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    Wyświetlanie 1-19 z 19
    Tytuł:
    Stochastic model of drug concentration level during IV-administration
    Autorzy:
    Dzhalladova, Irada
    Růžičková, Miroslava
    Powiązania:
    https://bibliotekanauki.pl/articles/29519179.pdf
    Data publikacji:
    2022
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    IV-administration
    deterministic model
    stochastic differential equation
    mean value
    delay differential equation
    Opis:
    A stochastic model describing the concentration of the drug in the body during its IV-administration is discussed. The paper compares a deterministic model created with certain simplifications with the stochastic model. Fluctuating and irregular patterns of plasma concentrations of some drugs observed during intravenous infusion are explained. An illustrative example is given with certain values of drug infusion rate and drug elimination rate.
    Źródło:
    Opuscula Mathematica; 2022, 42, 6; 833-847
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and Lèvy process and controlled by Lèvy measure
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729570.pdf
    Data publikacji:
    2016
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    McKean-Vlasov stochastic differential equation
    Hilbert spaces
    existence of optimal controls
    Opis:
    In this paper we consider McKean-Vlasov stochastic evolution equations on Hilbert spaces driven by Brownian motion and L`evy process and controlled by L`evy measures. We prove existence and uniqueness of solutions and regularity properties thereof. We consider weak topology on the space of bounded Le´vy measures on infinite dimensional Hilbert space and prove continuous dependence of solutions with respect to the Le´vy measure. Then considering a certain class of Le´vy measures on infinite as well as finite dimensional Hilbert spaces, as relaxed controls, we prove existence of optimal controls for Bolza problem and some simple mass transport problems
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2016, 36, 2; 181-206
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
    Autorzy:
    Borkowski, D.
    Jańczak-Borkowska, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/254731.pdf
    Data publikacji:
    2018
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    backward stochastic differential equation
    fractional Brownian motion
    backward stochastic variational inequalities
    subdifferential operator
    Opis:
    We study the existence and uniqueness of the backward stochastic variational inequalities driven by m-dimensional fractional Brownian motion with Hurst parameters Hk (k = 1,... m) greater than 1/2. The stochastic integral used throughout the paper is the divergence type integral.
    Źródło:
    Opuscula Mathematica; 2018, 38, 3; 307-326
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality
    Autorzy:
    Ahmed, N.
    Powiązania:
    https://bibliotekanauki.pl/articles/729626.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    McKean-Vlasov stochastic differential equation
    Hilbert spaces
    relaxed controls
    existence of optimal controls
    Opis:
    In this paper we consider controlled McKean-Vlasov stochastic evolution equations on Hilbert spaces. We prove existence and uniqueness of solutions and regularity properties thereof. We use relaxed controls, adapted to a current of sub-sigma algebras generated by observable processes, and taking values from a Polish space. We introduce an appropriate topology based on weak star convergence. We prove continuous dependence of solutions on controls with respect to appropriate topologies. Theses results are then used to prove existence of optimal controls for Bolza problems. Then we develop the necessary conditions of optimality based on semi-martingale representation theory on Hilbert spaces. Next we show that the adjoint processes arising from the necessary conditions optimality can be constructed from the solution of certain BSDE.
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2015, 35, 2; 165-195
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On potential kernels associated with random dynamical systems
    Autorzy:
    Hmissi, M.
    Mokchaha, F.
