Expectations of Functionals on a Stochastic Process

the impact of portfolio assessment on iranian efl students essay writing: a process-oriented approach

this study was conducted to investigate the impact of portfolio assessment as a process-oriented assessment mechanism on iranian efl students’ english writing and its subskills of focus, elaboration, organization, conventions, and vocabulary. out of ninety juniors majoring in english literature and translation at the university of isfahan, sixty one of them who were at the same level of writing...

a study on the design of bio-ethanol process from date wastes of sistan and baluchistan province

اتانول کاربردهای متنوعی در صنایع لاستیک سازی، رنگسازی، حلالها ومکمل سوخت خودرو دارد. اتانول برخلاف نفت از جمله مواد تجدیدپذیر محسوب می شود که مشکلات زیست محیطی و آلودگی نیز ایجاد نمی کند. استفاده از اتانول به عنوان مکمل سوختخودروها از جمله مهمترین مصارف صنعتی این ماده بشمار می رود. با توجه به این موضوع تحقیق و توسعه در زمینه تولید اتانول با درجه خلوص بالا در سطح جهان، و نه تنها در کشور های پیشر...

Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea

Pricing a path-dependent financial derivative, such as an Asian option, requires the computation of E[g(B(·))], the expectation of a payoff functional, g, that depends on a Brownian motion, (B(t))t=0. The expectation corresponds to an infinite dimensional integral, which is approximated by the sample average of a d-dimensional approximation to the integrand. In this article, a multilevel algori...

On Output Functionals of Boundary Value Problems on Stochastic Domains

We consider the computation of output functionals of random solutions to elliptic boundary value problems in domains with random boundary perturbations. We use a second order shape calculus to linearize the problem around a fixed nominal domain. For known mean and two-point correlation function of the boundary perturbation, we derive, with leading order, deterministic expressions for the mean a...

Multiplicative Operator Functionals of a Markov Process