stochastic

Real and nominal stochastic convergence : are the new EU members ready to join the Euro zone ? ; Ali M. Kutan and Taner M.

In the front part of this paper we discussed the chemical reaction quantitive calculation's determinate algorithm and stochastic algorithm.

Collocation is usually applied to deal with the parameter estimation, which contains the trend parameters and stochastic parameters.

Smoother is one of the widely used approaches to eliminate or to weaken the stochastic error from sampling data.

Inthe tradition of Slutsky, business cycles can be viewed as the result of stochastic shocks that on aggregate form a moving average series.

The stochastic behavior of real-world systems is often difficult to understand or predict .

In a network with wormhole routing, the message arrival is not a simple event, but a lasting process with stochastic character.

The second chapter introduced the general form and the result of the general stochastic model of the infectious diseases.

On account of the stochastic characteristics of earthquakes, a model designed for dynamic opportunity restraint program is applied.

Robust programming is, as stochastic programming, an attempt to capture uncertainty in the data underlying the optimization problem.

Also we point out that this kind of variational equations has a main theoretical meaning in the study of stochastic controls.

The principal resonance of a second-order stochastic oscillator under combined harmonic and random parametric excitations is investigated.

Two numerical examples and a practical example of an aero engine disk were presented herein to validate stochastic response surface method.

Backward stochastic differential equation(hereafter referred to as BSDE )now has become a rapidly-developing branch of Stochastic Theory.

This paper incorporates "preferences for wealth" into a stochastic model of an open economy.

It researches the ship lateral movement multivariant stochastic control law on the basis of multivariant stochastic optimum control theory.

One conclusion to be drawn from the presented analysis is the presence of a stochastic element in the analyzed variables.

The wind-induced fatigue of guyed masts is a process of the wide-band stochastic fatigue.

Markov process is an important stochastic process. It has profound theoretical fundament and extensive applied area.

Good luck is the stochastic probability, is only the probability that you do care.

For a class of stochastic nonlinear systems satisfying linear growth condition, the paper studies the output feedback stabilization problem.

This paper proposed a stochastic user equilibrium assignment model for regional multi-modal networks, together with a solution algorithm.

Under most circumstances, one of the significant factors of the stochastic profits is three managers' effort.

The purpose of this paper is to introduce the application of stochastic analysis in actuarial science, especially for life insurance.

The stochastic particle trajectory model was applied to simulation of the droplet trajectories, size and temperature history.

The stochastic processes theory which is an important part of probability is applied to do a research of the financial problems.

The second part proves the density of the re ach able set of a cl ass of line ar stochastic control systems.

In this paper, we get the existence of the optimal solution for a stochastic control model under usual condition.

And, for the passenger volume of bus group, company and subsidiary, the periodic fluctuation is strong and stochastic fluctuation is weak.

Compared to the stochastic, which ignores market jolts, the MACD is a more reliable option as a sole trading indicator.

Their thinking was embodied in a new genre of working models of the economy, called "dynamic stochastic general equilibrium" (DSGE) models.

There exists dithering phenomenon and system output exists biggish overshoot when the system is disturbed by stochastic disturbance.

Through decoupling, the model of system had been decomposed deterministic motion and stochastic motion.

Do not buy when Stochastic is above its upper reference line and do not sell short when it is below its lower reference line.

Roughly, visual tracking algorithms can be divided into two main classes: deterministic tracking and stochastic tracking.

Stochastic identifies danger zones, just like a line of red flags on a ski slope marks unsafe areas for skiers.

Due to the effect of uncertain factors, the results of deterministic and stochastic method usually are far from the actual optimal one.

In Stochastic Model Predictive Control, chance constraints are presented and the objective function is an mathematical expectation.

One-velocity neutron stochastic theory with isotropic scatting was applied to a point model.

Assume the parameter uncertainty is norm-bounded and the system dynamic is modeled by Ito-type stochastic differential equations.

Iterative learning based stochastic distribution control and its applications .

High vertical resolution impedance can be obtained by seismic stochastic inversion which is not limited by the bandwidth of seismic data.

consider a discrete source, therefore, to be represented by a stochastic process.

This paper studies the almost sure sample stability of stochastic nonholonomic systems chiefly by way of the linearization.

Fifthly, optimization model and its algorithm for large-scale stochastic transportation network are studied.

It has practical meaning, study the dynamic behaviors of the non-smooth stochastic system and chaos control.

Secondly, frequency-domain model of stochastic transportation network and its expected methods are studied.

