دانلود مقالات ISI درباره 60J60 + ترجمه فارسی

Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application

Keywords: Stochastic diffusion process; Rayleigh model; Estimation; Simulation; Electricity production in the Maghreb; 60J60; 62M05;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

On degenerate stochastic equations of Itô type with jumps

Keywords: primary; 60H10; 60J60; 60J65; 60G44;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Simulation of the continuous time random walk of the space-fractional diffusion equations

Keywords: 26A33; 45K05; 60J60; 60G50; 60G15; 65N06; 80-99Fractional diffusion; Space-Fractional derivative; Fokker–Planck equation; Stochastic processes; αα-stable distribution; Continuous time random walk; Monte Carlo method

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

First exit time probability for multidimensional diffusions: A PDE-based approach

Keywords: 60G40; 60J60; 65M60First exit time; Multidimensional diffusion; Finite element method

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Approximation via regularization of the local time of semimartingales and Brownian motion

Keywords: 60G44; 60H05; 60H99; 60J55; 60J60; 60J65Local time; Stochastic integration by regularization; Quadratic variation; Rate of convergence; Stochastic Fubini’s theorem

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

From super Poincaré to weighted log-Sobolev and entropy-cost inequalities

Keywords: 60J60; 58G32Entropy-cost inequality; Super Poincaré inequality; Weighted log-Sobolev inequality

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Transportation-cost inequality on path spaces with uniform distance

Keywords: 60J60; 58J60Transportation-cost inequality; Path space; Damped gradient; Quasi-invariant flow; Uniform distance

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions

Keywords: 60F99; 60J35; 60J55; 60J60; 62G99; 62M05Harris recurrence; Nummelin splitting; Continuous time Markov processes; Resolvents; Special functions; Additive functionals; Chacon–Ornstein theorem; Diffusion process; Nadaraya–Watson estimator

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Diffusion approximation for equilibrium Kawasaki dynamics in continuum

Keywords: 60F99; 60J60; 60J75; 60K35Continuous system; Diffusion approximation; Gibbs measure; Gradient stochastic dynamics; Kawasaki dynamics in continuum; Scaling limit

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

A singular control model with application to the goodwill problem

Keywords: 93E20; 49J15; 49L20; 60J60; 91B70Singular control; Goodwill problem; Second-order linear ODE’s; Monotone follower problem

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2008 سفارش ترجمه

An optimal control variance reduction method for density estimation

Keywords: 60H07; 60H35; 60J60; 62G07; 65C05; 60F05Kernel density estimation; Stochastic differential equations; Variance reduction; Weak approximation; Central limit theorem; Malliavin calculus

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2008 سفارش ترجمه

Annealing diffusions in a potential function with a slow growth

Keywords: 90C59; 60J60; 60F99Simulated annealing; Weak Poincaré inequality; Measure–capacity criterion

دانلود رایگان متن کامل مقاله ISI 44 صفحه سال انتشار : 2008 سفارش ترجمه

Shiga-Watanabe's time inversion property for self-similar diffusion processes

Keywords: 60G18; 60J60; 60J25; Time inversion; Self-similar; Bessel process; Diffusion; Rotation invariant; Skew product; Radial process; Spherical process;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2007 سفارش ترجمه

Likelihood-based inference for a class of multivariate diffusions with unobserved paths

Keywords: 62M99; 60J60; 91B84Data augmentation; Markov chain Monte Carlo; Stochastic volatility; Heston model

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2007 سفارش ترجمه

Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion

Keywords: 26A33; 33E12; 45K05; 60G50; 60J60; 65N06Fractional diffusion; Potential well; Difference schemes; Convergence in distribution; Fractional derivative; Stochastic processes

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2007 سفارش ترجمه

Stability of regime-switching diffusions

Keywords: 60J60; 60J27; 93E15Regime-switching diffusion; Stability; Necessary condition; Sufficient condition

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2007 سفارش ترجمه

An optimal stopping problem in a diffusion-type model with delay

Keywords: 60G40; 35R35; 91B70; secondary 60J25; 60J60; 60G44Optimal stopping; Stochastic delay differential equation; Diffusion process; Sufficient statistic; Free-boundary problem; Smooth fit; Girsanov's theorem; Itô's formula

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2006 سفارش ترجمه

Electricity consumption in Morocco: Stochastic Gompertz diffusion analysis with exogenous factors

Keywords: 60J60; 62M05Time-homogeneous and non-homogeneous Gompertz diffusion; Exogenous factors; Discrete sampling, Fits and forecasts; Electricity consumption

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2006 سفارش ترجمه

Singular time changes of diffusions on Sierpinski carpets

Keywords: primary; 60J60; secondary; 60J45Diffusion; Sierpinski carpet; Fractal; Time change; Dirichlet form

