Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Julia Calatayud"'
Publikováno v:
Electronic Journal of Differential Equations, Vol 2020, Iss 50,, Pp 1-19 (2020)
In this article we analyze the randomized non-autonomous Bertalanffy model $$ x'(t,\omega)=a(t,\omega)x(t,\omega)+b(t,\omega)x(t,\omega)^{2/3},\quad x(t_0,\omega)=x_0(\omega), $$ where $a(t,\omega)$ and $b(t,\omega)$ are stochastic processes and
Externí odkaz:
https://doaj.org/article/e94fec2cb231436eb810c820714e227f
Publikováno v:
Electronic Journal of Differential Equations, Vol 2019, Iss 85,, Pp 1-40 (2019)
Solving a random differential equation means to obtain an exact or approximate expression for the solution stochastic process, and to compute its statistical properties, mainly the mean and the variance functions. However, a major challenge is the
Externí odkaz:
https://doaj.org/article/d54a1908e7da489d9e7b4b84157d62b9
Publikováno v:
Modelling in Science Education and Learning, Vol 12, Iss 1, Pp 47-58 (2019)
The aim of this paper is to show a methodology, based on the so-called Lognormal Model, to describe the dynamics of underlying assets by taking into account the uncertainty of nancial markets. In spite of its simple formulation, the Lognormal Model i
Externí odkaz:
https://doaj.org/article/f7bf3b80f7314ba69243c349455b388e
Publikováno v:
Mathematics, Vol 8, Iss 9, p 1417 (2020)
In this paper, we are concerned with the construction of numerical schemes for linear random differential equations with discrete delay. For the linear deterministic differential equation with discrete delay, a recent contribution proposed a family o
Externí odkaz:
https://doaj.org/article/1a2e32cc61eb4331b8c6677822fa3cde
Autor:
Julia Calatayud Gregori, Benito M. Chen-Charpentier, Juan Carlos Cortés López, Marc Jornet Sanz
Publikováno v:
Symmetry, Vol 11, Iss 1, p 43 (2019)
In this paper, we deal with computational uncertainty quantification for stochastic models with one random input parameter. The goal of the paper is twofold: First, to approximate the set of probability density functions of the solution stochastic pr
Externí odkaz:
https://doaj.org/article/e54f6005f3454312bc3114a7e920e7b3
Publikováno v:
Mathematical and Computational Applications, Vol 23, Iss 4, p 76 (2018)
The objective of this paper is to complete certain issues from our recent contribution (Calatayud, J.; Cortés, J.-C.; Jornet, M.; Villafuerte, L. Random non-autonomous second order linear differential equations: mean square analytic solutions and th
Externí odkaz:
https://doaj.org/article/45c20e728e3947c5b5374a18a1d33ae9
Publikováno v:
Stochastic Environmental Research and Risk Assessment. 37:1839-1854
We propose a methodology for the quantitative fitting and forecasting of real spatio-temporal crime data, based on stochastic differential equations. The analysis is focused on the city of Valencia, Spain, for which 90247 robberies and thefts with th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54067efdb3fbea2dfc75bc635a1b58bb
https://doi.org/10.1007/s00477-022-02369-x
https://doi.org/10.1007/s00477-022-02369-x
Publikováno v:
Stochastic Environmental Research and Risk Assessment. 37:1053-1066
We develop and calibrate stochastic continuous models that capture crime dynamics in the city of Valencia, Spain. From the emergency phone, data corresponding to three crime events, aggressions, stealing and women alarms, are available from the year
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dfdc85019a7099959428011b73ebce14
https://doi.org/10.1007/s00477-022-02334-8
https://doi.org/10.1007/s00477-022-02334-8
Publikováno v:
Statistica Neerlandica. 77:146-155
We model the incidence of the COVID-19 disease during the first wave of the epidemic in Castilla-Leon (Spain). Within-province dynamics may be governed by a generalized logistic map, but this lacks of spatial structure. To couple the provinces, we re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d3d8ca73728f06717cde8cf475e9f40a
https://doi.org/10.1111/stan.12278
https://doi.org/10.1111/stan.12278
Publikováno v:
Mathematical Methods in the Applied Sciences.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f43afa4f550f9e5dcaecdf1a552709e
https://doi.org/10.1002/mma.9064
https://doi.org/10.1002/mma.9064