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Root Mean Square Error Estimates for the Projection-Difference Method for the Approximate Solution of a Parabolic Equation with a Periodic Condition for the Solution
Using the projection-difference method, we construct an approximate solution of an abstract linear parabolic equation in a separable Hilbert space...
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Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients
A class of implicit Milstein type methods is introduced and analyzed in the present article for stochastic differential equations (SDEs) with...
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Mean-Square Output Consensus of Heterogeneous Multi-Agent Systems with Multiplicative Noises in Dynamics and Measurements
This paper studies the output consensus problem of heterogeneous linear stochastic multiagent systems with multiplicative noises in system parameters...
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Standard Error Adaptive Moment Estimation for Mean-Value-at-Risk Portfolio Optimization Problems by Sampling
In this paper, an improvement of the adaptive moment estimation (Adam) method equipped with standard error (SE), namely the AdamSE algorithm, is...
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Lag Synchronization in Mean Square of Stochastic Complex Networks with Multiple Mixed Delays via Impulsive Control
In this paper, the lag synchronization problem in mean square of a class of complex stochastic networks with multiple mixed delays is studied. The...
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Deep Neural Network Solution for Finite State Mean Field Game with Error Estimation
We discuss the numerical solution to a class of continuous time finite state mean field games. We apply the deep neural network (DNN) approach to...
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Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients
We investigate the mean-square convergence and stability of compensated stochastic theta methods (CSTMs) for jump-diffusion stochastic differential...
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Direct coupling coherent quantum observers with discounted mean square performance criteria and penalized back-action
This paper is concerned with quantum harmonic oscillators consisting of a quantum plant and a directly coupled coherent quantum observer. We employ...
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Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps
This paper deals with a class of two-step Milstein methods for stochastic differential equations with Poisson jumps. The mean-square convergence and...
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Exponential mean-square stability properties of stochastic linear multistep methods
The aim of this paper is the analysis of exponential mean-square stability properties of nonlinear stochastic linear multistep methods. In particular...
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New Imputation Method for Estimating Population Mean in the Presence of Missing Data
AbstractLack of data due to missing observations may lead to serious issues in statistical analysis. Filling in missing values with possible...
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Asymptotic normality of error density estimator in stationary and explosive autoregressive models
In this paper, we consider the limit distribution of the error density function estimator in the first-order autoregressive models with negatively...
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Mean-Square Approximation for Stochastic Differential Equations
This chapter is dedicated to mean-square (strong) numerical methods for SDEs. It starts with the classical fundamental theorem which establishes the...
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Integrated Square Error of Hazard Rate Estimation for Survival Data with Missing Censoring Indicators
The problem of hazard rate estimation under right-censored assumption has been investigated extensively. Integrated square error (ISE) of estimation...
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A Class of Population Mean Estimators in the Presence of Missing Data with Applications to Air Pollution in Chiang Mai, Thailand
AbstractThe prevailing hazard of air pollution in Chiang Mai is constantly increasing in severity as a result of the burning of agricultural areas...
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Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations
This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Itô-Volterra integral...
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An Improved Family of Estimators for Estimating Population Mean Using Robust Regression in the Presence of Outliers
AbstractOutliers can be misleading and cause false interpretations of statistical results. Dealing with outliers properly can help with acquiring...
