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The model is described by a continuous time four-dimensional autonomous system with an exponential nonlinearity.
The traffic of the primary system in each channel is modeled by a continuous time Markov process.
We will rescale the duration of a movement so that it can be represented by a continuous time index t∈[0,1].
In this paper, we study the BSDE whose generator f is directly affected by a continuous time, finite-state Markov chain.
In this regard, we follow Pistorius and Mijatovic (2011) who show how to approximate a Lé vy process by a continuous time finite state Markov chain and use the approximation to price barrier options.
As in the probabilistic model of Felsenstein [35] for a phylogenetic tree, we assume that the transition from state i to state j along a transition with branch length t will occur with probability Pij t) that is determined by a continuous time Markov process (CTMP).
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Dynamics is addressed by incorporating a continuous time dimension.
One can obtain the likelihood of a particular phylogenetic tree that relates the extant species of interest at its leaves by superimposing a continuous time Markov chain model of DNA substitution upon that tree.
We first characterize the underwriting process without investment by a continuous time-dependent renewal risk model.
Separate models were fitted assuming: (i) a constant seasonal pattern across the 3 years of the study by taking t=1,…,12; or (ii) a continuous time for the entire study period by taking t=1,…,36.
The temporal rainfall-runoff relationship at the catchment scale is described by a convolution integral on a continuous time scale.
More suggestions(16)
by a continuous zig-zagging
by a continuous series
by a significant time
by a continuous mud
by a Good time
by a continuous point
by a continuous survey
by a continuous caster
by a continuous layer
by a continuous degradation
by a continuous over-load
by a final time
by a continuous distribution
by a continuous everlasting
by a continuous diet
by a continuous electroplating
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