Pub Date : 2024-03-17DOI: 10.1080/07362994.2024.2313202
Henk A.P. Blom
The transition kernel of an ℝn-valued diffusion or jump diffusion process {Xt} is known to satisfy the Feller property if {Xt} is the solution of an SDE whose coefficients are Lipschitz continuous....
{"title":"Feller property of regime-switching jump diffusion processes with hybrid jumps","authors":"Henk A.P. Blom","doi":"10.1080/07362994.2024.2313202","DOIUrl":"https://doi.org/10.1080/07362994.2024.2313202","url":null,"abstract":"The transition kernel of an ℝn-valued diffusion or jump diffusion process {Xt} is known to satisfy the Feller property if {Xt} is the solution of an SDE whose coefficients are Lipschitz continuous....","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140154371","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}
Pub Date : 2024-03-11DOI: 10.1080/07362994.2024.2323535
I. R. Belshiasheeela, Mini Ghosh
Here a nonlinear mathematical model for an aquatic ecosystem containing both non-toxic and toxin-producing algal blooms is formulated and analyzed. The presence of harmful algae impacts the aquatic...
{"title":"The role of zooplankton in the growth of algal bloom: a mathematical study","authors":"I. R. Belshiasheeela, Mini Ghosh","doi":"10.1080/07362994.2024.2323535","DOIUrl":"https://doi.org/10.1080/07362994.2024.2323535","url":null,"abstract":"Here a nonlinear mathematical model for an aquatic ecosystem containing both non-toxic and toxin-producing algal blooms is formulated and analyzed. The presence of harmful algae impacts the aquatic...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140099823","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}
Pub Date : 2024-03-08DOI: 10.1080/07362994.2024.2321348
Stathis Chadjiconstantinidis
We derive new upper bounds for the total variation distance between compound Poisson distributions as well as between a random sum and a compound Poisson distribution, and as a result we also obtai...
我们为复合泊松分布之间以及随机和与复合泊松分布之间的总变异距离推导出了新的上限，并因此得出了...
{"title":"Total variation distance and compound poisson approximations for random sums","authors":"Stathis Chadjiconstantinidis","doi":"10.1080/07362994.2024.2321348","DOIUrl":"https://doi.org/10.1080/07362994.2024.2321348","url":null,"abstract":"We derive new upper bounds for the total variation distance between compound Poisson distributions as well as between a random sum and a compound Poisson distribution, and as a result we also obtai...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140075965","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}
Pub Date : 2024-02-26DOI: 10.1080/07362994.2024.2315149
Tongkeun Chang, Minsuk Yang
We study the initial-boundary value problem of the stochastic Navier–Stokes equations in half-space. We prove the existence of weak solutions in standard Besov space-valued random processes when th...
{"title":"On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space","authors":"Tongkeun Chang, Minsuk Yang","doi":"10.1080/07362994.2024.2315149","DOIUrl":"https://doi.org/10.1080/07362994.2024.2315149","url":null,"abstract":"We study the initial-boundary value problem of the stochastic Navier–Stokes equations in half-space. We prove the existence of weak solutions in standard Besov space-valued random processes when th...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139969515","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}
Pub Date : 2024-01-25DOI: 10.1080/07362994.2023.2295248
Ronald Ecklmair, Claudia Ibacache-Quirogab, M. Alejandro Dinamarcab, Jozef Kiseľák, Bastián Eduardo Barraza, Milan Stehlík
Eco-geographical heterogenicity of countries such as Chile and in cities exhibiting a territorial and demographic important diversity is relevant for the epidemiological studies of the apparition a...
智利等国的生态地理异质性，以及城市在地域和人口方面的多样性，对流行病学的研究具有重要意义。
{"title":"On analysis of complex administrative data: neural networks, modelling and prediction","authors":"Ronald Ecklmair, Claudia Ibacache-Quirogab, M. Alejandro Dinamarcab, Jozef Kiseľák, Bastián Eduardo Barraza, Milan Stehlík","doi":"10.1080/07362994.2023.2295248","DOIUrl":"https://doi.org/10.1080/07362994.2023.2295248","url":null,"abstract":"Eco-geographical heterogenicity of countries such as Chile and in cities exhibiting a territorial and demographic important diversity is relevant for the epidemiological studies of the apparition a...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139577963","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}
Pub Date : 2024-01-12DOI: 10.1080/07362994.2024.2303099
Davide A. Bignamini, Simone Ferrari
We consider stochastic reaction-diffusion equations with colored noise on the space of real-valued and continuous functions on a compact subset of ℝd for d=1,2,3. We prove Schauder-type estimates, ...