    Hmissi, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1397853.pdf
    Data publikacji:
    2015
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    dynamical system
    random dynamical systems
    random differential equations
    stochastic differential equation
    potential kernel
    domination principle
    Lyapunov function
    Opis:
    Let $(\Theta;, \phi)$ be a continuous random dynamical system defined on a probability space $(\Omega, F, P)$ and taking values on a locally compact Hausdorff space E. The associated potential kernel V is given by $V f(\omega, x) = \int_0^\infty f (\Theta_t \omega, \phi(t, \omega)x)dt, \omega \in \Omega, x \in E$. In this paper, we prove the equivalence of the following statements: 1. The potential kernel of $(\Theta, \phi)$ is proper, i.e. $V f$ is x-continuous for each bounded, x-continuous function with uniformly random compact support. 2. $(\Theta, \phi)$ has a global Lyapunov function, i.e. a function $ L : \Omega \times E \rightarrow (0, \infty) $ which is x-continuous and $ L(\Theta_t\omega, \phi(t,\omega)x) \downarrow 0$ as $ t \uparrow \infty $. In particular, we provide a constructive method for global Lyapunov functions for gradient-like random dynamical systems. This result generalizes an analogous theorem known for deterministic dynamical systems.
    Źródło:
    Opuscula Mathematica; 2015, 35, 4; 499-515
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Jurdjevic-Quinn theorem for stochastic differential systems under weak conditions
    Autorzy:
    Florchinger, Patrick
    Powiązania:
    https://bibliotekanauki.pl/articles/2183489.pdf
    Data publikacji:
    2022
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    stochastic differential system
    weak solution of stochastic differential equation
    asymptotic stability in probability
    Barbashin–Krasovskii theorem
    stabilizing state feedback law
    Opis:
    The purpose of this paper is to provide sufficient conditions for the stabilizability of weak solutions of stochastic dif- ferential systems when both the drift and diffusion are affine in the control. This result extends the well–known theorem of Jurdjevic–Quinn (Jurdjevic and Quinn, 1978) to stochastic differential systems under weaker conditions on the system coefficients than those assumed in Florchinger (2002).
    Źródło:
    Control and Cybernetics; 2022, 51, 1; 21--29
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Equilibrium reinsurance-investment strategy for mean-variance insurers under state dependent risk aversion
    Autorzy:
    Alia, Ishak
    Chighoub, Farid
    Powiązania:
    https://bibliotekanauki.pl/articles/1839127.pdf
    Data publikacji:
    2019
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    time inconsistency
    mean-variance criterion
    investment-reinsurance strategy
    insurer
    equilibrium strategy
    forward-backward stochastic differential equation
    Opis:
    In this work, we study the equilibrium reinsurance/ new business and investment strategy for mean-variance insurers, under the assumption that the risk aversion is a function of current wealth level. The surplus of the agents is represented by a sum of a compound process and a linear premium perturbed with a Brownian component. The financial market consists of one riskless asset and a multiple risky assets whose price processes are driven by Poisson random measures and independent Brownian motions. We characterize explicit expressions for the time-consistent Nash equilibrium strategy and the equilibrium value function via a forward-backward stochastic system and an equilibrium condition. An interesting feature of these FBSDEs is that a time parameter is involved, so that they form a flow of FBSDEs. Furthermore, a feedback representation of an equilibrium solution is derived. This solution provides a tool for comparing the equilibrium strategy with those derived in other papers, where some special cases were studied by the dynamic programming argument.
    Źródło:
    Control and Cybernetics; 2019, 48, 4; 489-523
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ruin probability in a risk model with variable premium intensity and risky investments
    Autorzy:
    Mishura, Y.
    Perestyuk, M.
    Ragulina, O.
    Powiązania:
    https://bibliotekanauki.pl/articles/254807.pdf
    Data publikacji:
    2015
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    risk process
    infinite-horizon ruin probability
    variable premium intensity
    risky investments
    exponential bound
    stochastic differential equation
    explosion time
    existence and uniqueness theorem
    supermartingale property
    Opis:
    We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion. We get an exponential bound for the infinite-horizon ruin probability. To this end, we allow the surplus process to explode and investigate the question concerning the probability of explosion of the surplus process between claim arrivals.
    Źródło:
    Opuscula Mathematica; 2015, 35, 3; 333-352
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Nonlinear filtering for Markov systems with delayed observations
    Autorzy:
    Calzolari, A.
    Florchinger, P.
    Nappo, G.
