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We are concerned with the fuzzy stochastic differential equations driven by multidimensional Brownian motion viewed as a tool used to describe the behavior of dynamic systems operating in fuzzy environments with stochastic noises. Under the uniform Lipschitz condition, we prove the local uniqueness theorem for the solutions of fuzzy stochastic differential equations. Next we show, assuming the Lipschitz...
Our goal is to study numerical approximations of the solutions of backward stochastic differential equations in some general conditions for the coefficient functions and without the condition of the continuity for the final data. An example which sustains our explicitly scheme for solving a class of this stochastic differential equation is presented.
This paper proposes a new approach to analyze crosstalk of coupled interconnects in the presence of process variations. The suggested method translates correlated process variations into orthogonal random variables by principle component analysis (PCA). combined with polynomial chaos expression (PCE), the technique utilizes Stochastic Collocation Method (SCM) to analyze the system response of coupled...
We analyze the average-case behaviour of the Next-Fit algorithm for bin-packing, and obtain closed-form expressions for distributions of interest. Our analysis is based on a novel technique of partitioning the interval (0, 1) suitably and then formulating the problem as a matrix-differential equation. We compare our analytic results with previously known simulation results and show that there is an...
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