Furthermore, the convergence of the DHIA is proved theoretically through the Markov stochastic process theory.

Due to some unexpected stochastic events, the pure continuous diffusion process is unable to describe the interest rate behavior exactly.

Methods We propose smoothing Newton method for a class of stochastic linear complementarity problems.

An experimental result shows that the heuristic partition algorithm can achieve higher speedup than stochastic partition algorithm.

Probability density evolution method for the analysis of linear stochastic structural static response under random loading is proposed.

Results show that the distribution of events normally characterizes multiscale clustering and stochastic patterns.

A method for estimation of oil and gas reserves is proposed with stochastic modeling technique, and its basic principle is discussed.

We develop a technique using stochastic resonance (SR)-based wavelet transform for the enhancement of unclear diagnostic ultrasound images.

We make experiments with classification and regression tree ( CART ) as well as extended stochastic complexity (ESC).

In the subsection where contents are stochastic, more byte frequency times appear as the frequency gets closer to the average frequency.

Experimentally, it is now possible to generate large libraries of stochastic DNA, RNA, and peptides or polypeptides.

Stochastic functional differential equations with Markovian switching are very important in theoretical and have great applications.

The simplified stochastic equal-weighting model implies that all the measurements are with the same precision which deviates from reality.

Various stochastic factors have mild time-varying negative impact on the flood control safety due to the ageing of hydraulic projects.

Formally, a sequence of random variables indexed by time is called a stochastic process or a time series process ?

The first passage failure theory is applied in studying the stability of a ship under stochastic wave excitations.

This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.

And Average True Range, Linear Regression, MACD, Momentum, Relative Strength Index, Standard Deviation, Stochastic open below chart window.

The algorithm indicates that designing satisfactory estimator of linear stochastic systems with uncertainties is effective.

Mantra now uses Stochastic transparency for a more realistic look.

However, Guttag adds, in "stochastic simulations, the answer will differ from run to run, because there's an element of randomness in it. "

The guaranteed cost control with output feedback controllers is presented for a class of uncertain continous-time stochastic systems.

The technology of stochastic resonance can be used to detect weak signals submerged in noise.

The extreme value probability density function based method for dynamic reliability assessment of stochastic structures is presented.

The simulation results show that the designed controllers and switching laws guarantee the closed-loop systems stochastic stable.

Demand is always stochastic during the real production-sale because of many uncertain conditions.

Stochastic Quadratic Guaranteed Cost Control with an Indefinite Cost Control Matrix P .

Thirdly, the robust stability problem for discrete system with stochastic uncertainties and nonlinear perturbations is studied.

The aim of this paper is to use stochastic resonance to enhance the fine-motor performance of human hand.

The results show that the non-linear stochastic finite element method is effective for analyzing the reliability of vertical loaded piling.

This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.

Two of the most fundamental concepts in the theory of stochastic processes are Markov property and martingale property.

Copula as so far has been applied to fields as finance and stochastic process.

SOMA is a stochastic optimization algorithm that works on a population of candidate solutions in loops - so called migration loops.

The images come from natural scene exist many stochastic interference of external environment. So I must try to reduce external influence.

Understanding how the stochastic is formed is one thing, but knowing how it will react in different situations is more important.

The probability density evolution method for the analysis of linear stochastic structural static response is proposed.

An auxiliary model and least squares based recursive identification algorithm was presented for stochastic systems with colored noises.

The approximate algorithm designed for the stochastic inventory problem is practical, even in other circumstance.

This thesis presents the combination of the stochastic programming and generalized goal programming.

The set of past events affecting a given event in a stochastic process.

The central banks believe that their guide, the Dynamic Stochastic General Equilibrium model, is giving them the right signals.

For a class of stochastic systems with time-varying delays, the problem of asymptotic stability of system is discussed.

The kernel function can be unit hydrograph of deterministic system or time series model of stochastic system.

When Stochastic rises to its upper reference line, it gives a sell signal (points A, D, G, and H).

The stochastic inversion based on reservoir attribute recomposition is an effective method for reservoir characterization and prediction.

The gas reservoir in north Shaanxi is approached by reservoir stochastic modeling and with the data from 144 wells.

Moreover, the stochastic monotonicities and the aging properties of the system lifetime are studied in this model.

Furthermore, the filtering error cross-covariance matrix is derived between any two sensor subsystems of stochastic singular systems.

Whenever possible, the problems identified are treated from both deterministic and stochastic points of view.

