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Feller property of regime-switching jump diffusion processes with hybrid jumps Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-03-17 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....
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The role of zooplankton in the growth of algal bloom: a mathematical study Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-03-11 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...
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Total variation distance and compound poisson approximations for random sums Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-03-08 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...
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On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-26 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...
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L2 convergence of smooth approximations of stochastic differential equations with unbounded coefficients Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 Sahani Pathiraja
The 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 coeffi...
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Stable distributions and pseudo-processes related to fractional Airy functions Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 Manfred Marvin Marchione, Enzo Orsingher
In this article, we study pseudo-processes related to odd-order heat-type equations composed with Lévy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density...
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Locally risk minimizing pricing of Asian option in a semi-Markov modulated market Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 Bihan Chatterjee, Anindya Goswami, Ludger Overbeck
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 ...
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Exponential synchronization of 2D cellular neural networks with boundary feedback Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 Leslaw Skrzypek, Chi Phan, Yuncheng You
In this work we propose a new mathematical model of 2D cellular neural networks (CNN) in terms of the lattice FitzHugh-Nagumo equations with boundary feedback. The model features discrete Laplacian...
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On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 Silvia Sabatini, Elena Villa
Inspired by issues of formal kinetics in materials science, we consider a class of processes with density with respect to an inhomogeneous finite Poisson point process, which may be regarded as a g...
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Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-02-12 L. M. Grilo, T. F. Braz, H. L. Grilo, J. P. Maidana, M. Stehlík
Border 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,...
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On analysis of complex administrative data: neural networks, modelling and prediction Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-01-25 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...
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Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise Stoch. Anal. Appl. (IF 1.3) Pub Date : 2024-01-12 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, ...
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A representation theorem for set-valued submartingales Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-12-28 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...
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Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-09-13 Amali Paul Rose Gregory, Murugan Suvinthra, Krishnan Balachandran
In this work, we consider the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise, which is fractional in time and white in space. We obtain the existence, uniqueness, and Hölder reg...
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Mixed Poisson process with Stacy mixing variable Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-08-25 Pavlina K. Jordanova, Mladen Savov, Assen Tchorbadjieff, Milan Stehlík
Stacy distribution defined for the first time in 1961 provides a flexible framework for modeling of a wide range of real-life behaviors. It appears under different names in the scientific literatur...
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Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-08-21 Michał Kisielewicz
The main result of the article deals with weak compactness of weak solutions sets of forward-backward stochastic differential inclusions. The main result is preceded by existence theorem for consid...
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Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-05-29 Po-Han Hsu, Padmanabhan Sundar
Asymptotic behavior of the three-dimensional stochastic Navier-Stokes equations with Markovian switching for additive noises is studied for an incompressible fluid flow in a bounded domain. The obj...
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Flexible extreme value inference Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-05-29 Pavlina Jordanova, Milan Stehlík
We introduce flexible small sample modeling for extremes by introducing the new numerical characteristics of heavy tail. We illustrate in this article advantages of such flexibility. In this articl...
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A Lyapunov approach to stability of positive semigroups: an overview with illustrations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-05-09 Marc Arnaudon, Pierre Del Moral, El Maati Ouhabaz
The stability analysis of possibly time varying positive semigroups on non-necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. ...
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On the heat equation with a moving boundary and applications to hitting times for Brownian motion Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-05-08 Gerardo Hernández-Del-Valle, Wincy A. Guerra-Polania
In this paper we provide conditions under which the hitting-time problem for Brownian motion is equivalent to solving a heat equation with moving boundary and distributional initial conditions. Mot...
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A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-05-02 Hani Abidi, Abdelkarim Oualaid, Youssef Ouknine, Roger Pettersson
In this paper, we present the stability result of a spatial semi-discrete scheme to backward stochastic differential equations taking values in a Hilbert space. Under suitable assumptions of the fi...
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Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-04-12 Lijuan Zhang, Yejuan Wang, Yaozhong Hu
The objective of this article is to introduce and study Itô type stochastic integrals with respect to tempered fractional Brownian motion (TFBM) of Hurst index H∈(12,1) and tempering parameter λ>0,...
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On dose-response modeling for evaluation of drugs combinations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-02-01 Nancy Flournoy, Leonard B. Hearne, Jozef Kiseľák, Milan Stehlík
We introduce a framework of dose-response modeling for the evaluation of drug combinations. We focus on adaptive techniques in dose-finding studies when several endpoints can be observed simultaneo...
