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   Articles with "driven processes" as a keyword



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Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes

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recommendations! Published in 2020 at "International Journal of Control"

DOI: 10.1080/00207179.2018.1502473

Abstract: ABSTRACT In this paper, we introduce a new class of backward doubly stochastic differential equations (in short BDSDE) called mean-field backward doubly stochastic differential equations (in short MFBDSDE) driven by Itô-Lévy processes and study the… read more here.

Keywords: backward doubly; driven processes; mean field; doubly stochastic ... See more keywords
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Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes

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recommendations! Published in 2020 at "Electronic Journal of Probability"

DOI: 10.1214/20-ejp417

Abstract: In this paper, we study the cut-off phenomenon of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by Levy processes under the total variation distance. To be more precise, we prove the abrupt convergence under the total… read more here.

Keywords: driven processes; uhlenbeck processes; phenomenon ornstein; cut phenomenon ... See more keywords
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Data Analysis Using a Coupled System of Ornstein-Uhlenbeck Equations Driven by Lévy Processes

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recommendations! Published in 2022 at "Axioms"

DOI: 10.3390/axioms11040160

Abstract: In this work, we have analyzed data sets from various fields using a coupled Ornstein–Uhlenbeck (OU) system of equations driven by Lévy processes. The Ornstein–Uhlenbeck model is well known for its ability to capture stochastic… read more here.

Keywords: system; equations driven; ornstein uhlenbeck; using coupled ... See more keywords
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BPMNE4IoT: A Framework for Modeling, Executing and Monitoring IoT-Driven Processes

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recommendations! Published in 2023 at "Future Internet"

DOI: 10.3390/fi15030090

Abstract: The Internet of Things (IoT) enables a variety of smart applications, including smart home, smart manufacturing, and smart city. By enhancing Business Process Management Systems with IoT capabilities, the execution and monitoring of business processes… read more here.

Keywords: modeling executing; framework; iot driven; driven processes ... See more keywords