Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...

ABSTRACT: The deterministic extended Korteweg-de Vries equation plays an essential role in the description of the creation and propagation of nonlinear waves in many fields. We study a stochastic ...

ABSTRACT: The algebraic derivation of the numerical limits of Bell inequalities in either three or four random variables is independent of the assumption of randomness. The limits of the inequalities ...

Abstract: In this article, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed ...

You can create a release to package software, along with release notes and links to binary files, for other people to use. Learn more about releases in our docs.

Abstract: The paper deals with computer generation of pseudorandom numbers, random variables and stochastic processes. Inverse-transform method, composition method and acceptance-rejection method for ...