Stirling distributions and Stirling numbers of the second kind. Computational problems in statistics
Stochastic affine evolution equations with multiplicative fractional noise
A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than . Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.
Stochastic algorithm for Bayesian mixture effect template estimation
The estimation of probabilistic deformable template models in computer vision or of probabilistic atlases in Computational Anatomy are core issues in both fields. A first coherent statistical framework where the geometrical variability is modelled as a hidden random variable has been given by [S. Allassonnière et al., J. Roy. Stat. Soc.69 (2007) 3–29]. They introduce a Bayesian approach and mixture of them to estimate deformable template models. A consistent stochastic algorithm has been introduced...
Stochastic analysis and local times for (N, d)-Wiener process
Stochastic analysis of a three unit standby system.
Stochastic analysis of Bernoulli processes.
Stochastic analysis of the departure and quasi-input processes in a versatile single-server queue.
Stochastic antiderivational equations on non-Archimedean Banach spaces.
Stochastic approach to the process of red cell destruction
Stochastic approximations of the solution of a full Boltzmann equation with small initial data
Stochastic approximations of the solution of a full Boltzmann equation with small initial data
This paper gives an approximation of the solution of the Boltzmann equation by stochastic interacting particle systems in a case of cut-off collision operator and small initial data. In this case, following the ideas of Mischler and Perthame, we prove the existence and uniqueness of the solution of this equation and also the existence and uniqueness of the solution of the associated nonlinear martingale problem. Then, we first delocalize the interaction by considering a mollified Boltzmann...
Stochastic approximation-solvability of linear random equations involving numerical ranges.
Stochastic averaging lemmas for kinetic equations
We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale.Compared to the deterministic case and as far as we work in , the nature of regularity on averages is not changed in this stochastic kinetic equation and stays in the range of fractional Sobolev spaces at the price of an additional expectation. However all the exponents are changed; either time decay rates are slower (when the right...
Stochastic behaviour of a complex system with bulk failure and priority repairs
Stochastic Behaviour of a Robot-Safety Device System
Stochastic bilinear equations with fractional Gaussian noise in Hilbert space
Stochastic bosonization for a Fermi system
Stochastic bosonization for an interacting Fermi system
Stochastic calculus and degenerate boundary value problems
Consider the boundary value problem (L.P): in , on where is written as , and is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields (), for regular open sets with a non-characteristic boundary.Our study lies on the stochastic representation of and uses the stochastic calculus of variations for the -diffusion process...
Stochastic calculus and initial value analysis on the one dimensional diffusions.