Analysis Commons^™

Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac

Communications on Stochastic Analysis

No abstract provided.

Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott

Communications on Stochastic Analysis

No abstract provided.

Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva

Communications on Stochastic Analysis

No abstract provided.

Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor

Communications on Stochastic Analysis

No abstract provided.

A Subdivision-Regularization Framework For Preventing Over Fitting Of Data By A Model, Ghulam Mustafa, Abdul Ghaffar, Muhammad Aslam

Applications and Applied Mathematics: An International Journal (AAM)

First, we explore the properties of families of odd-point odd-ary parametric approximating subdivision schemes. Then we fine-tune the parameters involved in the family of schemes to maximize the smoothness of the limit curve and error bounds for the distance between the limit curve and the kth level control polygon. After that, we present the subdivision-regularization framework for preventing over fitting of data by model. Demonstration shows that the proposed unified frame work can work well for both noise removal and overfitting prevention in subdivision as well as regularization.

Boundary Value Problems For Discrete Fractional Equations, Pushp R. Awasthi

Department of Mathematics: Dissertations, Theses, and Student Research

In this dissertation we develop certain aspects of the theory of discrete fractional calculus. The author begins with an introduction to the discrete delta calculus together with the fractional delta calculus which is used throughout this dissertation. The Cauchy function, the Green's function and some of their important properties for a fractional boundary value problem for are developed. This dissertation is comprised of four chapters. In the first chapter we introduce the delta fractional calculus. In the second chapter we give some preliminary definitions, properties and theorems for the fractional delta calculus and derive the appropriate Green's function and give …

Analyzing And Solving Non-Linear Stochastic Dynamic Models On Non-Periodic Discrete Time Domains, Gang Cheng

Masters Theses & Specialist Projects

Stochastic dynamic programming is a recursive method for solving sequential or multistage decision problems. It helps economists and mathematicians construct and solve a huge variety of sequential decision making problems in stochastic cases. Research on stochastic dynamic programming is important and meaningful because stochastic dynamic programming reflects the behavior of the decision maker without risk aversion; i.e., decision making under uncertainty. In the solution process, it is extremely difficult to represent the existing or future state precisely since uncertainty is a state of having limited knowledge. Indeed, compared to the deterministic case, which is decision making under certainty, the stochastic …

Analysis Of Time-Dependent Integrodifference Population Models, Taylor J. Mcadam

HMC Senior Theses

The population dynamics of species with separate growth and dispersal stages can be described by a discrete-time, continuous-space integrodifference equation relating the population density at one time step to an integral expression involving the density at the previous time step. Prior research on this model has assumed that the equation governing the population dynamics remains fixed over time, however real environments are constantly in flux. We show that for time-varying models, there is a value Λ that can be computed to determine a sufficient condition for population survival. We also develop a framework for analyzing persistence of a population for …

Applied Analysis Of Ionic Polymer Metal-Composite Actuators, Siul Ruiz, Benjamin Mead, Woosoon Yim

College of Engineering: Graduate Celebration Programs

• IPMC is a type of smart material called an electroactive polymer
• Consists of an ionic polymer such as Nafion or Flemion and a conducive metal such as platinum or gold
• COMSOL multi-physics simulations accurately model the experimental displacement results
• Optimization performed using the multi-physics model to find the maximum deflection, force, and twisting
• Using the closed loop control system accurate IPMC tip location can be achieved
• This control system has been extended to function using a computer mouse as an input

Image Processing Algorithms For Improving Planetary Exploration And Understanding, Ali Pouryazdanpanah

College of Engineering: Graduate Celebration Programs

• To design a fully automated tool-set that allows to detect and extract the sky region in planetary images.

• To develop the new method for rock segmentation in planetary stereo images.
• To develop the new method for shadow detection in planetary images

Regularity For Solutions To Parabolic Systems And Nonlocal Minimization Problems, Joe Geisbauer

Department of Mathematics: Dissertations, Theses, and Student Research

The goal of this dissertation is to contribute to both the nonlocal and local settings of regularity within the calculus of variations. We provide analogues of higher differentiability results in the context of Besov spaces for minimizers of nonlocal functionals. We also establish the Holder continuity of solutions to a system of parabolic partial differential equations.

Advisor: Mikil Foss

Moments For The Parabolic Anderson Model: On A Result By Hu And Nualart, Daniel Conus

Communications on Stochastic Analysis

No abstract provided.

Differentiability Of Stochastic Reflecting Flow With Respect To Starting Point, Andrey Pilipenko

Communications on Stochastic Analysis

No abstract provided.

Proving Existence Results In Martingale Theory Using A Subsequence Principle, Alexander Sokol

Communications on Stochastic Analysis

No abstract provided.

Parallel Mutation-Reproduction Processes In Random Environments, Ying Wang

Communications on Stochastic Analysis

No abstract provided.

Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan

Communications on Stochastic Analysis

No abstract provided.

Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli

Communications on Stochastic Analysis

No abstract provided.

Stochastic Burgers Equation With Polynomial Nonlinearity Driven By Lévy Process, Erika Hausenblas, Ankik Kumar Giri

Communications on Stochastic Analysis

No abstract provided.

Two-Dimensional Magneto-Hydrodynamic System With Jump Processes: Well Posedness And Invariant Measures, Utpal Manna, Manil T Mohan

Communications on Stochastic Analysis

No abstract provided.

White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum

Communications on Stochastic Analysis

No abstract provided.