Pages that link to "Item:Q1575836"
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The following pages link to Stochastic processes and orthogonal polynomials (Q1575836):
Displaying 50 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions (Q281547) (← links)
- Polynomial sequences associated with the moments of hypergeometric weights (Q288689) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- A new family of time-space harmonic polynomials with respect to Lévy processes (Q380402) (← links)
- Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes (Q389089) (← links)
- Determinantal martingales and noncolliding diffusion processes (Q404593) (← links)
- Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics (Q417898) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- Prediction of geometric uncertainty effects on fluid dynamics by polynomial chaos and fictitious domain method (Q435497) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- Distribution of the sum-of-digits function of random integers: a survey (Q462807) (← links)
- On integration with respect to the \(q\)-Brownian motion (Q467041) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration (Q478448) (← links)
- On moments of classical orthogonal polynomials (Q481945) (← links)
- Probabilistic approach to Appell polynomials (Q491950) (← links)
- Algebraic polynomials and moments of stochastic integrals (Q534410) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces (Q549655) (← links)
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup (Q557717) (← links)
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs (Q604684) (← links)
- Multifractal scaling of products of birth-death processes (Q605873) (← links)
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes (Q606628) (← links)
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- A fully symmetric nonlinear biorthogonal decomposition theory for random fields (Q629030) (← links)
- Adaptive sparse polynomial chaos expansion based on least angle regression (Q630485) (← links)
- Variational multiscale stabilized FEM formulations for transport equations: Stochastic advection-diffusion and incompressible stochastic Navier-Stokes equations (Q703741) (← links)
- Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems (Q728862) (← links)
- Matrix calculus-based approach to orthogonal polynomial sequences (Q779941) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On the construction of Wiener integrals with respect to certain pseudo-Bessel processes (Q860695) (← links)
- Stochastic spectral methods for efficient Bayesian solution of inverse problems (Q886042) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Explicit forms of \(q\) -deformed Lévy-Meixner polynomials and their generating functions (Q925944) (← links)
- Asymptotic analysis of the Krawtchouk polynomials by the WKB method (Q953253) (← links)
- The Kolmogorov distance between the binomial and Poisson laws: efficient algorithms and sharp estimates (Q962461) (← links)
- Askey-Wilson polynomials, quadratic harnesses and martingales (Q984449) (← links)
- Time-space harmonic polynomials relative to a Lévy process (Q1002572) (← links)
- Uncertainty quantification for systems of conservation laws (Q1008858) (← links)
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems (Q1009939) (← links)
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- A smooth approach to Malliavin calculus for Lévy processes (Q1028615) (← links)
- Stochastic processes with orthogonal polynomial eigenfunctions (Q1035624) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization (Q1048128) (← links)
- A continuous-time Markov chain under the influence of a regulating point process and applications in stochastic models with catastrophes (Q1399606) (← links)
