The following pages link to Mathieu Kessler (Q188415):
Displaying 20 items.
- (Q701965) (redirect page) (← links)
- Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967) (← links)
- Estimating equations based on eigenfunctions for a discretely observed diffusion process (Q1290377) (← links)
- Multiplicative Kalman filtering (Q1761531) (← links)
- Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter (Q1763110) (← links)
- On time-reversibility and estimating functions for Markov processes (Q1779001) (← links)
- Risk-averse structural topology optimization under random fields using stochastic expansion methods (Q2310201) (← links)
- On intrinsic priors for nonnested models (Q2387486) (← links)
- Robust shape optimization of continuous structures via the level set method (Q2419291) (← links)
- Approximation of the posterior density for diffusion processes (Q2489789) (← links)
- Control of partial differential equations via physics-informed neural networks (Q2696946) (← links)
- Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (Q2771550) (← links)
- Robust optimal shape design for an elliptic PDE with uncertainty in its input data (Q2949581) (← links)
- Estimation of an Ergodic Diffusion from Discrete Observations (Q4352094) (← links)
- Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion (Q4455910) (← links)
- (Q4852336) (← links)
- Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (Q4956066) (← links)
- The information in the marginal law of a Markov chain (Q5937010) (← links)
- Integral priors for the one way random effects model (Q5965210) (← links)
- Robust optimal Robin boundary control for the transient heat equation with random input data (Q6560674) (← links)
