Article history: Received 9 April 2012 Received in revised form 30 July 2012 Accepted 17 August 2012 Available online 1 September 2012

We study the Langevin dynamics for the family of spherical p-spin disordered mean-field models of statistical physics. We prove that in the limit of system size N approaching infinity, the empirical state correlation and integrated response functions for these N-dimensional coupled diffusions converge almost surely and uniformly in time, to the non-random unique strong solution of a pair of exp...

In the present investigation transient, G x/G/m queuing model with balking and reneging has been studied. The diffusion process with elementary return boundary has been used for modeling purpose. The probability density function (p. d. f.) for the number of customers in the system has been obtained. In special case, the steady state results that tally with those of Kimura and Ohsone have been e...

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X and establish a multipl...