Due to the uncertainty in output power of wind farm (WF) systems, a certain reserve capacity is often required system ensure service reliability and thereby increasing operation investment costs for entire system. In order reduce this capacity, study proposes multi-objective stochastic optimization model determine set-points WF The first objective maximize set-point system, while second probabi...

Probability theory is an important tool of modeling randomness in a practical problem. But besides randomness, in the real world, there exists other kind of uncertainties such as impreciseness or vagueness. Set-valued functions are employed to model the impreciseness in applied field such as in Economics, control theory (see for example [1]). Integrals of set-valued functions have been received...

We consider Backward Stochastic Diierential Equations with convex constraints on the gains (or intensity-of-noise) process. Existence and uniqueness of a minimal solution are established in the case of a drift coeecient which is Lipschitz-continuous in the state-and gains-processes, and convex in the gains-process. It is also shown that the minimal solution can be characterized as the unique so...

We consider a stochastic process in a modified Ehrenfest urn model. The modification prescribes there to be a minimum number of balls in each urn, and the process records the differences between treatment assignments under a sampling scheme implemented with this modified Ehrenfest urn model. In contrast to the result that the difference process forms a Markov chain and converges to a stationary...

The IP3R calcium release channel has been simulated using a stochastic simulation algorithm (SSA;Gillespie algorithm) and De young-Keiser model. A set of different concentration for Cat' and IP3 havebeen used. Considering the Number of molecules in each state, a non linear behavior of the system can beseen clearly. The inhibiting role of the Ca+2 on the open state (X110) has been studied. The d...

Doubly stochastic measures are Borel probability measures on the unit square which push forward via the canonical projections to Lebesgue measure on each axis. The set of doubly stochastic measures is convex, so its extreme points are of particular interest. I review necessary and sufficient conditions for a set to support an extremal doubly stochastic measure, and include a proof that such a s...