نتایج جستجو برای: stochastic models

تعداد نتایج: 1006704  

Journal: :SIAM Journal on Financial Mathematics 2012

Journal: :Proceedings of the National Academy of Sciences 2008

Journal: :SIAM Journal on Financial Mathematics 2017

Journal: :Structure and Infrastructure Engineering 2019

Journal: :Annals of Probability 2021

We discover a new property of the stochastic colored six-vertex model called flip-invariance. use it to show that for given collection observables model, any transformation preserves distribution each individual observable also their joint distribution. This generalizes recent shift-invariance results Borodin–Gorin–Wheeler. As limiting cases, we obtain similar statements Brownian last passage p...

Journal: :Infinite Dimensional Analysis, Quantum Probability and Related Topics 2023

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling Laser propagation through turbulent media. In some typical physical contexts, problem reduces to Schrödinger equation with space–time white noise Gaussian or Poisson Lévy type. We identify their resolution via quantization. Nonlinear phenomena such as Kerr effect can be modeled by a n...

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