نتایج جستجو برای: sde and clevenger

تعداد نتایج: 16827380  

2015
Parinya Punpongsanon

We present SoftAR, a novel spatial augmented reality (AR) technique based on a pseudo-haptics mechanism in the human brain that visually manipulates the sense of softness perceived by a user pushing a soft physical object. Considering the limitations of projectionbased approaches that change only the surface appearance of a physical object, we propose two projection visual effects, i.e., surfac...

1997
Jim Pitman

Let B be a standard one-dimensional Brownian motion started at 0. Let Lt;v(jBj) be the occupation density of jBj at level v up to time t. The distribution of the process of local times (Lt;v(jBj); v 0) conditionally given Bt = 0 and Lt;0(jBj) = ` is shown to be that of the unique strong solution X of the Itô SDE dXv = n 4 X2 v t R v 0 Xudu 1 o dv + 2 p XvdBv on the interval [0; Vt(X)), where Vt...

2010
Nicolas BOULEAU Francis HIRSCH

Since the impulse given by P. Malliavin, the stochastic calculus of variations has been mainly applied to stochastic differential equations with C°° coefficients, see Ocone [01] for a comprehensive exposition. But it is also important for applications to get regularity results for solutions of SDE with less smooth coefficients and in particular under Lipschitz hypotheses which axe, in dimension...

2010
Joshua H. Goldwyn Nikita S. Imennov Michael Famulare Eric Shea-Brown

The random transitions of ion channels between conducting and non-conducting states generate a source of internal fluctuations in a neuron, known as channel noise. The standard method for modeling fluctuations in the states of ion channels uses continuous-time Markov chains nonlinearly coupled to a differential equation for voltage. Beginning with the work of Fox and Lu [1], there have been att...

Journal: :Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 2016

Journal: :Electronic Journal of Statistics 2022

We study inference for the driving Lévy noise of an ergodic stochastic differential equation (SDE) model, when process is observed at high-frequency and long time drift scale coefficients contain finite-dimensional unknown parameters. By making use Gaussian quasi-likelihood function coefficients, we derive a expansion functionals unit-time residuals, which clarifies some quantitative effect plu...

Journal: :Statistics, Optimization & Information Computing 2019

Journal: :Discrete and Continuous Dynamical Systems - Series B 2015

Journal: :Discrete and Continuous Dynamical Systems - Series S 2022

To characterize nonlinear Dirichlet problems in an open domain, we investigate killed distribution dependent SDEs. By constructing the coupling by projection and using Zvonkin/Girsanov transforms, well-posedness is proved for three different situations:1) monotone case with noise (possibly degenerate);2) singular non-degenerate noise;3) independent noise. In first two cases domain $ C^2 smooth ...

2003
T. MASSA VOLKER TER MEULEN

Infection of Lewis rats with the murine coronavirus JHM leads to a persistent infection in the central nervous system (CNS) and a disease process that shares some features with experimental allergic encephalomyelitis (EAE) (1-4). After an incubation period of weeks, a subacute demyelinating encephalomyelitis (SDE) develops that is characterized by paralysis (2). Histologically, the main lesion ...

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