Articles with "general stochastic" as a keyword



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Existence of Solution of the Dirichlet Problem for the Heat-Conduction Equation with General Stochastic Measure

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Published in 2019 at "Journal of Mathematical Sciences"

DOI: 10.1007/s10958-019-04351-5

Abstract: We present sufficient conditions for the existence of a weak solution of the Dirichlet problem for the heat-conduction equation with random action described by an integral over the general stochastic measure. read more here.

Keywords: problem heat; dirichlet problem; solution dirichlet; heat conduction ... See more keywords
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Minimax and pointwise sequential changepoint detection and identification for general stochastic models

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Published in 2022 at "Journal of Multivariate Analysis"

DOI: 10.1016/j.jmva.2022.104977

Abstract: This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of false alarm and wrong identification. We show… read more here.

Keywords: detection; changepoint detection; detection identification; general stochastic ... See more keywords