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» A Piecewise-Deterministic Model for Brownian Motion
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MOR
2008
98views more  MOR 2008»
13 years 4 months ago
An Analysis of Monotone Follower Problems for Diffusion Processes
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Erhan Bayraktar, Masahiko Egami
COMPLEX
2009
Springer
13 years 11 months ago
Return Intervals Approach to Financial Fluctuations
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin, H....
CCECE
2009
IEEE
13 years 11 months ago
Estimation of boundary properties using stochastic differential equations
The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms ...
Ashraf Atalla, Aleksandar Jeremic
BMCBI
2007
106views more  BMCBI 2007»
13 years 5 months ago
Constructing a meaningful evolutionary average at the phylogenetic center of mass
Background: As a consequence of the evolutionary process, data collected from related species tend to be similar. This similarity by descent can obscure subtler signals in the dat...
Eric A. Stone, Arend Sidow
JCC
2010
113views more  JCC 2010»
13 years 3 months ago
MDLab: A molecular dynamics simulation prototyping environment
Molecular dynamics (MD) simulation involves solving Newton’s equations of motion for a system of atoms, by calculating forces and updating atomic positions and velocities over a...
Trevor M. Cickovski, Santanu Chatterjee, Jacob Wen...