Search results

From MaRDI portal
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)
  • vertices of a hypercube 1999-01-18 Paper Optimal Scaling of Discrete Approximations to Langevin Diffusions 1999-01-06 Paper Convergence Properties of Perturbed...
    10 bytes (19 words) - 09:38, 9 December 2023
  • Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations 2012-08-28 Paper Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck...
    10 bytes (16 words) - 15:21, 11 December 2023
  • Paper Efficient importance sampling schemes for a feed-forward network 2016-10-24 Paper Importance Sampling for Multiscale Diffusions 2012-08-30 Paper https://portal...
    10 bytes (18 words) - 21:33, 8 December 2023
  • differential equations 2019-07-11 Paper Discrete-Time Statistical Inference for Multiscale Diffusions 2019-03-11 Paper Analysis of Multiscale Integrators for Multiple...
    10 bytes (18 words) - 10:52, 11 December 2023
  • A LEARNING ALGORITHM FOR DISCRETE-TIME STOCHASTIC CONTROL 2004-02-02 Paper Ergodic Control of Partially Degenerate Diffusions in a Compact Domain 2003-12-18...
    10 bytes (19 words) - 05:33, 9 December 2023
  • Application of an averaging principle on foliated diffusions: topology of the leaves 2015-08-17 Paper Extension of time for decomposition of stochastic...
    10 bytes (19 words) - 02:30, 10 December 2023
  • polytopes 2020-02-05 Paper Diffusions from infinity 2019-10-24 Paper Corrigendum to: ``A probabilistic analysis of a discrete-time evolution in recombination...
    10 bytes (16 words) - 00:27, 9 December 2023
  • reversal and age distributions, I. Discrete-time Markov chains 1980-01-01 Paper Dual diffusions, killed diffusions, and the age distribution problem in population...
    10 bytes (17 words) - 18:01, 11 December 2023
  • simulation of diffusion in a domain 2002-06-11 Paper Efficient schemes for the weak approximation of reflected diffusions 2002-05-28 Paper Discrete time hedging...
    10 bytes (16 words) - 10:32, 9 December 2023
  • model reduction for discrete-time descriptor systems 2019-05-24 Paper Semismooth Potentials of Stochastic Systems With Degenerate Diffusions 2018-12-19 Paper...
    10 bytes (18 words) - 19:37, 9 December 2023
  • of American Options in Discrete Time 2012-09-28 Paper Copula-based semiparametric models for multivariate time series 2012-08-13 Paper On the Robustness...
    10 bytes (17 words) - 18:55, 9 December 2023
  • 2004-09-22 Paper Estimate of spectral gap for continuous gas 2004-08-04 Paper Essential spectral radius for Markov semigroups. I: Discrete time case 2004-03-11 Paper...
    10 bytes (17 words) - 16:47, 8 December 2023
  • Tale of Two Time Scales 2007-08-20 Paper An asymptotic decomposition of hedging errors 2007-07-31 Paper The Effects of Random and Discrete Sampling when...
    10 bytes (18 words) - 09:38, 9 December 2023
  • control of discrete-time, finite-state Markov decision processes 2000-10-17 Paper Extension based limited lookahead supervision of discrete event systems...
    10 bytes (19 words) - 22:54, 10 December 2023
  • controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains 2003-10-27 Paper Stability of Markov modulated discrete-time dynamic...
    10 bytes (18 words) - 06:23, 9 December 2023
  • 2006-08-28 Paper Analysis of SPDEs arising in path sampling. I: The Gaussian case 2006-06-12 Paper Conditional path sampling of SDEs and the Langevin MCMC...
    10 bytes (19 words) - 18:00, 8 December 2023
  • function for discretely sampled diffusions 2007-12-16 Paper Parameter estimation in stochastic differential equations. 2007-10-19 Paper Rates of weak convergence...
    10 bytes (20 words) - 11:45, 9 December 2023
  • 1999-05-18 Paper Robustness of Nonlinear Filters Over the Infinite Time Interval 1998-09-21 Paper Exponential stability of discrete-time filters for bounded observation...
    10 bytes (17 words) - 19:07, 9 December 2023
  • Publication Date of Publication Type The computational cost of blocking for sampling discretely observed diffusions 2023-02-17 Paper Continuous-discrete smoothing...
    10 bytes (16 words) - 01:58, 25 September 2023
  • Construction of diffusions on sets of mappings from an interval to compact Riemannian manifolds 2013-09-24 Paper Robust nonparametric detection of objects in...
    10 bytes (16 words) - 15:09, 11 December 2023
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)