    Powiązania:
    https://bibliotekanauki.pl/articles/907856.pdf
    Data publikacji:
    2009
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    filtracja nieliniowa
    proces dyfuzji
    procesy Markova
    stochastyczne równanie różniczkowe
    nonlinear filtering
    jump processes
    diffusion processes
    Markov processes
    stochastic delay differential equation
    Opis:
    This paper deals with nonlinear filtering problems with delays, i.e., we consider a system (X,Y ), which can be represented by means of a system [...], in the sense that [...], where a(t) is a delayed time transformation. We start with X being a Markov process, and then study Markovian systems, not necessarily diffusive, with correlated noises. The interest is focused on the existence of explicit representations of the corresponding filters as functionals depending on the observed trajectory. Various assumptions on the function a(t) are considered.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2009, 19, 1; 49-57
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Robust Control of Linear Stochastic Systems with Fully Observable State
    Autorzy:
    Poznyak, Alexander
    Taksar, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/1339291.pdf
    Data publikacji:
    1996
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    robust control
    Riccati equation
    stochastic differential equations
    stochastic control
    Opis:
    We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since the value of such a functional is different for different systems within the class, we should deal not with a single problem but with a family of problems. The objective in such a setting is twofold. First, we intend to establish existence of a state feedback linear robust control which stabilizes any system within the class. Then among all robust controls we find the one which yields the lowest bound on the cost within the class of all systems under consideration. We give the answer in terms of a solution to a matrix Riccati equation and we present necessary and sufficient conditions for such a solution to exist. We also state a criterion when the obtained bound on the cost is sharp, that is, the control we construct is actually a solution to the minimax problem.
    Źródło:
    Applicationes Mathematicae; 1996-1997, 24, 1; 35-46
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
    Autorzy:
    Tagade, P. M.
    Choi, H. L.
    Powiązania:
    https://bibliotekanauki.pl/articles/330516.pdf
    Data publikacji:
    2017
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    Bayesian framework
    stochastic partial differential equation
    Karhunen–Loève expansion
    generalized polynomial chaos
    dynamically biorthogonal field equations
    ramy Bayesa
    stochastyczne równanie różniczkowe
    przekształcenie Karhunena-Loeve'a
    chaos wielomianowy
    Opis:
    This paper proposes a novel computationally efficient stochastic spectral projection based approach to Bayesian inversion of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on the decomposition of the solution into its mean and a random field using a generic Karhunen–Loève expansion. The random field is represented as a convolution of separable Hilbert spaces in stochastic and spatial dimensions that are spectrally represented using respective orthogonal bases. In particular, the present paper investigates generalized polynomial chaos bases for the stochastic dimension and eigenfunction bases for the spatial dimension. Dynamic orthogonality is used to derive closed-form equations for the time evolution of mean, spatial and the stochastic fields. The resultant system of equations consists of a partial differential equation (PDE) that defines the dynamic evolution of the mean, a set of PDEs to define the time evolution of eigenfunction bases, while a set of ordinary differential equations (ODEs) define dynamics of the stochastic field. This system of dynamic evolution equations efficiently propagates the prior parametric uncertainty to the system response. The resulting bi-orthogonal expansion of the system response is used to reformulate the Bayesian inference for efficient exploration of the posterior distribution. The efficacy of the proposed method is investigated for calibration of a 2D transient diffusion simulator with an uncertain source location and diffusivity. The computational efficiency of the method is demonstrated against a Monte Carlo method and a generalized polynomial chaos approach.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2017, 27, 2; 229-243
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stochastic differential inclusions of Langevin type on Riemannian manifolds
    Autorzy:
    Gliklikh, Yuri
    Obukhovskiĭ, Andrei
    Powiązania:
    https://bibliotekanauki.pl/articles/729326.pdf
    Data publikacji:
    2001
    Wydawca:
    Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
    Tematy:
    stochastic differential inclusions
    Langevin equation
    Riemannian manifolds
    Opis:
    We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.
