The following pages link to Probability and Stochastics (Q3075314):
Displayed 50 items.
- Efficient probabilistic reconciliation of forecasts for real-valued and count time series (Q160068) (← links)
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence (Q292351) (← links)
- A probabilistic approach to mean field games with major and minor players (Q303957) (← links)
- An approximate policy for a dual-sourcing inventory model with positive lead times and binomial yield (Q319386) (← links)
- A note on marked point processes and multivariate subordination (Q504490) (← links)
- Multilevel hybrid split-step implicit tau-leap (Q509646) (← links)
- A continuous-time model of centrally coordinated motion with random switching (Q510519) (← links)
- Approximate simulation techniques and distribution of an extended gamma process (Q518865) (← links)
- Jeffrey meets Kolmogorov. A general theory of conditioning (Q829832) (← links)
- Random intertemporal choice (Q1622388) (← links)
- Characterization of the inverse stable subordinator (Q1644180) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Fractional white-noise limit and paraxial approximation for waves in random media (Q1683785) (← links)
- Optimization formulation and monotonic solution method for the Witsenhausen problem (Q1689345) (← links)
- Stable control of firing rate mean and variance by dual homeostatic mechanisms (Q1710235) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Stochastic input-to-state stability of random impulsive nonlinear systems (Q1738580) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles (Q1989875) (← links)
- An exact static solution approach for the service parts end-of-life inventory problem (Q1991153) (← links)
- John ellipsoid and the center of mass of a convex body (Q1991398) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- On time-discretized versions of the stochastic SIS epidemic model: a comparative analysis (Q2022086) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. (Q2040938) (← links)
- Further stability results for random nonlinear systems with stochastic impulses (Q2041392) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- A sufficient condition for random zero sets of Fock spaces (Q2043914) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- Infinite server queues in a random fast oscillatory environment (Q2052947) (← links)
- Fractional Keller-Segel equations (Q2053946) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- Trait-dependent branching particle systems with competition and multiple offspring (Q2076625) (← links)
- From reinforcement learning to optimal control: a unified framework for sequential decisions (Q2094027) (← links)
- Directed graph encoding in quantum computing supporting edge-failures (Q2097414) (← links)
- Kac-Rice formula for transverse intersections (Q2116776) (← links)
- State-based confidence bounds for data-driven stochastic reachability using Hilbert space embeddings (Q2123214) (← links)
- Random weighted shifts on Hilbert spaces of analytic functions (Q2125041) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Logarithmic Lévy process directed by Poisson subordinator (Q2178926) (← links)
- Law of large numbers and central limit theorem for a class of pure jump Markov process (Q2195177) (← links)
- Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks (Q2209728) (← links)
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
- An optimal stopping approach for the end-of-life inventory problem (Q2283301) (← links)
- Order and exit decisions under non-increasing price curves for products with short life cycles (Q2283303) (← links)
- Infinite-server systems with Coxian arrivals (Q2284386) (← links)
- Stochastic equations and limit results for some two-type branching models (Q2322598) (← links)
- Estimating transformation function (Q2326051) (← links)