our proof is based on a remarkable identity for D2 + −D2 − and on the use of the martingale problem. We a...
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