Differential evolution is a relatively new population based stochastic optimization approach.

The procurement allocation model of single product in vendor selection is studied under stochastic demand and incremental price discount.

The progress of ordinary network program is summarized, the Monte Carlo simulation technique is introduced in stochastic network program.

Corona discharges are a form of stochastic pulse-shape noises occurring outside the GIS.

In the last two sections, we concentrate on stochastic hyperbolic equations with pure jumps.

This implies that optimal system noise level need not be zero and such nonlinear phenomenon is termed Stochastic Resonance.

The state of stochastic distribution control theory was summarized.

Under random-storage return-type and S-type picking condition, picking route stochastic models were built for logistics distribution center.

Taking aim at a class of weapon system with shooting domain, the stochastic passage characteristics for gun tube were studied.

Global Output- Feedback Stabilization for Stochastic Nonlinear Systems with Stochastic Input-to-state Stable Zero- Dynamics P .

The implementation approach of stochastic model is presented. The algorithmic reliability of stochastic model is revealed.

We start by covering deterministic and stochastic dynamic optimization using dynamic programming analysis.

The algorithm for solving the problems of stochastic static system is produced by stochastic simulation based genetic algorithms.

Stochastic response surface method can compensate the drawback of the classical response surface.

firstly , the article introduces the theory of system simulation and the stochastic numeral and the stochastic variable.

The almost surely exponential stability of stochastic recurrent neural networks with time-varying delays is investigated.

In this paper, we study stochastic comparison problem on the queue length processes of the queueing system with batch arrival.

Consider the randomness of various in design process, use stochastic finite element method, simulates the structure shape more really.

The process of simulation does not require both the queuing pattern and productivity level be stochastic; a mixed formulation, viz.

Deterministic models rather than stochastic statistical models has been little pursued in exploration geochemistry.

We propose it as a viable new approach to stochastic combinatorial optimization.

Then we take a simple model as an example to explain this stochastic model in the chapter four.

Unlike conventional power sources, wind power is stochastic, intermittent, low-energy-density and low-controllable.

For the understanding reality's in situation, the author carries on the stochastic investigation in view of the employment minority groups.

Encode of GA and genetic operators are improved, so they are more appropriate for reliability optimization of stochastic structure.

Dynamical system with stochastic multiplicative noise factor is a special kind of Stochastic Systems.

Therefore the neural network models considering stochastic affects should be finer models.

In effect, the noise increases the sensitivity of the switch - a phenomenon called stochastic resonance.

LIU Ning. Stochastic FEM and Its Applications in Engineering[M]. Beijing: China Water Conservancy and Electric Power Press, 2001.

Because the sequence is ergodic and stochastic , information exchanging among sub-populations is ensured to be efficient and sufficient .

The Monte Carlo stochastic modeling method is an important method in the risk analysis of mining investment.

The problem of the robust guaranteed cost control for time-delay stochastic systems with Markov switching parameters is discussed.

Evolutionary algorithm is a stochastic search method that mimics natural biological evolution and the social behavior of species.

A method of calculating dynamic reliability of stochastic truss structures under stationary random excitation is discussed in this paper.

This paper researches the application of the stochastic parallel gradient descent(SPGD)optimization algorithm on the beam cleanup system.

But there exists stochastic uncertainties in the model of system in case of reality.

The determination of efficient paths in the transportation network is a key technology of stochastic traffic assignment.

We adopt a stochastic method and develop a two-state Markov chain model to formulate the collaborative freight consolidation problem.

This paper deals with the practical application of the newly developed stochastic watt-hour meter.

Firstly elementary model is established with problem description, and then robust optimization is used to handle the stochastic variables.

The tools can be stochastic choose through shortest path from bidirectional.

Stochastic resonance(SR) is modulated in a model of electrochemical oxidation formic acid on Pt.

On basis of the modal analyze, stochastic finite element method spectrum analyze is done to the bus body frame.

The bots our bot master deployed operated using a combination of probabilistic calculations with some stochastic search.

Cellular heterogeneity and stochastic fluctuation play key roles in biological processes.

At the meantime, Seismic performances of the earth-rock dam excited by stochastic seismic load are analyzed.

The analysis for the estimation result showed that stochastic simulation method was effective.

In this thesis, the Sparse Grid based Stochastic Collocation Method is proposed to model the analog circuit with process variations.

To remain the consistency of network simulation model and real network, an algorithm to create stochastic network was proposed.

dynamic response analysis for four-wheel stochastic input is important base of research for ride of the automobile.

