Zobrazeno 1 - 10
of 1 016
pro vyhledávání: '"Przybylowicz A"'
Autor:
Przybyłowicz, Paweł, Sobieraj, Michał
In this paper, we investigate the problem of strong approximation of the solution of SDEs in the case when the drift coefficient is given in the integral form. Such drift often appears when analyzing stochastic dynamics of optimization procedures in
Externí odkaz:
http://arxiv.org/abs/2405.20481
We randomize the implicit two-stage Runge-Kutta scheme to improve the rate of convergence (compared to a deterministic scheme) and stability of the approximate solution (contrasted to the solution generated by the explicit scheme). For stability anal
Externí odkaz:
http://arxiv.org/abs/2404.19059
In this paper we investigate the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with the right-hand side functions $f=f(t,x,z)$ that are Lipschitz continuous with respect to $x$ but only H\"older continuou
Externí odkaz:
http://arxiv.org/abs/2401.11658
Autor:
Kałuża, Andrzej, Morkisz, Paweł M., Mulewicz, Bartłomiej, Przybyłowicz, Paweł, Wiącek, Martyna
We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization problem usi
Externí odkaz:
http://arxiv.org/abs/2312.08493
Autor:
Olga Taryma-Leśniak, Jan Bińkowski, Patrycja Kamila Przybylowicz, Katarzyna Ewa Sokolowska, Konrad Borowski, Tomasz Kazimierz Wojdacz
Publikováno v:
Epigenetics & Chromatin, Vol 17, Iss 1, Pp 1-14 (2024)
Abstract Background It is generally accepted that methylation status of CpG sites spaced up to 50 bp apart is correlated, and accumulation of locally disordered methylation at adjacent CpG sites is involved in neoplastic transformation, acting in sim
Externí odkaz:
https://doaj.org/article/cfc82edcbb224bbfa6e2f4fc6101d676
This paper focuses on analyzing the error of the randomized Euler algorithm when only noisy information about the coefficients of the underlying stochastic differential equation (SDE) and the driving Wiener process is available. Two classes of distur
Externí odkaz:
http://arxiv.org/abs/2307.04718
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carath\'eodory-type drift coefficients. Moreover, we also assume that both drift $f=f(t,x,z)$ and diffusion $g=g(t,x,z)$ coef
Externí odkaz:
http://arxiv.org/abs/2306.08926
Autor:
Katherine Lutz, MD, Ryle Przybylowicz, MD, Khidir Dalouk, MD, Tamara M. Atkinson, MD, Yen Tibayan, MD, Peter M. Jessel, MD, FHRS
Publikováno v:
HeartRhythm Case Reports, Vol 10, Iss 9, Pp 681-684 (2024)
Externí odkaz:
https://doaj.org/article/39967ec20ec5410581bf5866de571503
In this note we prove sharp lower error bounds for numerical methods for jump-diffusion stochastic differential equations (SDEs) with discontinuous drift. We study the approximation of jump-diffusion SDEs with non-adaptive as well as jump-adapted app
Externí odkaz:
http://arxiv.org/abs/2303.05945
Autor:
Przybylowicz Agnieszka, Chesy Paulina, Herman Malgorzata, Parczewski Andrzej, Walas Stanislaw, Piekoszewski Wojciech
Publikováno v:
Open Chemistry, Vol 10, Iss 5, Pp 1590-1599 (2012)
Externí odkaz:
https://doaj.org/article/714ee54ea3e544e5b9d8d4c0e8eb0425