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On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-01-17 L. M. Grilo, E. J. Pereira, J. P. Maidana, M. Stehlík
Multivariate normal distribution is base for many statistical techniques, including ordinary least square inference. Here we show that in order to make research on Internationalization of Companies...
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Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019 Stoch. Anal. Appl. (IF 1.3) Pub Date : 2023-01-16 Milan Stehlík, Danilo Leal, Jozef Kiseľák, Joshua Leers, Luboš Střelec, Felix Fuders
We aim to examine stock market returns before and after key events in the U.S. Sino trades between 2016 and 2019. The study tracks Cumulative Abnormal Returns (CAR) of the Índice de Precio Selectiv...
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Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-12-12 Nguyen Tien Da, Lianbing She
This article is devoted to the large deviation principle for a wide class of stochastic hydrodynamical systems driven by multiplicative Lévy noise. The model covers many equations arising form flui...
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Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-12-04 Zhang Chen, Xiaoxiao Sun, Dandan Yang
This paper is concerned with the dynamics of stochastic lattice systems with Markovian switching. Based on the well-posedness of solutions, we first prove the ergodicity of invariant measures and s...
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A stochastic differential equation SIS model on network under Markovian switching Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-11-28 Stefano Bonaccorsi, Stefania Ottaviano
We study a stochastic SIS (susceptible-infected-susceptible) epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a unique global positive...
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Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-11-26 Mariusz Michta
The paper refers to the study of properties of solutions to two-parameter stochastic inclusions and set-valued stochastic equations with set-valued mixed integrals driven by finite variation proces...
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Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-11-15 Christian A. Fonseca-Mora
Let Φ be a locally convex space and let Ψ be a quasi-complete bornological nuclear space (like spaces of smooth functions and distributions) with dual spaces Φ′ and Ψ′. In this work we introduce su...
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Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-11-07 M. N. Mishra, B. L. S. Prakasa Rao
We study the problem of misspecification when the model proposed by the statistician (theoretical model) through a stochastic differential equation is smooth in the drift but the real model has a c...
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Asymptotic of the running maximum distribution of a Gaussian Bridge Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-09-19 Mario Abundo
We study the tail behavior of the distribution of the running maximum of a zero mean Gaussian Bridge χ(t), obtained from a continuous Gaussian process X(t) with X(0)=0, by conditioning X(t) to have...
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Stochastic interconnected hybrid dynamic modeling for time-to-event processes Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-09-19 Emmanuel A. Appiah, G. S. Ladde, Jay G. Ladde
In this work, an attempt is made to develop an innovative alternative stochastic interconnected hybrid dynamic model for time-to-event processes in a systematic and unified way. The procedure is co...
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Asymptotics for multifactor Volterra type stochastic volatility models Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-09-13 Giulia Catalini, Barbara Pacchiarotti
We study multidimensional stochastic volatility models in which the volatility process is a positive continuous function of a continuous multidimensional Volterra process that can be not self-simil...
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On the inverse gamma subordinator Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-08-15 Fausto Colantoni, Mirko D’Ovidio
Abstract In this paper we deal with some open problems concerned with Gamma subordinators. In particular, we first provide a representation for the moments of the inverse gamma subordinator. Then, we focus on λ-potentials and we study the governing equations associated with Gamma subordinators and inverse processes. Such representations are given in terms of higher transcendental functions, also known
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On the Ayed-Kuo stochastic integration for anticipating integrands Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-08-07 Marc Jornet
Abstract In this article, we prove new results for the anticipating stochastic integral introduced by Ayed and Kuo. We present an existence criterion for the integral, a Fubini’s theorem, a Leibniz integral rule, and an alternative definition for a class of integrands.
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Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-08-05 Jean-Marc Owo
Abstract In this paper, we investigate an existence of minimal (resp. maximal) solutions for backward doubly stochastic differential equations (BDSDEs, in short) when the coefficient with respect to the forward integral is left (resp. right)-continuous in y and continuous in z with stochastic linear growth in (y, z). Also, the associated comparison theorem is obtained.
