| Publication | Date of Publication | Type |
|---|
Lorentz covariant physical Brownian motion: classical and quantum
Annals of Physics | 2024-12-16 | Paper |
A predictive approach to quantiles: application to value at risk and tail value at risk
Probability and Mathematical Statistics | 2024-10-16 | Paper |
Quantum random evolutions
Journal of Statistical Physics | 2024-07-01 | Paper |
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean
Statistica Neerlandica | 2024-04-23 | Paper |
| The Hamilton Jacobi equation, the Feynman-Kac formula and the classical limit | 2024-01-10 | Paper |
| Ill-posed linear inverse problems with box constraints: A new convex optimization approach | 2023-07-05 | Paper |
| Canonical equivalence of a charge in a time dependent, spatially-homogeneous electromagnetic field to a time-dependent perturbed oscillator | 2023-06-26 | Paper |
Loss data analysis. The maximum entropy approach
De Gruyter STEM | 2022-12-05 | Paper |
A model-free, non-parametric method for density determination, with application to asset returns
Physica A | 2022-07-15 | Paper |
Calibration of short rate term structure models from bid-ask coupon bond prices
Physica A | 2022-06-23 | Paper |
Construction of contingency tables by maximum entropy in the mean
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Prediction in Riemannian metrics derived from divergence functions
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Maximum entropy in the mean methods in propensity score matching for interval and noisy data
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
| Classical and quantum harmonic oscillators subject to a time dependent force | 2022-04-07 | Paper |
Harmonic oscillators, waves and Gaussian processes
Statistics & Probability Letters | 2021-11-12 | Paper |
Forced harmonic oscillators, waves on a forced string and changes of measure
Statistics & Probability Letters | 2021-11-12 | Paper |
| Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean, and geometry in the space of probabilities | 2021-09-02 | Paper |
Geometry of the probability simplex and its connection to the maximum entropy method
Journal of Applied Mathematics, Statistics and Informatics | 2020-12-07 | Paper |
Maximum entropy in the mean: A useful tool for constrained linear problems
AIP Conference Proceedings | 2020-08-24 | Paper |
| From generalized arithmetic means to geodesics to Hamilton dynamics to Bregman divergences | 2020-07-29 | Paper |
| A predictive approach to generalized arithmetic means | 2020-05-15 | Paper |
| Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences | 2020-03-10 | Paper |
Best predictors in logarithmic distance between positive random variables
Journal of Applied Mathematics, Statistics and Informatics | 2020-01-17 | Paper |
Inferring probability densities from expert opinion
Applied Mathematical Modelling | 2020-01-15 | Paper |
Hitting spheres with Brownian motion revisited
Statistics & Probability Letters | 2019-09-25 | Paper |
Application of the method of maximum entropy in the mean to classification problems
Physica A | 2018-11-13 | Paper |
Numerical determination of hitting time distributions from their Laplace transforms: simple cases
Physica A | 2018-09-20 | Paper |
Entropy and density approximation from Laplace transforms
Applied Mathematics and Computation | 2018-08-24 | Paper |
Sample dependence in the maximum entropy solution to the generalized moment problem
Journal of Probability and Statistics | 2018-08-14 | Paper |
Superresolution in the maximum entropy approach to invert Laplace transforms
Inverse Problems in Science and Engineering | 2018-05-03 | Paper |
Loss data analysis. The maximum entropy approach
De Gruyter Textbook | 2018-01-10 | Paper |
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Applied Mathematical Finance | 2017-10-05 | Paper |
| Prediction in logarithmic distance | 2017-03-25 | Paper |
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Recovering a distribution from its translated fractional moments
Statistics & Probability Letters | 2016-09-13 | Paper |
A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean
Entropy | 2016-06-15 | Paper |
Density reconstructions with errors in the data
Entropy | 2016-06-15 | Paper |
Maxentropic approach to decompound aggregate risk losses
Insurance Mathematics & Economics | 2015-09-14 | Paper |