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2006 سفارش ترجمه

The compact support property for measure-valued processes

Keywords: primary; 60J60; 60J80; secondary; 35K15; 35K55; Semilinear equation; Elliptic equation; Positive solutions; Uniqueness of the Cauchy problem; Compact support property; Superprocess; Superdiffusion; Super-Brownian motion; Measure-valued process; h-transfor

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

On drift, diffusion and geometry

Keywords: 34F05; 35K10; 53C05; 53C21; 58J60; 60J60; 82C22Geometry of PDEs; Geometric methods in statistics; ProbabilityDiffusion; Drift; Connection; Riemannian metric

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Weak Dirichlet processes with a stochastic control perspective

Keywords: 60G05; 60G44; 60G48; 60H05; 60H10; 60J60; 35K15; 35K55; 35J15; 93E20Stochastic calculus via regularization; Weak Dirichlet processes; Stochastic optimal control; Cauchy problem for parabolic partial differential equations

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2006 سفارش ترجمه

Euler scheme and tempered distributions

Keywords: 60H10; 60J60; 60H35; 65M15; 65C20; 65B05Stochastic differential equation; Euler scheme; Rate of convergence; Tempered distributions

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2006 سفارش ترجمه

An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

Keywords: 60J60; 62E20; Anderson-Darling statistics; Quadratic functionals; Bessel processes;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2005 سفارش ترجمه

Limit theorems for continuous time random walks with slowly varying waiting times

Keywords: 60F17; 60J60; 26A33; Anomalous diffusion; Operator stable law; Continuous time random walk; Fractional derivative;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2005 سفارش ترجمه

Forecasting total natural-gas consumption in Spain by using the stochastic Gompertz innovation diffusion model

Keywords: 60J60; 62M05; Stochastic Gompertz, logistic and lognormal models; Natural-gas consumption; Estimation and prediction;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2005 سفارش ترجمه

Fox H functions in fractional diffusion

Keywords: 26A33; 33C20; 33C60; 33E12; 33E20; 33E30; 44A15; 60G18; 60J60; Fox H-functions; Mellin-Barnes integrals; Fractional derivatives; Fractional diffusion; Probability distributions;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2005 سفارش ترجمه

Gradient estimates and the first Neumann eigenvalue on manifolds with boundary

Keywords: 58G11; 35P15; 60J60; Neumann semigroup; Gradient estimate; The first Neumann eigenvalue;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2005 سفارش ترجمه

Properties of perpetual integral functionals of Brownian motion with drift

Keywords: 60J65; 60J60; 60J70; Local time; Green function; Kac's moment formula; Khas'minskii's lemma; Last exit time;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2005 سفارش ترجمه

Perturbed Skorohod equations and perturbed reflected diffusion processes

Keywords: 60H10; 60J60; 34A12; 34A40; Perturbed Skorohod equations; Local time; Reflection principle; Weak convergence; Reflected diffusions; Stratonovich integration;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2005 سفارش ترجمه

Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions

Keywords: 60J65; 60J60; Conditioned Brownian motion; Spectral gap; Invariant measure; Diffusion;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2005 سفارش ترجمه

Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration

Keywords: 60J60; 60J80; 62M30; Diffusing particles; Branching; Immigration; Spatial subcriticality; Invariant occupation measure; Invariant occupation density; Resolvants; Stochastic flows;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه

Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts

Keywords: 60G15; 60G60; 60H10; 60J60; Reciprocal processes; Stochastic bridge; Mixture of bridges; Integration by parts formula; Malliavin calculus; Entropy; Time reversal; Reversible process;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2005 سفارش ترجمه

Limit behavior of two-time-scale diffusions revisited

Keywords: 35B25; 35C20; 35K15; 60J60; Parabolic partial differential equation; Singular perturbation; Two-time scale; Asymptotic expansion; Functional of diffusion;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2005 سفارش ترجمه

About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains

Keywords: 60J60; 31C25; 47D06; 47D07; 35K65; 35K20; 60J55; Diffusion processes; Dirichlet spaces; One-parameter semigroups and linear evolution equations; Markov semigroups and applications to diffusion processes; Parabolic partial differential equations of degener

دانلود رایگان متن کامل مقاله ISI 46 صفحه سال انتشار : 2005 سفارش ترجمه

Liouville theorems for symmetric diffusion operators on complete Riemannian manifolds

Keywords: 58J05; 58J35; 58J65; 60J45; 60J60; 60H30; Bakry-Emery Ricci curvature; C0-diffusion property; L1-uniqueness; Liouville theorems;

دانلود رایگان متن کامل مقاله ISI 67 صفحه سال انتشار : 2005 سفارش ترجمه