Concept

Stochastic calculus

Related publications (165)

Transportation-based functional ANOVA and PCA for covariance operators

Victor Panaretos, Yoav Zemel, Valentina Masarotto

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an Analysis of Vari ...

Inst Mathematical Statistics-Ims2024

Static and Dynamic Stochastic Analysis of a Temperature-Sensitive VO2 Spiking Neuron

Mihai Adrian Ionescu, Teodor Rosca

In this work, we investigate the intrinsic cycle-to-cycle variations in a spiking temperature-sensitive neuron, based on the resistive switching of a Vanadium dioxide (VO2) two-terminal device. We study how this phenomenon impacts the spike rate jitter, an ...

New York2023

Functional data analysis with rough sample paths?

Victor Panaretos, Neda Mohammadi Jouzdani

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...

TAYLOR & FRANCIS LTD2023

Detecting whether a stochastic process is finitely expressed in a basis

Victor Panaretos, Neda Mohammadi Jouzdani

Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Stochastic Modeling of Bedload Transport and Bar Development in Shallow Flow: Linear Stability Analysis and Numerical Simulation

Mehrdad Kiani Oshtorjani

Field surveys and laboratory experiments show that bedload transport rates may vary to within one order of magnitude for a given water discharge. One of today's major challenges is to account for these large transport rate fluctuations in computational hyd ...

2023

Tensor approximation of the self-diffusion matrix of tagged particle processes

Christoph Max Strössner

The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Regularization of multiplicative SDEs through additive noise

Lucio Galeati

We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence ...

2022

Event-driven acquisition for content-enriched microscopy

Suliana Manley, Martin Weigert, Chen Zhang, Willi Leopold Stepp, Dora Mahecic, Juliette Griffie

Event-driven acquisition uses neural-network-based recognition of specific biological events to trigger switching between slow and fast super-resolution imaging, enriching the capture of interesting events with high spatiotemporal resolution. A common goal ...

NATURE PORTFOLIO2022

Dynamic Monte Carlo reactor modeling of calcium looping with sorbent purge and utilization decay

This work presents a new dynamic modelling approach for calcium looping systems that allows explicit sorbent deactivation and purge/makeup. These are common in plant operations, but often neglected in modelling. This model adopts a Monte Carlo approach, tr ...

2022

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Francesco Spadaro

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic on ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

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