    Źródło:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 2; 173-190
    1509-9407
    Pojawia się w:
    Discussiones Mathematicae, Differential Inclusions, Control and Optimization
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the fuzzy control stochastic differential systems
    Autorzy:
    Tung, T. T.
    Powiązania:
    https://bibliotekanauki.pl/articles/970073.pdf
    Data publikacji:
    2013
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    fuzzy theory
    differential equations
    fuzzy differential equation
    fuzzy stochastic differential system
    control theory
    Opis:
    In this paper, fuzzy control stochastic differentia systems are introduced. The existence and some comparison results on solutions of fuzzy control stochastic differential systems and on sheaf-solutions of sheaf fuzzy control stochastic systems are provided. The continuous dependence of solutions and sheaf-solutions on initials and controls is investigated. The results obtained are correct and meaningful for the theory control.
    Źródło:
    Control and Cybernetics; 2013, 42, 2; 505-525
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Approximation of the Zakai Equation in a Nonlinear Filtering Problem With Delay
    Autorzy:
    Twardowska, K.
    Marnik, T.
    Pasławska-Południak, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/908197.pdf
    Data publikacji:
    2003
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    stochastic differential equations with delay
    Zakai's equation
    nonlinear filtering
    matematyka
    Opis:
    A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2003, 13, 2; 151-160
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Random vortex method for three dimensional flows. Part I: Mathematical background
    Stochastyczna metoda wirowa dla przepływów trójwymiarowych. Część I: Podstawy matematyczne
    Autorzy:
    Styczek, A.
    Duszyński, P.
    Poćwierz, M.
    Szumbarski, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/281532.pdf
    Data publikacji:
    2004
    Wydawca:
    Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
    Tematy:
    vortex methods
    vortex stretching
    Fokker-Planck-Kolmogorow equation
    Ito stochastic differential equations
    Opis:
    The paper presents a mathematical formulation of the Lagrangian method suitable for numerical simulation of 3D viscous incompressible flows. The vorticity field is approximated by a large ensemble of vortex particles which move with the fluid (advection) and perform random walks (diffusion). The charges of the particles change with time due to the stretching term in the governing equation. The construction of the vortex particles ensures that the approximated vorticity field is strictly divergence-free at any time instant. The boundary condition at the surface of an immersed body is satisfied by the creation of new vortex particles near the surface. Various properties of induced velocity and vorticity fields are also discussed.
    W pracy sformułowano langranżowską metodę wirową dla trójwymiarowych przepływów cieczy lepkiej. Pole wirowści jest w niej aproksymowane zbiorem cząstek poruszających się wraz z płynem oraz wykonujących ruch losowy (dyfyzja). Ładunki wirowości niesione przez cząstki zależą od czasu (efekt "strechingu"). Konstrukcja cząstek zapewnia, że pole wirowości pozostaje bezźródłowe w trakcie symulacji. Warunek dla pola prędkości stawiany na powierzchni opływanego ciała jest realizowany drogą generacji nowych cząstek w sąsiedztwie tej powierzchni. W pracy przedyskutowano również własności indukowanego pola prędkości i wirowości.
    Źródło:
    Journal of Theoretical and Applied Mechanics; 2004, 42, 1; 3-20
    1429-2955
    Pojawia się w:
    Journal of Theoretical and Applied Mechanics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Random vortex method for three dimensional flows. Part I: Numerical imlementation and sample results
    Stochastyczna metoda wirowa dla przepływów trójwymiarowych. Część II: Numeryczna implementacja i przykładowe wyniki
    Autorzy:
    Styczek, A.
    Duszyński, P.
    Poćwierz, M.