Two maxentropic approaches to determine the probability density of compound risk losses
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Fractional moments and maximum entropy: geometric meaning
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
An entropic estimator for linear inverse problems
Entropy | 2014-09-08 | Paper |
Determination of the distribution of total loss from the fractional moments of its exponential
Applied Mathematics and Computation | 2014-07-04 | Paper |
Laplace transform inversion on the real line is truly ill-conditioned
Applied Mathematics and Computation | 2014-06-20 | Paper |
Stochastic volatility models including open, close, high and low prices
Quantitative Finance | 2012-06-26 | Paper |
A method for determining risk aversion functions from uncertain market prices of risk
Insurance Mathematics & Economics | 2012-02-10 | Paper |
A concentrated, nonlinear information-theoretic estimator for the sample selection model
Entropy | 2012-01-09 | Paper |
| Linear inverse problems. The maximum entropy connection. With CD-ROM. | 2011-05-05 | Paper |
Assessment and propagation of input uncertainty in tree-based option pricing models
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Recovering decay rates from noisy measurements with maximum entropy in the mean
Journal of Probability and Statistics | 2010-12-01 | Paper |
Stieltjes moment problem and fractional moments
Applied Mathematics and Computation | 2010-07-19 | Paper |
Hausdorff moment problem and fractional moments
Applied Mathematics and Computation | 2010-07-19 | Paper |
Bayesian parameter inference for models of the Black and Scholes type
Applied Stochastic Models in Business and Industry | 2010-04-22 | Paper |
| scientific article; zbMATH DE number 5657382 (Why is no real title available?) | 2010-01-13 | Paper |
Determination of risk pricing measures from market prices of risk
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Inverse problems for random walks on trees: network tomography
Statistics & Probability Letters | 2008-12-10 | Paper |
Hitting Time and Inverse Problems for Markov Chains
Journal of Applied Probability | 2008-11-13 | Paper |
| scientific article; zbMATH DE number 5353744 (Why is no real title available?) | 2008-10-20 | Paper |
A Proposal for a New Bound for Discrete Distributions
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
| Predictive approach to some quantum paradoxes | 2008-02-15 | Paper |
Intrinsic geometry on the class of probability densities and exponential families
Publicacions Matemàtiques | 2008-02-15 | Paper |
In search of the best approximant
Applied Mathematics and Computation | 2007-09-17 | Paper |
A geometry on the space of probabilities. I: The finite dimensional case
Revista Matemática Iberoamericana | 2007-05-14 | Paper |
A geometry on the space of probabilities. I: The finite dimensional case
Revista Matemática Iberoamericana | 2007-05-14 | Paper |
A geometry on the space of probabilities. II: Projective spaces and exponential families
Revista Matemática Iberoamericana | 2007-05-03 | Paper |
A geometry on the space of probabilities. II: Projective spaces and exponential families
Revista Matemática Iberoamericana | 2007-05-03 | Paper |
Maxentropic solution of fractional moment problems
Applied Mathematics and Computation | 2006-05-16 | Paper |
| scientific article; zbMATH DE number 2233198 (Why is no real title available?) | 2005-11-28 | Paper |
| scientific article; zbMATH DE number 2226270 (Why is no real title available?) | 2005-11-08 | Paper |
A perturbative approach for reconstructing diffusion coefficients
Applied Mathematics and Computation | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 1978902 (Why is no real title available?) | 2003-12-03 | Paper |
Maxentropic construction of risk neutral measures: discrete market models
Applied Mathematical Finance | 2003-10-09 | Paper |
Entropic approach to interior point solution of linear programs
Applied Mathematics and Computation | 2003-07-30 | Paper |
On Poisson-Dirichlet problems with polynomial data
Publicacions Matemàtiques | 2003-06-16 | Paper |
Probabilistic approach to an image reconstruction problem
Methodology and Computing in Applied Probability | 2003-05-27 | Paper |
| scientific article; zbMATH DE number 1861858 (Why is no real title available?) | 2003-01-29 | Paper |
A generalized maxentropic inversion procedure for noisy data.
