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In this article, further properties of the Riesz-Bessel distribution are provided. These properties allow for the simulation of random variables from the Riesz-Bessel distribution. Estimation is addressed by nonlinear generalized least squares regression on the empirical characteristic function....
Persistent link: https://www.econbiz.de/10009448538
Soft Computing admits approximate reasoning, imprecision, uncertainty and partial truth in order to mimic aspects of the remarkable human capability of making decisions in real-life and ambiguous environments. "Soft Computing in Industrial Applications" contains a collection of papers that were...
Persistent link: https://www.econbiz.de/10009448788
An existence and uniqueness theorem is proved for a quasilinear stochastic evolution equation with an additive noise in the form of a stochastic integral with respect to a Hilbert space-valued fractional Borwnian motion. Ideas of the finite-dimensional approximation by the Galerkin method are used.
Persistent link: https://www.econbiz.de/10005138136
Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional (in time) diffusion-wave equation for Gaussian and non-Gaussian initial data with long-range dependence are described in terms of multiple Wiener-Itô integrals.
Persistent link: https://www.econbiz.de/10005074566
A class of stochastic fractional-order differential models with homogeneous boundary conditions on a fractal set is introduced. The corresponding solution class satisfies a weak-sense Markov condition with respect to domains with fractal boundary. Some examples are given which provide a...
Persistent link: https://www.econbiz.de/10005259255
The least-squares linear inverse estimation problem for random fields is studied in a fractional generalized framework. First, the second-order regularity properties of the random fields involved in this problem are analysed in terms of the fractional Sobolev norms. Second, the incorporation of...
Persistent link: https://www.econbiz.de/10005199792