In game theory, stochastic cooperative game have received a generous concern and become a research focus.

This study focuses on the performance monitoring, diagnosis and tuning of DMC systems with stochastic disturbance.

In this paper, A study of the computation of the ships capsizing probability in stochastic beam sea is made.

micro-cracking model considering the stochastic distribution of internal defects is developed.

The numerical solution for pricing American options under stochastic volatility is considered.

The problem of vehicle routing is discussed in a dynamic and stochastic traffic network with real-time information.

By using stochastic simulation, the optimum cut set intervals in all cut set levels of fuzzy parameters can be acquired.

Firstly, the limitations of stochastic dominance in describing decision maker's preference are analyzed.

Many phenomenons in nature are stochastic, have been influenced by random factors.

In this paper, some relations between stochastic and topological properties of dynamical systems are studied.

A special double type-insurance risk model whose premium is a stochastic process with interest force was further studied.

The stochastic resonance effect has particular advantages on enhancing and detecting weak signals.

This paper constructs a class of hybrid type of stochastic control model that includes regular process and singular process.

This paper uses stochastic frontier production function to compares the technical efficiency level of different ownership of enterprises.

In the second chapter, we discuss Numerical Differentiation and its Property of stochastic datum.

The phenomenon of stochastic resonance ( SR ) based on the correlation coefficient in a parallel array of threshold devices is discussed.

The dynamics i s modeled as a non-linear, time-correlated and stationary stochastic system.

This paper analyzes the basic technique of Cluster and gives a HA expressions for Cluster system by Stochastic Process Theory.

In an ideal buying situation, the first Stochastic low is below and the second above the lower reference line.

In chapter 4, we consider exponential stability for a class of stochastic neural network with multi-delay.

The almost sure sample stability of the stochastic nonholonomic system is studied.

What the elevator group control system deals with is a stochastic, multi - object decision-making with complex, no - linear and uncertainty.

Meanwhile, the stochastic DC power flow was adopted to achieve calculations for stochastic variables.

Mechanical models are categorized into Eulerian advection-diffusion models (EADM) and lagrangian stochastic models (LSM).

Stochastic Modeling of the Effects of Large-Scale Circulation on Daily Weather in the Southeastern U. S.

Device addresses automatically assigned using a stochastic scheme.

The optimal dispatch rule is identified by solving a stochastic optimal model for cascade reservoir dispatch.

When genetic algorithm (GA) is applied to solve the geophysical problems, it is a method of stochastic joint inversion in "fact. "

Then, some maximal element theorems in stochastic choice problems and other theorems with respect to incomplete preference are obtained.

Markov skeleton processes(MSPs) are a general class of stochastic processes proposed by Prof. Hou, Prof. Zou and Prof. Liu in 1997.

Each RIP manufacturer uses different names to describe its particular variation on the stochastic theme.

Artificial neural network series models break a new approach for stochastic modeling in computing design flood.

The paper presents the optimal investment problem with the stochastic volatility model.

Stochastic games have applications in economics and evolutionary biology.

It shows how stochastic and deterministic trends characterise long-run behaviour of Taipei house prices.

The analysis and design methods in stochastic systems are different from those in deterministic systems.

In this paper, we discuss two discrete time risk model with the interest rate and the insurance premium are stochastic variable.

The container terminal logistics operation is a stochastic, dynamic and complex system.

The problem of delay-dependent robust stabilization is investigated for uncertain stochastic systems with time delay.

Local stochastic strategy also organizes the aircraft into discrete units called 'teams'.

Stochastic models are formulated using stochastic processes.

Graphic Presentation of Concepts About Stochastic Processes.

The stochastic syntax-parse model named LSF is discussed and the results have practical value on robots question answer system.

Estimating volatility of Chinese stock market by stochastic volatility model .

And then, the concentration profiles were presented based on statistical analysis of ensemble of such stochastic trajectories.

Simulation of stochastic wind velocity field is prerequisite to flutter or buffeting analysis of long-span bridges in time-domain.

First, the physical stochastic model is introduced and the corresponding mean value earthquake record is given.

Trade short on Classic Bearish Divergence: Higher highs in price and lower highs in the Stochastic Oscillator .

Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic Changes By: Chiu, W. Henry.

Meanwhile, in this paper, the temperature field in calculating the probability analysis will use stochastic finite element method (SFEM).

A brief review is given of international research on stochastic mechanics and reliability theory.

