Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Mine, Caglar"'
Publikováno v:
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
Externí odkaz:
http://arxiv.org/abs/1603.07456
Publikováno v:
Journal of Theoretical Probability
Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Lévy process taken up to an independent exponential time T. As a result, mainly the distributions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fbbe18491291a986b9eff5619c2cdb48
https://doi.org/10.1007/s10959-020-01014-z
https://doi.org/10.1007/s10959-020-01014-z
Autor:
Mine Caglar, Bugra Can
Publikováno v:
Statistics and Probability Letters
Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process given the driving Brownian motion, both at an independent exponential tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5dc5a32614834f3b5df7ae18d809c8da
Publikováno v:
Stochastic Processes and their Applications
Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative Lévy process as well as of a one-dimensional diffusion; see e.g. Kyprianou and Ott (2014); Ott (2014); Ott (2013); Alvarez and Matomäk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a5202eb58e1bc9d49bba28e3fd7370b
Publikováno v:
Applied Stochastic Models in Business and Industry. 32:375-395
Increased consumption of fossil fuels in industrial production has led to a significant elevation in the emission of greenhouse gases and to global warming. The most effective international action against global warming is the Kyoto Protocol, which a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b4def6baceecc03a4029e63c23d5202
https://doi.org/10.1002/asmb.2154
https://doi.org/10.1002/asmb.2154
Autor:
Mine Caglar, Rukiye Kara
Publikováno v:
AIP Conference Proceedings
Large eddy simulation (LES), which is the numerical solution method of Navier-Stokes equation, is performed in a fully developed channel flow. In LES, Cinlar and homogeneous dynamic Smagorinsky models are used as subgrid-scale models and the results
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5fdb3360a54491fc3da4ff8bf6ec149
http://cdm21054.contentdm.oclc.org/cdm/ref/collection/IR/id/8212
http://cdm21054.contentdm.oclc.org/cdm/ref/collection/IR/id/8212
Autor:
Rukiye Kara, Mine Caglar
Publikováno v:
Applied Mathematics & Information Sciences. 9:39-49
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a93c526d41b18d1dbdd6c1f9c355139
https://doi.org/10.12785/amis/091l05
https://doi.org/10.12785/amis/091l05
Publikováno v:
Ann. Inst. H. Poincaré Probab. Statist. 53, no. 2 (2017), 842-864
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
We study a branching Brownian motion $Z$ in $\mathbb{R}^d$, among obstacles scattered according to a Poisson random measure with a radially decaying intensity. Obstacles are balls with constant radius and each one works as a trap for the whole motion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::451d3ed9286ccaa2c37d34d712937c48
https://doi.org/10.1214/16-aihp739
https://doi.org/10.1214/16-aihp739
Autor:
Ceren Vardar-Acar, Mine Caglar
Publikováno v:
Statistics and Probability Letters
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f8766641bbeb251f436e0351133f089
https://doi.org/10.1016/j.spl.2013.09.008
https://doi.org/10.1016/j.spl.2013.09.008
Autor:
Mine Caglar, Rukiye Kara
We construct a new subgrid scale (SGS) stress model for representing the small scale effects in large eddy simulation (LES) of incompressible flows. We use the covariance tensor for representing the Reynolds stress and include Clark's model for the c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41a67f4c3bfe7d8cd250bdf040990f66