Related papers: Discrete Stable and Casual Stable Random Variables
Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of…
In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…
The concept of sequential choice functions is introduced and studied. This concept applies to the reduction of the problem of stable matchings with sequential workers to a situation where the workers are linear.
Some asymptotic notions for random variables are discussed. In particular, different versions of O and o for sequences of random variables are studied. The results are elementary and more or less well-known, but collected here for future…
We study $\varepsilon$-stability in continuous logic. We first consider stability in a model, where we obtain a definability of types result with a better approximation than that in the literature. We also prove forking symmetry for…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
In the present work, we numerically explore the existence and stability properties of different types of configurations of dark-bright solitons, dark-bright soliton pairs and pairs of dark-bright and dark solitons in discrete settings,…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
In this paper the linear and stationary Discrete-time systems with state variables and dynamic coefficients represented by fuzzy numbers are studied, providing some stability criteria, and characterizing the bounds of the set of solutions…
We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving…
A review of the stochastic stability property for the Gaussian spin glass models is presented and some perspectives discussed.
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…
We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…
We define a new condition number adapted to directionally uniform perturbations. The definitions and theorems can be applied to a large class of problems. We show the relation with the classical condition number, and study some interesting…
We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…
Very recently we present a theory to discuss the nature of light and show that the quantization of light energy in vacuum can be derived directly from classical electromagnetic theory. In the theory a key concept of stability of statistical…
Two ideas for the choice of an adequate set of coarse variables allowing approximate autonomous dynamics for practical applications are presented. The coarse variables are meant to represent averaged behavior of a fine-scale autonomous…