It is proved that stochastic resonance is a very useful tool for weak signal extraction from strong noise.

The study of stochastic processes is valuable for research into computer-based artificial intelligence.

In the stochastic order sense, we have conducted the research for the optimal reinsurance.

This paper researchs economic growth problems in random environment by the stochastic analysis method.

The coordination of closed-loop supply chain with product recycling in stochastic demand is studied.

Moreover, when all stochastic parameters exist, the impact point isn't normal distribution.

Methods In this study 500 inpatients are investigated stochastic with questionnaires. The results are classified and analyzed.

PDS module in ANSYS namely Stochastic FEM, is adopted to predict tunnel deformation and the probability of TBM jamming.

This paper proposed a stochastic differential equation-based model to describe the dynamics of peer-to-peer (P2P) file distribution systems.

Based on the above analysis and appraisal, I choose "Several Stochastic Inventory Model Based on Supply Chain" as the research issue.

Both the definition and the formula of stochastic fluctuations and abnormal fluctuations are given.

His statistical interests focus on stochastic computation.

We also use the idea of the stochastic discount factor (SDF) and GMM method to conduct a solid test.

and an example for stochastic prediction of water inflow is given. The results indicate that the proposed method is feasible.

Aim A class of stochastic linear complementarity problems was investigated.

This paper studies the adaptive control problem of stochastic systems having two unequal delay inputs and two outputs.

An analysis method of grey-stochastic compound uncertainty of water quality risk under cascade development was advanced.

In chapter 5, simultaneous perturbation stochastic approximation genetic algorithm is used to solve the continuous program model.

Second, bus passenger volume has periodic and stochastic fluctuation.

A stochastic process is a mathematical model of the random phenomenon.

The macroeconomics taught in advanced economics today is largely based on analysis labelled dynamic stochastic general equilibrium.

Systematic Strategies for Stochastic Mode Reduction in Climate.

The probabilistic convergence theories of ACPSAs are also given by stochastic pattern search algorithm theory.

The key to this efficiency is the free energy arriving by stochastic resonance.

The model is based the Fractal Sum of Pulses theory, involving additive stochastic processes.

We demonstrate the applications of ODE in both deterministic and stochastic systems.

In the stochastic order sense, we research the optimality on reinsurance and got some desired results.

In this paper we discuss the pricing method based on stochastic approximation, show the shortcoming of this method.

Then, the multi-stage stochastic programming model was solved with Matlab and we got the best asset allocation method.

There are three patterns of mixed sedimentation, including stochastic, facies change and stochastic-facies change.

Accurate Integration of Stochastic Climate Models with Application to El Nino.

stability of stochastic neutral-type neural networks with time-varying delays.

Using the stochastic theory to analyse the finance market model, we discuss the solution and proper-ties of the model.

Both the theory and application of stochastic processes have grown rapidly during the past five decade.

The present course is an introduction to stochastic processes with applications.

The stochastic hydrogeology method is a new method for solving the flow and transportproblems in the heterogeneous aquifers.

In this paper, we discuss ruin problems under the risk model in a stochastic economic environment.

A numerical simulation of stochastic damage evolution process in the condition of1ow cycle fatigue loading is discussed.

Probabilistic dynamics, which is a general modeling theory for dynamic stochastic processes, is introduced.

Its application in a stochastic system is demonstrated in section 82. 4 by considering a capital structure management model.

The stochastic total order solved the problem of long-term containers, thus balancing the usage of containers and the yard space.

The study proposed a concept of generalized cost based on the stochastic user equilibrium assignment and the traffic flow theory.

Journal of Applied Mathematics and Stochastic Analysis.

Several stochastic variables are introduced to transform the job-shop scheduling problem into sequential decision problem.

A stochastic finite element was adopted to analyze the piezoelectric truss stable re.

The stochastic model is thus needed. To precisely describe and simulate the trend of w. . .

The third chapter study on the dynamic correlation multivariate stochastic volatility (DC-MSV) dynamic hedging theory model.

Stochastic demands enhance complexity and difficulty of decision-making in the process of vehicle muting .

The stochastic behavior of FCP from the weld toe was investigated using the simulation approach of bivariate random process.

As long as the demand is stochastic and the competition is about guarantee lead time, it is more profitable to apply inventory policy.

In chapter 3, we have proven the stability of the equilibrium point by stochastic Lyapunov function.

Absrtact: Stochastic resonance in multi-threshold systems is studied for Gaussian mixture noises.