Forward and reverse representations for Markov chains (Q2372464): Difference between revisions

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+Probability density estimation in stochastic environmental models using reverse representa\-tions
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+Accelerated convergence for nonparametric regression with coarsened predictors
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+Estimating Densities of Functions of Observations
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+RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
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+Non‐commuting random evolutions, and an operator‐valued Feynman‐Kac formula
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+On the stability of systems with random parameters
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Interaction of Markov Processes
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+Q4192764
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+Q5563789
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+Monte Carlo construction of hedging strategies against multi-asset European claims
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+Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
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+Q4826106
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+Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
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+Q4863755
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+Q4727203
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+Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters
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