Hydrological series are largely characterized by a strong random component in their behavior. More noticeable changes in the behavior patterns of rainfall/runoff temporal series are recently being observed. These modifications are not a trivial issue, especially in regards to peculiarities, non-linearities, diffused influences or higher time orders of dependence. This study mainly aimed to anal...

Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long range dependence may be present in the phenomenon under consideration. After discusing some basic concepts of self-similar processes and fractional Brownian motion, we review some recent work on parametric and nonparametric inference for estimation of parameters for linear systems of stochastic ...

This paper is devoted to the convergence analysis of stochastic θ-methods for nonlinear neutral stochastic differential delay equations (NSDDEs) in Itô sense. The basic idea is to reformulate the original problem eliminating the dependence on the differentiation of the solution in the past values, which leads to a stochastic differential algebraic system. Drift-implicit stochastic θ-methods are...

The design of a novel material necessitates fundamental understanding its structure–property relation. Inorganic porous materials (media) such as natural soil and rock, artificial ceramic cement, exhibit multifractal characteristics in view their structural heterogeneity. This paper presents numerical investigation the effective elastic modulus materials. Two types deterministic stochastic casc...

We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is ...

We define a Poisson structure on the Nualart-Pardoux test algebra associated to the path space of a finite dimensional Lie algebra.

ecological changes resulting from climate conditions can severely affect human societies especially in the area of economy and safety. climate catastrophes may cause social and economic tension. forecasting such changes accurately can help the government to control the disasters and to achieve possible benefits (such as water supply in flood). weather forecasting is the application of science a...

In this article, we derive and analyze a novel predator–prey model with account for maturation delay in predators, ratio dependence, Holling type III functional response. The analysis of the system’s steady states reveals conditions on predation rate, predator growth time that can result prey-only equilibrium or facilitate simultaneous survival prey predators form stable coexistence state, sust...