相关论文: Order Preservation for Path-Distribution Dependent…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
In this paper, an epidemic model with spatial dependence is studied and results regarding its stability and numerical approximation are presented. We consider a generalization of the original Kermack and McKendrick model in which the size…
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…
We consider a linear scalar delay differential equation (DDE), consisting of two arbitrary distributed time delays. We formulate necessary conditions for stability of the trivial solution which are independent of the distributions. For the…
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…
We propose a new type SDE depending on the future distributions with all initial values, and establish the correspondence between this equation and the associated singular nonlinear PDE. Well-posedness and regularities are investigated.
The present article considers stability of the solutions to nonlinear and nonautonomous compartmental systems governed by ordinary differential equations (ODEs). In particular, compartmental systems with a right-hand side that can be…
In this paper, we consider the continuous dependence on initial values and parameters of solutions as well as invariant measures for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions. In contrast to the classical SDEs, the…
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and Harnack type inequalities are derived in the case that the coefficients are Dini continuous…
An ab-initio numerical study of the density-dependent, evolutionary stable dispersal strategy is presented. The simulations are based on a simple discretei generation island model with four processes: reproduction, dispersal, competition…
A number of writers have supposed that for the full specification of belief, higher order probabilities are required. Some have even supposed that there may be an unending sequence of higher order probabilities of probabilities of…
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the $G$-expectation framework, stochastic differential equations driven by $G$-Brownian motion (in short…
A dependent theory is a (first order complete theory) T which does not have the independence property. A main result here is: if we expand a model of T by the traces on it of sets definable in a bigger model then we preserve its being…
Balakrishnan and Mi [1] considered order preserving property of maximum likelihood estimators. In this paper there are given conditions under which the moment estimators have the property of preserving stochastic orders. There is considered…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their exponent measures. It is shown for each order that it holds…
We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a…
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…