Jump Process
Mostrando 1-12 de 51 artigos, teses e dissertações.
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1. Comparison of maturation and physical performance in basketball athletes of different playing positions
Resumo O objetivo do presente estudo foi comparar as características de maturação somática, antropométricas e desempenho físico entre as posições de jogo em jogadores de Basquetebol sub-13 e analisar estas relações utilizando o Pico de Velocidade de Crescimento (PVC) como uma medida da maturação somática. Para tanto, 26 atletas do sexo masculino
Rev. bras. cineantropom. desempenho hum.. Publicado em: 17/10/2019
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2. Two-Dimensional Numerical Model of the Fracture Process in Steel Fibre Reinforced Concrete with the Continuum Strong Discontinuity Approach and Functional Data Analysis
Abstract This paper presents the formulation of a two-dimensional numeri-cal model able to describe the fracture process in structural mem-bers of steel fibre reinforced concrete (SFRC) from the volume ratio of the fibres and the mechanical properties of the compo-nents: a concrete matrix and a set of steel fibres with a random orientation. The relationship
Lat. Am. j. solids struct.. Publicado em: 08/04/2019
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3. Determination of the carbon market incremental payoff considering a stochastic jump-diffusion process
The objective of this paper is to verify the robustness of the Least Square Monte Carlo and Grant, Vora & Weeks methods when used to determine the incremental payoff of the carbon market for renewable electricity generation projects, considering that the behavior of the price of Certified Emission Reductions, otherwise known as Carbon Credits, may be modeled
Pesqui. Oper.. Publicado em: 2013-12
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4. Algoritmos para o custo médio a longo prazo de sistemas com saltos markovianos parcialmente observados / Algorithms for the long run average cost for linear systems with partially observed Markov jump parameters
In this work we are interested in the optimal control for the long run average cost (LRAC) problem for linear systems with Markov jump parameters (LSMJP), using heuristic methods like first generation evolutionary algorithms - genetic algorithm (GA) - and second generation algorithms including UMDA (Univariate Marginal Distribution Algorithm) and BOA (Bayesi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 13/08/2012
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5. Testing the presence of a Brownian component in semimartingale processes / Testando a presença do componente browniano em processos semimartingales
This paper attempts to test the presence of Brownian motion, ie a continuous component in semimartingales processes. We study procedures that allow to decide whether Brownian motion is actually present or whether it could be withdrawn in favor of a pure jump process with infinite activity. We used two statistical tests proposed in the article: Ait-Sahal and
Publicado em: 2010
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6. Osmotic stress on concentrated colloidal suspensions: a path towards equilibrium?
We discuss in this study the advantages and limitations of the osmotic stress method that enables to set the osmotic pressure to a given system. By investigating aqueous suspension of monodisperse silica nanoparticles of radius 78 at an ionic strength of 10-2 mol/L, we show that the method is very accurate to probe the phase behavior of colloidal suspensions
Brazilian Journal of Physics. Publicado em: 2009-04
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7. Analysis of breaches and co-breaks in financial series: a non-parametric approach data using high frequency. / Análise de quebras e co-quebras em séries financeiras: uma abordagem não-paramétrica usando dados de alta frequência.
This research use a non-parametric test developed by Lee &MYKLAND (2007) to extract jumps in IBOVESPA series and study its dynamics. Among the qualities of this test there are the ability to identify the exact time of occurrence of break / co-break, the sign and size of it. The jumps in the series of Dow Jones, Exchange rate, C-Bond spread and SELIC rate wer
Publicado em: 2009
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8. Estabilidade e controle com criterio de custo medio a longo prazo em sistemas lineares estocasticos / Stability and control of linear stochastic systems with long-run average cost criterion
This monograph presents results on stability and control of stochastic systems represented by linear operators with respect to the state which are non-linear with respect to the control. The control seeks to optimize a long run average cost (LRAC). The control structure does not depend on the past history of the process and it can be used, in particular, to
Publicado em: 2009
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9. A maiêutica como técnica educativa no serviço social
This dissertation thesis has its beginning in the work realized with teenagers inserted in the measure of Assisted Freedom. The need of development of a tecnic that really contributed for their formation was the foundation of a whole process that culminated in the use of maiêutica in the daily of professional practice. By the other hand, were as militant of
Publicado em: 2008
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10. Modelos de precificação de opções com saltos: análise econométrica do modelo de Kou no mercado acionário brasileiro / Option pricing models with jumps: econometric analysis of the Kuos model in the Brazilian equity market
This master dissertation reviews the academic literature about option pricing and hedging with jumps. The theory was equalized and the notation was standardized, becoming this document a reference document about this subject. The log-normality with constant volatility is not accepted by the market. Academics search consistent models with the same analytical
Publicado em: 2007
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11. Paramentros fisiologicos, motores e morfologicos de bailarinas classicas / Physiological, morphological and motor parameters in classical ballet dance players
The aims of this study were: make the anthropometrics profile and body composition in classical dancers; Check through specific tests the flexibility, the agility, the explosive strength of lower limbs and the cardio respiratory capacity in the dancers; analyze the levels of blood lactate concentration blood and the its removal kinetics after two different s
Publicado em: 2007
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12. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. / Controle ótimo de sistemas com saltos Markovianos e ruído multiplicativo com custos linear e quadrático indefinido.
Esta tese trata do problema de controle ótimo estocástico de sistemas com saltos Markovianos e ruído multiplicativo a tempo discreto, com horizontes de tempo finito e infinito. A função custo é composta de termos quadráticos e lineares nas variáveis de estado e de controle, com matrizes peso indefinidas. Como resultado principal do problema com horiz
Publicado em: 2007