Stochastic Differential Equation Under ExternalColored Noise
DOI:
https://doi.org/10.32792/jeps.v13i3.328الملخص
In this paper we study the second moment in stochastic differential equation when this equation
contains colored noise and white noise . In order to solve this equation we use several steps and
derivations when we get the results, we will have several equations that we solved in numerical ways
through MATLAB, then we give assumed values for the parameters and we make a table for the
second moment with the proposed values, In the second part we find a probability density function
(pdf), and we take a maximum likelihood to this pdf and find result the posterior to colored noise
from proposed function
المراجع
S .Boccaletti , V.Lator , Y.Moreno ,M.Chave and D.Hawag , complex net word :structure and
dynamics , physics Rep .2005
F.Guo , C.zhu ,X.Cheng and H.Li stochastic resonance in a fractional
Harmonic oscillator subject to random mass and signal modulated noise physical A.2016
M.Gitterman , the noisy oscillator , the first hundred
years from Einstein until now (2005) .
W . Horsthemake and R.Lefever , noise in physics springer , Berlin ,
.
D.Wolpert , the stochastic thermodynamics of comoutation , J . phys.
A52 (19) 2019 193001 .
D.H .Wolpert , Uncertianty Relations and fluctuation theorems for Bays Nets , phys: Revilett .
(2020) 200602 .
Israa kamil edam and Nabeel J. Hassan statistical Approach of oscillator with Random
Frequancy (2022) .
1. A.P. Basu and N. Ebrahimi, Bayesian approach to life testing and reliability estimation using
asymmetric loss function, J. Statist. Plann. Inference 29, 1991, pp. 21-31.
R. Calabria and G. Pulcini, An engineering approach to Bayes estimation for the Weibull
distribution, Microelectron Reliability 34, 1994, pp. 789-802.
E. J. Green, F. A. Jr. Roesh, A. F. M. Smith, W. E. Strawderman, Bayes estimation for the three
parameter Weibull distribution with tree diameters data, Biometrics 50 (4), 1994, pp. 254-269.
A. M. Hossain, W. J. Zimmer, Comparison of estimation methods for Weibull parameters:
complete and censored samples, J. Statist. Compute. Simulation 73 (2), 2003, pp. 145-153.
Z. F. Jaheen, On record statistics from a mixture of two exponential Computat. Simul.,
(1), 2005, pp. 1-11 distributions, J. Statist.
N.L. Johnson, S. Kotz, , N. Balakrishnan, Continuous Univariate
Distributions, second ed. vol 1.Wiley, NewYork, 1994.
D. V. Lindley, Approximate Bayes Methods. Bayesian Statistics, Valency, 1980.
A. Parsian and N. Sanjari Farsipour, On the admissibility and inadmissibility estimators
of scale parameters using an asymmetric loss function, Communications Statistics-Theory and
Methods 22, 1993, pp. 2877-2901.
التنزيلات
منشور
إصدار
القسم
الرخصة
الحقوق الفكرية (c) 2023 Journal of Education for Pure Science- University of Thi-Qar
هذا العمل مرخص بموجب Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
The Authors understand that, the copyright of the articles shall be assigned to Journal of education for Pure Science (JEPS), University of Thi-Qar as publisher of the journal.
Copyright encompasses exclusive rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms and any other similar reproductions, as well as translations. The reproduction of any part of this journal, its storage in databases and its transmission by any form or media, such as electronic, electrostatic and mechanical copies, photocopies, recordings, magnetic media, etc. , will be allowed only with a written permission from Journal of education for Pure Science (JEPS), University of Thi-Qar.
Journal of education for Pure Science (JEPS), University of Thi-Qar, the Editors and the Advisory International Editorial Board make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in the Journal of education for Pure Science (JEPS), University of Thi-Qar are sole and exclusive responsibility of their respective authors and advertisers.
