• 제목/요약/키워드: periodic stochastic processes

검색결과 6건 처리시간 0.016초

PERIODIC SOLUTIONS OF STOCHASTIC DELAY DIFFERENTIAL EQUATIONS AND APPLICATIONS TO LOGISTIC EQUATION AND NEURAL NETWORKS

  • Li, Dingshi;Xu, Daoyi
    • 대한수학회지
    • /
    • 제50권6호
    • /
    • pp.1165-1181
    • /
    • 2013
  • In this paper, we consider a class of periodic It$\hat{o}$ stochastic delay differential equations by using the properties of periodic Markov processes, and some sufficient conditions for the existence of periodic solution of the delay equations are given. These existence theorems improve the results obtained by It$\hat{o}$ et al. [6], Bainov et al. [1] and Xu et al. [15]. As applications, we study the existence of periodic solution of periodic stochastic logistic equation and periodic stochastic neural networks with infinite delays, respectively. The theorem for the existence of periodic solution of periodic stochastic logistic equation improve the result obtained by Jiang et al. [7].

Net Inventory Positions in Systems with Non-Stationary Poisson Demand Processes

  • Sung, Chang-Sup
    • 한국경영과학회지
    • /
    • 제6권2호
    • /
    • pp.51-55
    • /
    • 1981
  • In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.

  • PDF