Generalized Sequential Differential Calculus for Expected-Integral Functionals
Sign Up to like & getrecommendations! Published in 2021 at "Set-valued and Variational Analysis"
DOI: 10.1007/s11228-021-00590-4
Abstract: Motivated by applications to stochastic programming, we introduce and study the {\em expected-integral functionals} in the form \begin{align*} \mathbb{R}^n\times \operatorname{L}^1(T,\mathbb{R}^m)\ni(x,y)\to\operatorname{E}_\varphi(x,y):=\int_T\varphi_t(x,y(t))d\mu \end{align*} defined for extended-real-valued normal integrand functions $\varphi:T\times\mathbb{R}^n\times\mathbb{R}^m\to[-\infty,\infty]$ on complete finite measure spaces $(T,\mathcal{A},\mu)$. The… read more here.
Keywords: differential calculus; calculus expected; generalized sequential; integral functionals ... See more keywords
A general approach to the integral functionals of epidemic processes
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DOI: 10.1017/jpr.2018.37
Abstract: Abstract In this paper we consider the integral functionals of the general epidemic model up to its extinction. We develop a new approach to determine the exact Laplace transform of such integrals. In particular, we… read more here.
Keywords: epidemic processes; approach integral; general approach; functionals epidemic ... See more keywords
Integral functionals under the excursion measure
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DOI: 10.1017/jpr.2019.90
Abstract: Abstract A new approach to the problem of finding the distribution of integral functionals under the excursion measure is presented. It is based on the technique of excursion straddling a time, stochastic analysis, and calculus… read more here.
Keywords: integral functionals; functionals excursion; excursion measure; measure ... See more keywords