Stochastic Analysis and Applications最新文献

{"title":"<i>L</i> ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients","authors":"Sahani Pathiraja","doi":"10.1080/07362994.2023.2260863","DOIUrl":"https://doi.org/10.1080/07362994.2023.2260863","url":null,"abstract":"AbstractThe aim of this article is to obtain convergence in mean in the uniform topology of piecewise linear approximations of stochastic differential equations (SDEs) with C1 drift and C2 diffusion coefficients with uniformly bounded derivatives. Convergence analyses for such Wong-Zakai approximations most often assume that the coefficients of the SDE are uniformly bounded. Almost sure convergence in the unbounded case can be obtained using now standard rough path techniques, although Lq convergence appears yet to be established and is of importance for several applications involving Monte-Carlo approximations. We consider L2 convergence in the unbounded case using a combination of traditional stochastic analysis and rough path techniques. We expect our proof technique extend to more general piecewise smooth approximations.Keywords: Wong-Zakaiunbounded coefficientspiecewise smooth approximationsstochastic differential equationsrough paths AcknowledgmentsThe author is grateful to Wilhelm Stannat and Sebastian Reich for helpful feedback on this work, as well as anonymous reviewer for their insightful suggestions which has improved this manuscript.Disclosure statementNo potential conflict of interest was reported by the authors.Notes1. This holds for more general semimartingale drivers, but for the purposes of this article, we focus on the case of Wiener processes.2. the notation pi is used to refer to the ith index of a permutation of the set {1,2,⋯r}3. Here we are working with equivalence classesAdditional informationFundingThis research has been partially funded by Deutsche Forschungsgemeinschaft (DFG)- SFB1294/1 - 318763901.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135944279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator","authors":"L. M. Grilo, T. F. Braz, H. L. Grilo, J. P. Maidana, M. Stehlík","doi":"10.1080/07362994.2023.2266492","DOIUrl":"https://doi.org/10.1080/07362994.2023.2266492","url":null,"abstract":"AbstractBorder officers experience stressful moments during the working day at the border point at Lisbon airport (Portugal) that can lead to “emotional exhaustion,” which is the core component of burnout, and relates with “cognitive fatigue (weariness)” and “physical fatigue.” These theoretical concepts cannot be measured (or observed) directly by what are considered latent variables/constructs that are available in Shirom-Melamed Burnout Measure (SMBM). These constructs are, however, operationalized by the questions available in the SMBM, which correspond to observed variables (or manifest variables) expressed in an ordinal scale of seven categories. This questionnaire, reliable and internationally validated, was used in our research and considering the specialized literature, we proposed a hypothetical structural path model that expresses a priori perceptions about the causal relationships between the mentioned latent constructs, where “physical fatigue” is the target construct. A reflective model was estimated based on the sample of primary data and using a Variance-Covariance estimator of Structural Equations Modeling (VB-SEM), the consistent Partial Least Squares (PLSc), that corrects for bias to consistently estimate SEM’s with common factors. The results obtained allow a better understanding of the profile and characteristics of Portuguese border officers who work at Lisbon airport, as well as reveal that the latent exogenous construct “emotional exhaustion” has a high positive direct effect on the “cognitive fatigue,” and through this latter (mediator construct), an indirect effect on the endogenous construct “physical fatigue.” In turn, “cognitive fatigue” has the greatest positive direct effect on “physical fatigue.” The biggest difference identified was between the direct effect of “Emotional exhaustion” on “Physical fatigue,” which is higher for workers with more years of service, as expected. However, the multigroup analysis (using the nonparametric Permutation test) showed that this difference was not statistically significant.Keywords: Consistent partial least squaresmultivariate analysispath modelpsychosocial riskssurvey AcknowledgmentsWe acknowledge support of the Editor and the informative and insightful suggestions of Referees.Disclosure statementNo potential conflict of interest was reported by the authors.Additional informationFunding This work is funded by national funds through the FCT - Fundaç∼ao para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 and UIDP/00297/2020 (Center for Mathematics and Applications) and UIDB/04674/2020 (Research Center in Mathematics and Applications).","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135855068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}