Probability and stochastics.
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(only showing first 100 items - show all)- Efficient probabilistic reconciliation of forecasts for real-valued and count time series
- Random intertemporal choice
- Characterization of the inverse stable subordinator
- Maximum loss and maximum gain of spectrally negative Lévy processes
- Fractional white-noise limit and paraxial approximation for waves in random media
- Optimization formulation and monotonic solution method for the Witsenhausen problem
- Stable control of firing rate mean and variance by dual homeostatic mechanisms
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
- A unified framework for stochastic optimization
- Stochastic input-to-state stability of random impulsive nonlinear systems
- Generalized variance functions for infinitely divisible mixture distributions
- Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles
- An exact static solution approach for the service parts end-of-life inventory problem
- John ellipsoid and the center of mass of a convex body
- Lewis model revisited: option pricing with Lévy processes
- On time-discretized versions of the stochastic SIS epidemic model: a comparative analysis
- Lévy-Ito models in finance
- The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.
- Further stability results for random nonlinear systems with stochastic impulses
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes
- A sufficient condition for random zero sets of Fock spaces
- Transport plans with domain constraints
- Infinite server queues in a random fast oscillatory environment
- Fractional Keller-Segel equations
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction
- Trait-dependent branching particle systems with competition and multiple offspring
- From reinforcement learning to optimal control: a unified framework for sequential decisions
- Directed graph encoding in quantum computing supporting edge-failures
- Kac-Rice formula for transverse intersections
- State-based confidence bounds for data-driven stochastic reachability using Hilbert space embeddings
- Random weighted shifts on Hilbert spaces of analytic functions
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
- Stackelberg differential game for insurance under model ambiguity
- Logarithmic Lévy process directed by Poisson subordinator
- Law of large numbers and central limit theorem for a class of pure jump Markov process
- Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
- An optimal stopping approach for the end-of-life inventory problem
- Order and exit decisions under non-increasing price curves for products with short life cycles
- Infinite-server systems with Coxian arrivals
- Stochastic equations and limit results for some two-type branching models
- Estimating transformation function
- Propagation of chaos for fractional Keller Segel equations in diffusion dominated and fair competition cases
- Central limit theorems for an Indian buffet model with random weights
- A characterization theorem for Aumann integrals
- Stabilizing policies for probabilistic matching systems
- A bivariate failure time model with random shocks and mixed effects
- Theory of probability and random processes.
- Monotone and fast computation of Euler's constant
- A direct solution method for pricing options involving the maximum process
- An improved averaged two-replication procedure with Latin hypercube sampling
- Distribution of maximum loss of fractional Brownian motion with drift
- Intersection and proximity of processes of flats
- Dirichlet's eta and beta functions: concavity and fast computation of their derivatives
- Reinsurance of multiple risks with generic dependence structures
- A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process
- Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions
- Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
- Markov risk mappings and risk-sensitive optimal prediction
- Optimal learning with non-Gaussian rewards
- Characterizations of discrete compound Poisson distributions
- Introduction to probability and stochastic processes with applications.
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence
- A probabilistic approach to mean field games with major and minor players
- scientific article; zbMATH DE number 5818301 (Why is no real title available?)
- Knowing the odds. An introduction to probability
- An approximate policy for a dual-sourcing inventory model with positive lead times and binomial yield
- Foundations of Modern Probability
- Sparse exchangeable graphs and their limits via graphon processes
- Time-coherent risk measures for continuous-time Markov chains
- Propagation of chaos for aggregation equations with no-flux boundary conditions and sharp sensing zones
- Deterministic Bayesian information fusion and the analysis of its performance
- Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process
- Multivariate marked Poisson processes and market related multidimensional information flows
- On intensities of perturbed random measures on Hausdorff spaces
- Social discounting and the long rate of interest
- Taylor's law, via ratios, for some distributions with infinite mean
- Correlated random measures
- Epidemic models with varying infectivity
- A new random perturbation interval of symmetric eigenvalue problem
- Probabilistic symmetries and invariant neural networks
- Chaining meets chain rule: multilevel entropic regularization and training of neural networks
- The local time method for targeting and selection
- Edgeworth expansions for slow-fast systems with finite time-scale separation
- A Mutation-Selection Model with Recombination for General Genotypes
- Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
- Approximation of the height process of a continuous state branching process with interaction
- Generalized Poisson measures on topological spaces and applications
- Necessity of weak subordination for some strongly subordinated Lévy processes
- A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
- A note on marked point processes and multivariate subordination
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion
- A stochastic Levenberg-Marquardt method using random models with complexity results
- Another characterization of homogeneous Poisson processes
- Multilevel hybrid split-step implicit tau-leap
- KOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN)
- A continuous-time model of centrally coordinated motion with random switching
- Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections
- Synchronization in stochastic biochemical oscillators subject to common multiplicative extrinsic noise
- Approximate simulation techniques and distribution of an extended gamma process
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