scholarly journals First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \begin{document}$ \alpha $\end{document}-stable white noise

2020 ◽  
Vol 19 (8) ◽  
pp. 4127-4142
Author(s):  
Jiao Song ◽  
◽  
Jiang-Lun Wu ◽  
Fangzhou Huang ◽  
◽  
...  
Keyword(s):  
White Noise ◽  
Jump Diffusions ◽  
Jump Time

scholarly journals Stochastic differential games with inside information

2016 ◽  
Vol 19 (03) ◽  
pp. 1650016 ◽  
Author(s):  
Olfa Draouil ◽  
Bernt Øksendal
Keyword(s):  
White Noise ◽  
Differential Games ◽  
Malliavin Calculus ◽  
Model Uncertainty ◽  
Nash Equilibria ◽  
Stochastic Calculus ◽  
Stochastic Differential Games ◽  
Inside Information ◽  
Jump Diffusions

We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward integrals and the Donsker delta functional. We obtain a characterization of Nash equilibria of such games in terms of the corresponding Hamiltonians. This is used to study applications to insider games in finance, specifically optimal insider consumption and optimal insider portfolio under model uncertainty.

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

Auditory Selective Attention in Cerebral-Palsied Individuals

1985 ◽  
Vol 16 (4) ◽  
pp. 260-266 ◽  
Author(s):  
Lee Ann Laraway
Keyword(s):  
Selective Attention ◽  
White Noise ◽  
Normal Subjects ◽  
Auditory Selective Attention ◽  
Normal Individuals ◽  
Significant Difference

The purpose of this study was to determine whether there is a statistically significant difference between the auditory selective attention abilities of normal and cerebral-palsied individuals. Twenty-three cerebral-palsied and 23 normal subjects between the ages of 5 and 21 were asked to repeat a series of 30 items consisting of from 2 to 4 digits in the presence of intermittent white noise. Results of the study indicate that cerebral-palsied individuals perform significantly poorer than normal individuals when the stimulus is accompanied by noise. Noise was not a significant factor in the performance of the normal subjects regardless of age.

White Noise and Stuttering

1961 ◽  
Vol 4 (1) ◽  
pp. 72-72 ◽  
Author(s):  
Samuel Sutton ◽  
Richard Allen Chase
Keyword(s):  
White Noise

Infant Responses to Recorded Sounds

1968 ◽  
Vol 11 (4) ◽  
pp. 811-816 ◽  
Author(s):  
Maurice I. Mendel
Keyword(s):  
White Noise ◽  
Narrow Band ◽  
Limited Bandwidth ◽  
Broadband Spectrum ◽  
Continuous Band

Thirty infants, ranging in age from 4 to 11 months, were tested with five different recorded sounds that varied in bandwidth and temporal configuration: a continuous band of white noise, the same band of noise interrupted twice per second, the crinkling of onionskin paper, a narrow band of noise centered at 3000 Hz, and a warbled 3000 Hz tone. With loudness and duration of the stimuli held constant, more responses occurred to sounds composed of a broadband spectrum than to those of a limited bandwidth. Temporal configuration of the sound had no effect on the number of responses elicited.

Damage Risk: An Evaluation of the Effects of Exposure to 85 versus 90 dBA of Noise

1976 ◽  
Vol 19 (2) ◽  
pp. 216-224 ◽  
Author(s):  
James T. Yates ◽  
Jerry D. Ramsey ◽  
Jay W. Holland
Keyword(s):  
White Noise ◽  
Statistical Difference ◽  
Noise Exposure ◽  
Threshold Shift ◽  
Temporary Threshold Shift ◽  
Noise Levels ◽  
Potential Damage ◽  
Full Day ◽  
Damage Risk

The purpose of this study was to compare the damage risk of 85 and 90 dBA of white noise for equivalent full-day exposures. The damage risk of the two noise levels was determined by comparing the temporary threshold shift (TTS) of 12 subjects exposed to either 85 or 90 dBA of white noise for equivalent half- and full-day exposures. TTS was determined by comparing the pre- and postexposure binaural audiograms of each subject at 1, 2, 3, 4, 6, and 8 kHz. It was concluded that the potential damage risk, that is, hazardous effect, of 90 dBA is greater than 85 dBA of noise for equivalent full-day exposures. The statistical difference between the overall effects of equivalent exposures to 85 dBA as compared to 90 dBA of noise could not be traced to any one frequency. The damage risk of a full-day exposure to 85 dBA is equivalent to that of a half-day exposure to 90 dBA of noise. Within the limits of this study, TTS t was as effective as TTS 2 for estimating the damage risk of noise exposure.

Effect of Consonant-Vowel Ratio Modification on Amplitude Envelope Cues for Consonant Recognition

1991 ◽  
Vol 34 (2) ◽  
pp. 415-426 ◽  
Author(s):  
Richard L. Freyman ◽  
G. Patrick Nerbonne ◽  
Heather A. Cote
Keyword(s):  
White Noise ◽  
Intensity Ratio ◽  
Recognition Performance ◽  
Amplitude Envelope ◽  
Signal To Noise ◽  
Noise Masking ◽  
Spectral Cues ◽  
Consonant Recognition ◽  
Nonlinear Amplification ◽  
Speech Envelope

This investigation examined the degree to which modification of the consonant-vowel (C-V) intensity ratio affected consonant recognition under conditions in which listeners were forced to rely more heavily on waveform envelope cues than on spectral cues. The stimuli were 22 vowel-consonant-vowel utterances, which had been mixed at six different signal-to-noise ratios with white noise that had been modulated by the speech waveform envelope. The resulting waveforms preserved the gross speech envelope shape, but spectral cues were limited by the white-noise masking. In a second stimulus set, the consonant portion of each utterance was amplified by 10 dB. Sixteen subjects with normal hearing listened to the unmodified stimuli, and 16 listened to the amplified-consonant stimuli. Recognition performance was reduced in the amplified-consonant condition for some consonants, presumably because waveform envelope cues had been distorted. However, for other consonants, especially the voiced stops, consonant amplification improved recognition. Patterns of errors were altered for several consonant groups, including some that showed only small changes in recognition scores. The results indicate that when spectral cues are compromised, nonlinear amplification can alter waveform envelope cues for consonant recognition.

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