نتایج جستجو برای: value of stochastic solution

تعداد نتایج: 21227276  

Journal: :journal of linear and topological algebra (jlta) 0
m alvand department of mathematical sciences, isfahan university of technology, isfahan, iran

it is known that a stochastic di erential equation (sde) induces two probabilisticobjects, namely a di usion process and a stochastic ow. while the di usion process isdetermined by the in nitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the in nitesimal covariance give...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده مدیریت 1391

one of the most important factors in study of project’s , is the study of environmental opportunities factors the permanent study of environmental opportunity factors . the study of permanent environmental changing and knowing golden threats’ cooperate with possible threats and at the result in structure forming and future skeleton of organization has a vital effects . the petrochemical industr...

A new computational method based on Wilson wavelets is proposed for solving a class of nonlinear stochastic It^{o}-Volterra integral equations. To do this a new stochastic operational matrix of It^{o} integration for Wilson wavelets is obtained. Block pulse functions (BPFs) and collocation method are used to generate a process to forming this matrix. Using these basis functions and their operat...

Journal: :Journal of Applied Mathematics and Computing 2022

We propose a new kind of stochastic absolute value equations involving values variables. By utilizing an equivalence relation to bilinear program, we investigate the expected formulation for proposed equations. also consider residual minimization Under mild assumptions, give existence conditions solution The can be gotten by solving discrete problem. And smoothing gradient method solve Finally,...

2008
JIN MA JIANFENG ZHANG ZIYU ZHENG

In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its relationship with the weak solution to the forward–backward stochastic differential equations (FBSDEs). The FBMP extends the idea of the well-known (forward) martingale problem of Stroock and Varadhan, but it is structured specifically to fit the nature of an FBSDE. We first prove a general suffi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - دانشکده علوم 1391

we have two part in this thesis, at first: the interaction of native calf thymus dna (ct-dna) with two anthraquinones including quinizarin (1,4- dihydroxy anthraquinone) and danthron (1,8- dihydroxy anthraquinone) in a mixture of 0.04 m brittone-robinson buffer and 50% of ethanol were studied at physiological ph by uv-vis absorption, florescence, circular dichroism spectroscopic methods, viscos...

پایان نامه :0 1374

having conducted the experiment and analysed the data, the researcher computed the groups mean scores and variances for the test relating to the research question. as the final atep, a t-test was conodonted for the hypothesis. as noted earlier, the significance level was determined at .05 and .01 respectively. the observed t-value was higher than the critical t-value at. 5 and .01 levels. conse...

Journal: :journal of industrial engineering, international 2006
s.s hashemin s.m.t fatemi ghomi

this paper discusses the problem of allocation of constrained renewable resource to splittable activities of a single project. if the activities of stochastic projects can be split, these projects may be completed in shorter time when the available resource is constrained. it is assumed that the resource amount required to accom-plish each activity is a discrete quantity and deterministic. the ...

Using distributed generations (DGs) with optimal scheduling and optimal distribution feeder reconfiguration (DFR) are two aspects that can improve efficiency as well as technical and economic features of microgrids (MGs). This work presents a stochastic copula scenario-based framework to jointly carry out optimal scheduling of DGs and DFR. This framework takes into account non-dispatchable and ...

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