摘要:

This paper deals with the calculation of the first order probability density of random fields describing the physical state of a class of nonlinear, stochastic systems in continuum mechanics. The analytical, time–arid space–continuous representation of the said density is derived in terms of an appropriate expansion of or-thonormal polynomials, which is the result of a generalization of a known method for random variables. An application to the wave equation with a random nonlinear tern is also developed, as an example of the proposed mathematical procedure

ISSN:0736-2994    

DOI:10.1080/07362998908809163

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The stochastic differential equation in Ito's sensewith xo>0 is considered. The qualitative behaviour of the sample paths of ξ(t) in dependence on three free parametersand β≥0 has been completely clarified previously in [2] and [3]. The characteristic function,the probability density function and, for integer, a resulting representation of the transformed processin the regular case, as well as the characteristic function and the density of the extinction probability of η(T) in the irregular case, are derived in this work

ISSN:0736-2994    

DOI:10.1080/07362998908809164

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Using Large Deviation Principle of Donsker–Varadhan a variational formula is established for the principal eigenvalue of the higher order elliptic operator driven by the Brownian Motion

ISSN:0736-2994    

DOI:10.1080/07362998908809165

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The existence of weak solutions is established in i lilbcrt spaces for a stochastic Voltcrra integral equation driven by an abstract Wiener process and a Poisson random measure

ISSN:0736-2994    

DOI:10.1080/07362998908809166

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

In I 1 1 we studied the existence and uniqueness of solutions to the following typical stochastic integral equation with respect to semimartingalesThis paper is devoted to the existence and uniqueness of solutions to the following delay stochastic integral equationwhere Xd=(Xd(t)) is said to be the delay process of X defined as follows:in whichis a continuous functionsatisfies some conditions. We should point out that our results can be generalized to the more general equationwithout any difficulty, where X and Xdare n-dimensional stochastic processes andsemimartingales

ISSN:0736-2994    

DOI:10.1080/07362998908809167

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Infinitesimal Analysis is used to give two constructions of the brownian bridge process. In the first construction a hyperfinite tied down random walk is used and a brownian bridge is obtained via the standard part map. As a consequence it is shown that the brownian bridge is the weak limit of a sequence of normalized tied down random walks. The second construction is based on a hyperfinite uniform empirical process. This construction gives an almost trivial proof of Donsker's Invariance Principle for the uniform empirical process

ISSN:0736-2994    

DOI:10.1080/07362998908809168

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Letbe an array of row–wise exchangeable random variables. Strong convergence results are obtained for U–statistics, using suitable moment conditions and martingale techniques. Statistics considered for exemplification are the sample variance and Spearman's Rank Correlation Coefficient

ISSN:0736-2994    

DOI:10.1080/07362998908809169

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

We consider a bounded storage system whose content level is bounded between two critical levels 0 and 1. In the absence of any control, the content level process fluctuates as a Brownian notion with drift μ and reflected barriers at 0 and 1. We assune that the purpose of any control scheme of the system is to decrease the chance that the process hits the critical levels and increase the proportion of tine it spends in a safe zone (a,b), 0<a<b<1, where a and b are chosen to mininize suitable cost functions. In this paper we consider a basic control scheme in which the controller is free to change (at any tine) the drift of the Brownian motion and use two drift values. We study several variations of this control scheme and derive suitable cost functions

ISSN:0736-2994    

DOI:10.1080/07362998908809170

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

A two–unit standby stem with a slow switch is studied. The life time of the online unit, the repair time of the units and the switchover time are arbitrarily dis¬tributed random variables. Identifying certain re¬generation points, explicit expressions for the steady state availability and the Mean Time to System Failure are obtained. Several special cases are also discussed. A numerical example is provided to illustrate the results

ISSN:0736-2994    

DOI:10.1080/07362998908809171

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998908809162

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor