Pages that link to "Item:Q2892298"
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The following pages link to A Unified Framework for Numerically Inverting Laplace Transforms (Q2892298):
Displayed 50 items.
- Computing the Distribution for the Number of Renewals with Bulk Arrivals (Q2940073) (← links)
- SOME RESULTS ON A NEW CLASS OF SHOCK MODELS (Q3052721) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Approximation of the first passage time distribution for the birth–death processes (Q3303375) (← links)
- Image-based blood flow estimation using a semi-analytical solution to the advection–diffusion equation in cylindrical domains (Q3382836) (← links)
- On the long-time transient formation of sink zones in near-critical fluids. A theoretical perspective (Q3388868) (← links)
- Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales (Q3516424) (← links)
- Creep of a C-S-H gel: a micromechanical approach (Q3569723) (← links)
- On the estimation of the Mori-Zwanzig memory integral (Q4556643) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- On the generalized reward generator for stochastic fluid models: A new equation for <i><b>Ψ</b></i> (Q4603846) (← links)
- Stationary distributions for a class of Markov-modulated tandem fluid queues (Q4603847) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Stability analysis of distributed-order nonlinear dynamic systems (Q4638193) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant (Q4913957) (← links)
- Axisymmetric viscous interfacial oscillations – theory and simulations (Q4972283) (← links)
- Transient solute transport with sorption in Poiseuille flow (Q4972375) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Affine Storage and Insurance Risk Models (Q5026437) (← links)
- Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation (Q5044431) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- Concentrated matrix exponential distributions with real eigenvalues (Q5051200) (← links)
- Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model (Q5087123) (← links)
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
- Coupled flow and deformation fields due to a line load on a poroelastic half space: effect of surface stress and surface bending (Q5160868) (← links)
- L\'evy-driven polling systems and continuous-state branching processes (Q5168849) (← links)
- Algebraic Conditions for Stability Analysis of Linear Time‐Invariant Distributed Order Dynamic Systems: A Lagrange Inversion Theorem Approach (Q5194904) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Pollutant Dispersion Modeling via Mathematical Homogenization and Integral Transform-Based Multilayer Methods (Q5243785) (← links)
- Systemic Risk in Interbanking Networks (Q5258451) (← links)
- Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent (Q5320663) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- Trapping of Planar Brownian Motion: Full First Passage Time Distributions by Kinetic Monte Carlo, Asymptotic, and Boundary Integral Methods (Q5880621) (← links)
- Transient Green's functions of dislocations in transversely isotropic and layered poroelastic half-spaces (Q6040699) (← links)
- (Q6043631) (← links)
- A stochastic time scale based framework for system reliability under a Markovian dynamic environment (Q6079103) (← links)
- Waiting times in a branching process model of colorectal cancer initiation (Q6106337) (← links)
- Workload analysis of a two-queue fluid polling model (Q6116755) (← links)
- \(khp\)-adaptive spectral projection based discontinuous Galerkin method for the numerical solution of wave equations with memory (Q6136542) (← links)
- Numerical solution of distributed-order time-fractional diffusion-wave equations using Laplace transforms (Q6157919) (← links)