A square root filter for real time multivariate regression
A stochastic approach to relativistic diffusions
A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced in the article of C. Chevalier and F. Debbasch (J. Math. Phys. 49 (2008) 043303), both in a heuristic and analytic way. A stochastic approach of these processes is proposed here, in the general framework of lorentzian geometry. In considering the dynamics of the random motion in strongly causal spacetimes, we are able to give a simple definition of the one-particle distribution function...
A stochastic characterization for harmonic morphisms.
A stochastic control problem.
A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
A stochastic functional equation. (Short Communication).
A stochastic Gronwall inequality and its applications.
A stochastic lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number
A stochastic min-driven coalescence process and its hydrodynamical limit
A stochastic system of particles is considered in which the sizes of the particles increase by successive binary mergers with the constraint that each coagulation event involves a particle with minimal size. Convergence of a suitably renormalized version of this process to a deterministic hydrodynamical limit is shown and the time evolution of the minimal size is studied for both deterministic and stochastic models.
A stochastic model for the financial market with discontinuous prices.
A stochastic model of symbiosis
We consider a system of stochastic differential equations which models the dynamics of two populations living in symbiosis. We prove the existence, uniqueness and positivity of solutions. We analyse the long-time behaviour of both trajectories and distributions of solutions. We give a biological interpretation of the model.
A stochastic Paris-Erdogan model for fatigue crack growth using two-state model.
A stochastic scheme for constructing solutions of the Schrödinger equations
A stochastic symbiosis model with degenerate diffusion process
We present a model of symbiosis given by a system of stochastic differential equations. We consider a situation when the same factor influences both populations or only one population is stochastically perturbed. We analyse the long-time behaviour of the solutions and prove the asymptoptic stability of the system.
A stochastic two species competition model: nonequilibrium fluctuation and stability.
A stochastic two-point boundary value problem.
A stochastic version of Fan's best approximation theorem.
A study of the dynamic of influence through differential equations∗
The paper concerns a model of influence in which agents make their decisions on a certain issue. We assume that each agent is inclined to make a particular decision, but due to a possible influence of the others, his final decision may be different from his initial inclination. Since in reality the influence does not necessarily stop after one step, but may iterate, we present a model which allows us to study the dynamic of influence. An innovative...
A study of the dynamic of influence through differential equations∗
The paper concerns a model of influence in which agents make their decisions on a certain issue. We assume that each agent is inclined to make a particular decision, but due to a possible influence of the others, his final decision may be different from his initial inclination. Since in reality the influence does not necessarily stop after one step, but may iterate, we present a model which allows us to study the dynamic of influence. An innovative...
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.