{"title":"Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise","authors":"Davide A. Bignamini, Simone Ferrari","doi":"10.1080/07362994.2024.2303099","DOIUrl":"https://doi.org/10.1080/07362994.2024.2303099","url":null,"abstract":"We consider stochastic reaction-diffusion equations with colored noise on the space of real-valued and continuous functions on a compact subset of ℝd for d=1,2,3. We prove Schauder-type estimates, ...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139463049","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}
We consider a regime-switching model where the stock volatility dynamics is a semi-Markov process. Under this model assumption, we find the locally risk-minimizing price of some Asian options with ...
{"title":"Locally risk minimizing pricing of Asian option in a semi-Markov modulated market","authors":"Bihan Chatterjee, Anindya Goswami, Ludger Overbeck","doi":"10.1080/07362994.2023.2295246","DOIUrl":"https://doi.org/10.1080/07362994.2023.2295246","url":null,"abstract":"We consider a regime-switching model where the stock volatility dynamics is a semi-Markov process. Under this model assumption, we find the locally risk-minimizing price of some Asian options with ...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139414855","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}
Pub Date : 2023-12-28DOI: 10.1080/07362994.2023.2296528
Luc T. Tuyen, Vu T. Luan
The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submart...
{"title":"A representation theorem for set-valued submartingales","authors":"Luc T. Tuyen, Vu T. Luan","doi":"10.1080/07362994.2023.2296528","DOIUrl":"https://doi.org/10.1080/07362994.2023.2296528","url":null,"abstract":"The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submart...","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139068346","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}
Pub Date : 2023-11-08DOI: 10.1080/07362994.2023.2260871
Leslaw Skrzypek, Chi Phan, Yuncheng You
In this work we propose a new model of 2D cellular neural networks (CNN) in terms of the lattice FitzHugh-Nagumo equations with boundary feedback and prove a threshold condition for the exponential synchronization of the entire neural network through the emph{a priori} uniform estimates of solutions and the analysis of dissipative dynamics. The threshold to be satisfied by the gap signals between pairwise boundary cells of the network is expressed by the structural parameters and adjustable. The new result and method of this paper can also be generalized to 3D and higher dimensional FitzHugh-Nagumo type or Hindmarsh-Rose type cellular neural networks.
{"title":"Exponential synchronization of 2D cellular neural networks with boundary feedback","authors":"Leslaw Skrzypek, Chi Phan, Yuncheng You","doi":"10.1080/07362994.2023.2260871","DOIUrl":"https://doi.org/10.1080/07362994.2023.2260871","url":null,"abstract":"In this work we propose a new model of 2D cellular neural networks (CNN) in terms of the lattice FitzHugh-Nagumo equations with boundary feedback and prove a threshold condition for the exponential synchronization of the entire neural network through the emph{a priori} uniform estimates of solutions and the analysis of dissipative dynamics. The threshold to be satisfied by the gap signals between pairwise boundary cells of the network is expressed by the structural parameters and adjustable. The new result and method of this paper can also be generalized to 3D and higher dimensional FitzHugh-Nagumo type or Hindmarsh-Rose type cellular neural networks.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135292816","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}
Pub Date : 2023-10-29DOI: 10.1080/07362994.2023.2274108
Manfred Marvin Marchione, Enzo Orsingher
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be represented as an expectation of damped oscillations with generalized gamma distributed parameters. This stochastic representation also arises as the solution to a fractional diffusion equation, involving a higher-order Riesz-Feller operator, which generalizes the odd-order heat-type equation. We then prove that, if the stable subordinator has a suitable exponent, the time-changed pseudo-process becomes a genuine L'evy stable process. This result permits us to obtain a power series representation for the probability density function of an arbitrary asymmetric stable process of exponent $nu>1$ and skewness parameter $beta$, with $0
{"title":"Stable distributions and pseudo-processes related to fractional Airy functions","authors":"Manfred Marvin Marchione, Enzo Orsingher","doi":"10.1080/07362994.2023.2274108","DOIUrl":"https://doi.org/10.1080/07362994.2023.2274108","url":null,"abstract":"In this paper we study pseudo-processes related to odd-order heat-type equations composed with L'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be represented as an expectation of damped oscillations with generalized gamma distributed parameters. This stochastic representation also arises as the solution to a fractional diffusion equation, involving a higher-order Riesz-Feller operator, which generalizes the odd-order heat-type equation. We then prove that, if the stable subordinator has a suitable exponent, the time-changed pseudo-process becomes a genuine L'evy stable process. This result permits us to obtain a power series representation for the probability density function of an arbitrary asymmetric stable process of exponent $nu>1$ and skewness parameter $beta$, with $0<lvertbetalvert<1$. The methods we use in order to carry out our analysis are based on the study of a fractional Airy function which emerges in the investigation of the higher-order Riesz-Feller operator.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136157826","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}
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