Applied Mathematics and Computation | 2003-01-28 | Paper |
Inverse problem for the acoustic wave equation: A probabilistic approach to approximations and uniqueness
Applied Mathematics and Computation | 2003-01-28 | Paper |
Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions
Applied Mathematics and Computation | 2003-01-28 | Paper |
Probabilistic Remarks in the Theory of Scattering by Soft Obstacles
Studies in Applied Mathematics | 2002-12-11 | Paper |
Maxentropic Reconstruction of Some Probability Distributions
Studies in Applied Mathematics | 2002-12-11 | Paper |
Maxentropic reconstruction with uncertainty in the data and varying a priori information
Mathematical and Computer Modelling | 2002-05-05 | Paper |
A comparative study of some reconstruction methods for linear inverse problems.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Parameter estimation in superposition of decaying exponentials
Applied Mathematics and Computation | 2000-09-05 | Paper |
Linear reconstruction problems with convex constraints: Influence of the a priori data
Applied Mathematics and Computation | 2000-06-25 | Paper |
| scientific article; zbMATH DE number 1241812 (Why is no real title available?) | 1999-01-18 | Paper |
The Weierstrass Approximation Theorem and Large Deviations
The American Mathematical Monthly | 1998-04-28 | Paper |
Solving Fredholm equations by maximum entropy on the mean. Application to superresolution
Mathematical and Computer Modelling | 1998-03-17 | Paper |
Maxentropic reconstruction of Fourier and Laplace transforms under nonlinear constraints
Applied Mathematics and Computation | 1997-09-17 | Paper |
A maxentropic procedure for reconstructing a distribution from its marginals
Mathematical and Computer Modelling | 1997-05-28 | Paper |
Maxentropic reconstruction of Fourier and Laplace transforms
Applied Mathematics and Computation | 1996-07-14 | Paper |
| scientific article; zbMATH DE number 789259 (Why is no real title available?) | 1995-08-22 | Paper |
A path integral approach for solving Euler's equation describing the oscillations of an infinite bar
Mathematical and Computer Modelling | 1994-09-25 | Paper |
Hitting spheres from the exterior
The Annals of Probability | 1994-08-11 | Paper |
Hitting spheres with Brownian motion and Sommerfeld's radiation condition
Journal of Mathematical Analysis and Applications | 1994-06-08 | Paper |
Probabilistic approach to wave propagation problems. IV: Reflecting boundaries
Mathematical and Computer Modelling | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 48342 (Why is no real title available?) | 1992-09-17 | Paper |
The max-ent approach to linear programming with quadratic errors
Mathematical and Computer Modelling | 1991-01-01 | Paper |
Probabilistic approach to wave propagation problems. III: Brownian local times and waves in layered media
Mathematical and Computer Modelling | 1991-01-01 | Paper |
Linear programming with maximum entropy
Mathematical and Computer Modelling | 1990-01-01 | Paper |
Diffusions on some submanifolds of Euclidean spaces
Statistics & Probability Letters | 1990-01-01 | Paper |
Probabilistic approach to wave propagation problems. II: Boundary value problems
Mathematical and Computer Modelling | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4188353 (Why is no real title available?) | 1989-01-01 | Paper |
The Feynman-Kac formula and the Hamilton-Jacobi equation
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
Umbral calculus via integral transforms
Journal of Mathematical Analysis and Applications | 1988-01-01 | Paper |
Characterization of vector valued, Gaussian, stationary, Markov processes
Statistics & Probability Letters | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3957118 (Why is no real title available?) | 1986-01-01 | Paper |
Multidimensional extension of Faa di Bruno's formula
Journal of Mathematical Analysis and Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3952071 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4001546 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4050577 (Why is no real title available?) | 1986-01-01 | Paper |
Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems
Journal of Mathematical Analysis and Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3978463 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3915683 (Why is no real title available?) | 1985-01-01 | Paper |
Canonical transformations, umbral calculus and orthogonal theory
Journal of Mathematical Analysis and Applications | 1985-01-01 | Paper |
Probabilistic approach for comparing first eigenvalues
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1985-01-01 | Paper |
Probabilistic approach for comparing first eigenvalues
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1985-01-01 | Paper |
Evolution semigroups and Hamiltonian flows
Journal of Mathematical Analysis and Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3864170 (Why is no real title available?) | 1984-01-01 | Paper |
Bounds for the first eigenvalue of a spherical cap
Applied Mathematics and Optimization | 1983-01-01 | Paper |
Integration of the linear filtering problem by means of canonical transformations
Systems & Control Letters | 1983-01-01 | Paper |
Linearized Boltzmann equations. I: Representation of solutions
Journal of Statistical Physics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3783753 (Why is no real title available?) | 1981-01-01 | Paper |
Remarks on the equation \(dX_t=a(X_t)dB_t\).
Stochastic Processes and their Applications | 1981-01-01 | Paper |
Infinitesimal generators of time changed processes
The Annals of Probability | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3671450 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3676943 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3626378 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3626378 (Why is no real title available?) | 1979-01-01 | Paper |
On entrance—exit distributions of Markov processes
Journal of Applied Probability | 1978-01-01 | Paper |
On generators of subordinate semigroups
The Annals of Probability | 1978-01-01 | Paper |
Levy systems for time-changed processes
The Annals of Probability | 1977-01-01 | Paper |
