The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying 101 –
120 of
310
An eco-epidemiological model of susceptible Tilapia fish, infected Tilapia fish and Pelicans is investigated by several author based upon the work initiated by Chattopadhyay and Bairagi (Ecol. Model., 136, 103–112, 2001). In this paper, we investigate the dynamics of the same model by considering different parameters involved with the model as bifurcation parameters in details. Considering the intrinsic growth rate of susceptible Tilapia fish as bifurcation parameter, we demonstrate the period doubling...
In this paper, using direct and inverse images for fractional stochastic tangent sets, we establish the deterministic necessary and sufficient conditions which control that the solution of a given stochastic differential equation driven by the fractional Brownian motion evolves in some particular sets K. As a consequence, a comparison theorem is obtained.
This paper deals with discrete-time Markov control processes in Borel spaces with unbounded rewards. Under suitable hypotheses, we show that a randomized stationary policy is optimal for a certain expected constrained problem (ECP) if and only if it is optimal for the corresponding pathwise constrained problem (pathwise CP). Moreover, we show that a certain parametric family of unconstrained optimality equations yields convergence properties that lead to an approximation scheme which allows us to...
On obtient ici le développement asymptotique, en temps petit et sur la diagonale, du noyau de la chaleur associé à un opérateur dégénéré du second ordre satisfaisant à la condition forte d’hypoellipticité de Hörmander.
In this paper we derive non asymptotic deviation bounds forwhere is a stationary and ergodic Markov process and is some integrable function. These bounds are obtained under various moments assumptions for , and various regularity assumptions for . Regularity means here that may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).
In this paper we derive non asymptotic deviation bounds for
where X is a μ stationary and ergodic Markov process and V is some μ integrable function. These bounds are obtained under various moments assumptions for V, and various regularity assumptions for μ. Regularity means here that μ may satisfy various functional inequalities (F-Sobolev,
generalized Poincaré etc.).
The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general th-order asymmetric bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.
Currently displaying 101 –
120 of
310