    Szumbarski, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/282063.pdf
    Data publikacji:
    2004
    Wydawca:
    Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
    Tematy:
    vortex methods
    vortex stretching
    Fokker-Planck-Kolmogorow equation
    Ito stochastic differential equations
    Opis:
    Continuation of the first part of the paper focuses on implementation issues, computational efficiency and presentation of test calculations. Sample results have been obtained for a viscous flow past a spherical body immersed in an uniform stream. The solution algorithm for the external Neumann boundary problem, the construction of the vortex particles near the material boundary and the evaluation of the stretching effect are described in some details. The problem of design of efficient algorithms for induced velocity computation is discussed briefly. The presented results include patterns of instantaneous velocity and vorticity field as well as selected streamlines showing the complexity of flow near the aft part of the body and inside the aerodynamic wake.
    W drugiej części pracy omawiane są zagadnienia związane z implementacją metody wirowej w trzech wymiarach oraz prezentowane są wybrane wyniki obliczeń. Testowym przykładem jest opływ kuli strumieniem jednorodnym. Opisano konstrukcję solwera zewnętrznego zagadnienia brzegowego typu Neumanna, proces generacji nowych cząstek wirowych w pobliżu powierzchni ciała oraz sposób obliczania "stretchingu". Omówiono problem efektywnego obliczania prędkości indukowanej. Przedstawione wyniki, obejmujące chwilowe pola prędkości i wirowości oraz wybrane linie prądu, demonstrują złożoność pola przepływu w śladzie za opływanym ciałem.
    Źródło:
    Journal of Theoretical and Applied Mechanics; 2004, 42, 2; 223-138
    1429-2955
    Pojawia się w:
    Journal of Theoretical and Applied Mechanics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Solution of linear and nonlinear diffusion problems via stochastic differential equations
    Autorzy:
    Bargieł, M.
    Tory, E. M.
    Powiązania:
    https://bibliotekanauki.pl/articles/305261.pdf
    Data publikacji:
    2015
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    nonlinear diffusion
    stochastic differential equations
    Wiener process
    Itô process
    Kolmogorov backward equation
    Opis:
    The equation for nonlinear diffusion can be rearranged to a form that immediately leads to its stochastic analog. The latter contains a drift term that is absent when the diffusion coefficient is constant. The dependence of this coefficient on concentration (or temperature) is handled by generating many paths in parallel and approximating the derivative of concentration with respect to distance by the central difference. This method works for one-dimensional diffusion problems with finite or infinite boundaries and for diffusion in cylindrical or spherical shells. By mimicking the movements of molecules, the stochastic approach provides a deeper insight into the physical process. The parallel version of our algorithm is very efficient. The 99% confidence limits for the stochastic solution enclose the analytical solution so tightly that they cannot be shown graphically. This indicates that there is no systematic difference in the results for the two methods. Finally, we present a direct derivation of the stochastic method for cylindrical and spherical shells.
    Źródło:
    Computer Science; 2015, 16 (4); 415-428
    1508-2806
    2300-7036
    Pojawia się w:
    Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Minimizing the time spent in an interval by a Wiener process with uniform jumps
    Autorzy:
    Lefebvre, Mario
    Powiązania:
    https://bibliotekanauki.pl/articles/1839133.pdf
    Data publikacji:
    2019
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    Brownian motion
    Poisson process
    first-passage time
    optimal stochastic control
    integro-differential equation
    Opis:
    Let Xu(t) be a controlled Wiener process with jumps that are uniformly distributed over the interval [−c, c]. The aim is to minimize the time spent by Xu(t) in the interval [a, b]. The integro- differential equation, satisfied by the value function, is transformed into an ordinary differential equation and is solved explicitly for a particular case. The approximate solution obtained is precise when c is small.
    Źródło:
    Control and Cybernetics; 2019, 48, 3; 407-415
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Sensitivity analysis of mathematical models of signalling pathways
    Autorzy:
    Charzynska, A.
    Nalecz, A.
    Rybinski, M.
    Gambin, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/80205.pdf
    Data publikacji:
    2012
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    membrane receptor
    differential equation
    stochastic model
    modelling
    sensitivity analysis
    mathematical model
    signalling pathway
    dynamic behaviour
    Źródło:
    BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology; 2012, 93, 3
    0860-7796
    Pojawia się w:
    BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
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