Michael D. Perlman-It is shown that each multivariate normal model determined by lattice conditional independence (LeI) restrictions on the covariances may be extended in a, natural way to a normal linear model with corresponding lattice restrictions on the means. For these extended models it remains true that the likelihood function (LF) and parameter space (PS) can be factored into the produc...

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes restrictions on the description of the phase transition problem where the system is to overcome some finite potential barrier, or systems with finite size where...

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method wa...

Semilinear stochastic evolution equations with multiplicative L'evy noise are considered‎. ‎The drift term is assumed to be monotone nonlinear and with linear growth‎. ‎Unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎As corollaries of ...

in this paper, a numerical efficient method based on two-dimensional block-pulse functions (bpfs) is proposed to approximate a solution of the two-dimensional linear stochastic volterra-fredholm integral equation. finally the accuracy of this method will be shown by an example.

this paper proves the existence and uniqueness of quadratic mean almost periodic mild so-lutions for a class of stochastic dierential equations in a real separable hilbert space. themain technique is based upon an appropriate composition theorem combined with the banachcontraction mapping principle and an analytic semigroup of linear operators.

abstract morphological river models are designed to provide physical insight into the morphological response and to assist river engineers and managers in the design, operation and maintenance of river systems. here deterministic modeling weak for a dynamic and stochastic of nature river environment. specially, these could not predict the exact shape of the river bed, specially e.g. for braided...