We consider a class of stochastic functional differential equations with distributed delays whose coefficients are superlinear growth and H¨older continuous with respect to the delay components. We introduce an EulerMaruyama approximation scheme for these equations and study their strong rate of con[r]
We study the strong rate of convergence of the tamed EulerMaruyama approximation for onedimensional stochastic differential equations with superlinearly growing drift and H¨older continuous diffusion coef ficients.
Mathematics 381MathematicsEach year, the list of careers demanding familiaritywith basic mathematical skills grows. Environmentalsciences, architecture, business management, nursing,dentistry, computer programming, electronics, forestrymanagement, psychology and photography representonly a sm[r]
This book is the result of a sequence of two courses given in the School of Appliedand Engineering Physics at Cornell University. The intent of these courses has beento cover a number of intermediate and advanced topics in applied mathematics thatare needed by scie[r]
computer science students only. It covered the basics of numerical calculus, systems of linearequations, various interpolation methods, function approximation, and the solution of nonlinearequations.In summer 1998 a chapter about Statistics was added, because of th[r]
This paper deals with the problem of global exponential stabilization for a class of nonautonomous cellular neural networks with timevarying delays. The system under consideration is subject to timevarying coefficients and timevaying delays. Two cases of timevarying delays are considered: (i) the de[r]
We find upper bounds for the rate of convergence when the EulerMaruyama approximation is used in order to compute the expectation of nonsmooth functionals of some stochastic differential equations whose diffusion coefficient is constant, whereas the drift coefficient may be very irregular. As a bypr[r]
in this interval.d. If/ is continuous andf' (x) of an open interval (a, b), then/ is decreasingin this interval.e. Considering a point traveling left to right along acurve off, ifthe point goes up in any interval ofthe curve, then/ is increasing in that interval; ifthe point goes down in any[r]
In this paper we shall deal with the problem of calculation of the controllability radii of linear neutral systems of the form x 0 (t) = A0x(t) + A1x(t − h) + A−1x 0 (t − h) + Bu(t). We will derive the definition of exact controllability radius, approximate controllability radius and Euclidean contr[r]
... price and/ or volume reaction is affected by the timing of the earnings announcement, such as the day of the week of the announcement (Dellavigna and Pollet 2009) or the time of day of the announcement. .. on the relative summer absence of noise traders and its effect on earnings announcement pr[r]
A CLASS OF LINEAR GENERALIZED EQUATIONS∗Nguyen Thanh Qui† and Nguyen Dong Yen‡June 24, 2012Abstract. Solution stability of a class of linear generalized equations in finite dimensionalEuclidean spaces is investigated by means of generalized dif[r]
For the first time, the finitetime stabilization with guaranteed cost control for linear autonomous timevarying delay systems with bounded controls is studied in this paper. Based on the Lyapunov functional method and a generalized Jensen integral inequality, novel sufficient conditions for designin[r]
molecules. Biologists use the theory of electricity to study thetransmission of nerve impulses.6Physics: A Windowon the UniverseWhat makes physics so exciting is that you will be involved inthinking about how the universe works and why the universebehaves as it does. When asked to defi[r]
‘advanced topics’. The latter is now largely drafted so there should be no furtherchanges in plan!Some years back, I discussed the idea of writing a book on non-linear finite elementswith a colleague who was much better qualified than I to write such a book. Heargued that it was too fo[r]
engines are widely used for aircraft propulsion include that theyare light, compact, and have a high power-to-weight ratio. Asshown in Figure 1, there are three main components of a gasturbine engine: compressor, combustor, and turbine. The compressor is used to compress the intake air to a s[r]
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we provide a model selection machinery for the BaLasso by asse[r]