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The stochastic p-Laplace equation on Rd Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-07-15 Kerstin Schmitz, Aleksandra Zimmermann
Abstract We show well-posedness of the p-Laplace evolution equation on Rd with square integrable random initial data for arbitrary 1
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Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-07-11 Xianfei Hui, Baiqing Sun, Hui Jiang, Indranil SenGupta
Abstract In this paper we implement a combination of data-science and fuzzy theory to improve the classical Barndorff-Nielsen and Shephard model, and implement this to analyze the S&P 500 index. We preprocess the index data based on fuzzy theory. After that, S&P 500 stock index data for the past 10 years are analyzed, and a deterministic parameter is extracted using various machine and deep learning
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Mathematical modeling of smoking habits in the society Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-07-09 I. R. Sofia, Mini Ghosh
Abstract In this study, we formulate and analyze a non-linear mathematical model to study the dynamics of smoking and its impact on society. This is a compartment model which has four compartments, namely, potential smoker, occasional smoker, smoker and quitters. As per WHO, each year there is a significant number of smoking-related deaths. Keeping this in view, we have incorporated smoking-related
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Modeling social media addiction with case detection and treatment Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-06-26 G. Madhan Kumar, M. Mullai
Abstract Introduction This paper discusses the problem of social media addiction that pose a major threat to the human population especially children and teenagers. It is well known that Cognitive Behavioral Therapy (CBT) is an effective treatment to treat the addict individuals and delay in the treatment leads the patient to worst stage even to death. Therefore, it is important to identify the individuals
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A Wasserstein coupled particle filter for multilevel estimation Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-06-19 Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
Abstract In this article, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the transition density is not available in an appropriate form. In such cases, one must resort to advanced numerical algorithms such as particle filters to
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Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-06-07 Ouaddah Abdelhamid, John R. Graef, Abdelghani Ouahab
Abstract The authors study the existence and uniqueness of solutions to nonlinear first-order fractional stochastic differential systems driven by Brownian motion and with nonlocal functional boundary conditions. The technique of proof involves Perov’s fixed point theorem with matrices that converge to zero and the Leray–Schauder theorem.
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Higher-order robust attractors for stochastic retarded degenerate parabolic equations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-06-02 Qiangheng Zhang
Abstract We study the existence, measurability and time-dependent property of pullback random attractors in the higher-order space for stochastic degenerate parabolic equations with variable delay defined on Rn.Rn. Let X, Z be the square integrable space and the p-times (p > 2) integrable space, respectively. We first prove the existence of a unique pullback (Xϱ,Zϱ)-random attractor A with Xϱ=C([−ϱ
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Irregular barrier reflected BSDEs driven by a Lévy process Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-30 Mohamed Marzougue, Mohamed El Otmani
Abstract We consider reflected backward stochastic differential equations driven by Teugels martingales associated with a Lévy process, in which the barrier process is optional with regulated trajectories (i.e., trajectories with left and right finite limits), which is assumed to be right upper semi-continuous. We prove the existence and uniqueness of such equations by using the predictable representations
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Parameter-dependent filtering of Gaussian processes in Hilbert spaces Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-29 V. Kubelka, B. Maslowski, O. Týbl
Abstract The filtering problem for non-Markovian Gaussian processes on rigged Hilbert spaces is considered. Continuous dependence of the filter and observation error on parameters which may be present both in the signal and observation processes is proved. The general results are applied to signals governed by stochastic heat equations driven by distributed or pointwise fractional noise. The observation
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Gaussian fluctuation for spatial average of super-Brownian motion Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-28 Zenghu Li, Fei Pu
Abstract Let {u(t,x)}(t,x)∈R+×R{u(t,x)}(t,x)∈R+×R be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as N→∞,N→∞, the normalized spatial integral N−1/2∫xN0[u(t ,z)−1] dzN−1/2∫0xN[u(t ,z)−1] dz converges jointly in (t, x) to Brownian sheet in distribution.
