Concept

Stochastic calculus

Related publications (165)

Hypervelocity impact testing on stochastic and structured open porosity cast Al-Si cellular structures for space applications

A hypervelocity (6.7–7.0 km/s) impact testing campaign was conducted using Ø 2 mm, 95% Al projectiles onto A357 aluminium alloy stochastic foams with 4–5 mm typical pore dimensions, or alternatively diamond cubic periodic structures of cast AlSi12 with a 6 ...

2018

An overview of a new sensor calibration platform

Jan Skaloud, Stéphane Guerrier, Philipp Clausen

Inertial sensors are increasingly being employed in different types of applications. The reduced cost and the extremely small size makes them the number-one-choice in miniature embedded devices like phones, watches, and small unmanned aerial vehicles. The ...

2017

Three- or Two-Stage Stochastic Market-Clearing Algorithm?

Farzaneh Abbaspourtorbati, Antonio J. Conejo

As the power industry considers moving from a deterministic paradigm to a stochastic one to clear the day-ahead market in systems with significant stochastic production, the following question arises: how should a stochastic clearing algorithm be formulate ...

Ieee-Inst Electrical Electronics Engineers Inc2017

Generating Calligraphic Trajectories with Model Predictive Control

Sylvain Calinon

We describe a methodology for the interactive definition of curves and motion paths using a stochastic formulation of optimal control. We demonstrate how the same optimization framework can be used in different ways to generate curves and traces that are g ...

2017

On the Besov regularity of periodic Levy noises

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the Besov regularity of Levy white noises on the d-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain regularity results for gene ...

Academic Press Inc Elsevier Science2017

Optimal Representations of Sparse Stochastic Processes with Applications in Image Processing

Pedram Pad

We establish in the world of stochastic processes a theoretical relation between sparsity and wavelets. The underlying principle is to treat stochastic processes as generalized functions, which facilitates the study of their properties in a transform domai ...

EPFL2017

Generalized Pickands constants and stationary max-stable processes

Sebastian Engelke

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are commonly defined as the limits of a sequence of expectations involving fractional Brownian motions and, as such, their exact value is often unknown. Recently, D ...

Springer Verlag2017

Optimal Aircraft Trajectory Planning in the Presence of Stochastic Convective Weather Cells

Maryam Kamgarpour

The Air Traffic Management system is heavily influenced by meteorological uncertainty, and convective weather cells represent one of the most relevant uncertain meteorological phenomena. They are weather hazards that must be avoided through tactical trajec ...

American Institute of Aeronautics and Astronautics2017

Two sides of the same coin: A population genetics perspective on lethal mutagenesis and mutational meltdown

Jeffrey David Jensen, Claudia Bank, Sebastian Matuszewski, Nicky Louise Ormond

The extinction of RNA virus populations upon application of a mutagenic drug is frequently referred to as evidence for the existence of an error threshold, above which the population cannot sustain the mutational load. To explain the extinction process aft ...

Oxford Univ Press2017

Distributed Learning for Stochastic Generalized Nash Equilibrium Problems

Ali H. Sayed

This paper examines a stochastic formulation of the generalized Nash equilibrium problem where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully distributed online learning by agents and employ penal ...

IEEE2017

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