We consider a linear stochastic differential equation with drift and multiplicative noise. study the problem of approximating its solution process that solves where possibly is replaced by deterministic function. To do this, we use combination Pontryagin’s maximum principle approach direct methods calculus variations. find necessary sufficient conditions for function $$u \in L^1(0, T)$$ to be m...

Abstract We analyse an additive-increase and multiplicative-decrease (also known as growth–collapse) process that grows linearly in time that, at Poisson epochs, experiences downward jumps are (deterministically) proportional to its present position. For this process, also for reflected versions, we consider one- two-sided exit problems concern the identification of laws times from fixed interv...

Strongly multiplicative linear secret sharing schemes (LSSS) have been a powerful tool for constructing secure multi-party computation protocols. However, it remains open whether or not there exist efficient constructions of strongly multiplicative LSSS from general LSSS. In this paper, we propose the new concept of 3-multiplicative LSSS, and establish its relationship with strongly multiplicat...

We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary multiplicative noise term given by g(x, t) = D(x)T (t), and the behaviors of probability distributions, for some specific functions of D(x), are analyzed. In particula...

We present an approach to linear logic planning where an explicit correspondence between partial order plans and multiplicative exponential linear logic proofs is established. This is performed by extracting partial order plans from sound and complete encodings of planning problems in multiplicative exponential linear logic in a way that exhibits a non-interleaving behavioral concurrency semant...

The total variation minimization method for deblurring noise is shown to be effective in increasing the resolution in a contrast source inversion approach to index reconstruction from measured scattered field data. The main drawback is the presence of an artificial weighting parameter in the cost functional, which can only be determined through considerable experimentation Therefore, we introdu...

This paper proposes a multiplicative approach to solve defective issues in lexicographic goal programming of the analytic hierarchy process (LGPAHP). Although the LGPAHP can handle inconsistent interval comparison matrices, it generates different weights in the upper and lower triangular interval judgments. Instead of adopting additive constraints, the proposed method uses multiplicative constr...

This research studied the effect of additive and multiplicative noise in images, and their solution. Salt n pepper, and Gaussian noise is considered as a additive noise, while impulsive noise is considered as a multiplicative noise. For additive noise, this paper presents the outcome of Wiener filter, and Pseudo inverse filter, while for impulsive noise, we studied wavelet denoising. A hybrid f...