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Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-24 Nguyen Tien Dung, Ta Cong Son
Abstract The problem of investigating the continuity in the Hurst index arises naturally in statistical inferences related to fractional Brownian motion. In this paper, based on the techniques of the Malliavin calculus, we introduce a method to deal with this problem. We first provide an explicit bound on the difference between two non-smooth functionals of Malliavin differentiable random variables
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Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-13 Mengyuan Kong, Yinghui Shi, Xiaobin Sun
Abstract In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable process, where α∈(1,2).α∈(1,2). Then by the method of the Khasminskii’s time discretization, we prove the averaging principle of a class of multiscale McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable processes
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Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-12 Xuemei Li, Xinge Liu
Abstract In this paper, the approximate controllability of Hilfer fractional stochastic evolution inclusion with nonlocal conditions is investigated. By using fractional calculus, semigroups theory, stochastic analysis and the fixed point theorem for multi-valued maps, a new sufficient condition for the existence of mild solution of the Hilfer fractional stochastic system in the space of weighted continuous
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A note on regularity property of stochastic convolutions for a class of functional differential equations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-05-01 Kai Liu
Abstract This is a continuation of [5] which is concerned about the regularity property of stochastic convolutions for abstract linear stochastic retarded differential equations with unbounded operators on delay terms. In this work, we improve and generalize the main results in [5] by considering those delay operators which may have the same order as the infinitesimal generator of the system under
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A note on the stochastic version of the Gronwall lemma Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-04-28 Cloud Makasu
Abstract We prove a stochastic version of the Gronwall lemma assuming that the underlying martingale has a terminal random value in Lp, where 1≤p<∞. The proof of the present result is mainly based on a sharp martingale inequality of the Doob-type.
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Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-04-24 Kamal Hiderah, Mohamed Bourza
Abstract In this article, we aim to present the Carathéodory scheme for a class of perturbed stochastic differential equations with reflecting boundary (PSDERB). It is shown that the Carathéodory approximate solutions converge to the unique solution of this class of PSDERB. The existence and pathwise uniqueness theorem for this class of PSDERB are established under irregular coefficients.
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Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-04-18 Mihály Kovács, Annika Lang, Andreas Petersson
Abstract Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on the domain is an example of such an operator. The estimates are of the form of Hilbert–Schmidt norms of the integral operator and its square root, composed with fractional powers of an elliptic operator equipped
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The harmonic mean formula for random processes Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-04-04 Krzysztof Bisewski, Enkelejd Hashorva, Georgiy Shevchenko
Abstract Motivated by the classical harmonic mean formula, estabished by Aldous in 1989, we investigate the relation between the sojourn time and supremum of a random process X(t),t∈Rd and extend the harmonic mean formula for general stochastically continuous X. We discuss two applications concerning the continuity of distribution of supremum of X and representations of classical Pickands constants
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Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-03-23 Akli O. L. Babi, Moustapha Dieye, Olivier Menoukeu Pamen
Abstract In this work, we prove strong convergence on small time interval of order 1/2−ϵ for arbitrarily small ϵ>0 of the Euler-Maruyama approximation for additive Brownian motion with Hölder continuous drift satisfying a linear growth condition. The proof is based on direct estimations of functional of the Euler-Maruyama approximation. The order of convergence does not depend on the Hölder index of
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Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-03-09 Zhang Chen, Dandan Yang, Shitao Zhong
Abstract This work is devoted to stochastic reaction-diffusion lattice system driven by Lévy noises when the drift and diffusion terms are locally Lipschitz continuous. First, we investigate the existence and uniqueness of solutions of such system as well as weak pullback mean random attractors. Then the existence of periodic measures is obtained by the idea of uniform tail-estimates and Krylov-Bogolyubov’s
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REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-02-25 M. Stehlík, J. Kiseľák, A. Dinamarca, E. Alvarado, F. Plaza, F.A. Medina, S. Stehlíková, J. Marek, B. Venegas, A. Gajdoš, Y. Li, S. Katuščák, A. Bražinová, E. Zeintl, Y. Lu
Abstract As COVID-19 is spreading, national agencies need to monitor and track several metrics. Since we do not have perfect testing programs on the hand, one needs to develop an advanced sampling strategies for prevalence study, control and management. Here we introduce REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management and control and justify its usage for
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Statistical inference for a stochastic wave equation with Malliavin–Stein method Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-02-02 Francisco Delgado-Vences, Jose Julian Pavon-Español
Abstract In this paper, we study asymptotic properties of the maximum likelihood estimator (MLE) for the speed of a stochastic wave equation. We follow a well-known spectral approach to write the solution as a Fourier series, then we project the solution to a N-finite dimensional space and find the estimator as a function of the time and N. We then show consistency of the MLE using classical stochastic
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On the fractional stochastic integration for random non-smooth integrands Stoch. Anal. Appl. (IF 1.3) Pub Date : 2022-02-02 Nikolai Dokuchaev
Abstract The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H > 1∕2. The integral is defined initially on the processes that are” piecewise” predictable on a short horizon. Then the integral is extended on a wide class of square integrable adapted random processes. This class is described via a mild restriction