Volume I first provides a compact survey on classical stochastic geometry models, with a main focus on spatial shot-noise processes, coverage processes and random tessellations. It then focuses on signal to interference noise ratio (SINR) stochastic geometry, which is the basis for the modeling of wireless network protocols and architectures considered in Volume II. It also contains an appendix...

Volume I first provides a compact survey on classical stochastic geometry models, with a main focus on spatial shot-noise processes, coverage processes and random tessellations. It then focuses on signal to interference noise ratio (SINR) stochastic geometry, which is the basis for the modeling of wireless network protocols and architectures considered in Volume II. It also contains an appendix...

in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...

the forecasting of hydrological variables, such as streamflow, plays an important role in water resource planning and management. recently, the development of stochastic models is regarded as a major step for this purpose. streamflow forecasting using the arima model can be conducted when unknown parameters are estimated correctly because parameter estimation is one of the crucial steps in mode...

An integrated model considers all parameters and elements of different deficiencies in one problem. This paper presents a new integrated model of a supply chain that simultaneously considers facility location, vehicle routing and inventory control problems as well as their interactions in one problem, called location-routing-inventory (LRI) problem. This model also considers stochastic demands ...

We solve stochastic differential equations involving the Malliavin derivative and the fractional Malliavin derivative by means of a chaos expansion on a general white noise space (Gaussian, Poissonian, fractional Gaussian and fractional Poissonian white noise space). There exist unitary mappings between the Gaussian and Poissonian white noise spaces, which can be applied in solving SDEs.

in this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in f(t,x(t))dt +g(t,x(t))dw_t$ in which the multifunction $f$ is semimonotone and hemicontinuous and the operator-valued multifunction $g$ satisfies a lipschitz condition. we define the it^{o} stochastic integral of operator set-valued stochastic pr...