Publication:4443503
From MaRDI portal
zbMath1163.60312MaRDI QIDQ4443503
Publication date: 13 January 2004
Related Items
SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL, Crossover scaling functions in the asymmetric avalanche process, Large deviations for the stochastic quasigeostrophic equation with multiplicative noise, Asymptotic results for empirical means of independent geometric distributed random variables, Limit Theorems for Empirical Density of Greatest Common Divisors, Large deviations, Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process, Asymptotic results for runs and empirical cumulative entropies, Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems, Entropy of open lattice systems, Monitoring the monitor: An incentive structure for a financial intermediary, Large deviations for risk measures in finite mixture models, Large deviations for fractional Poisson processes, On large deviations for some sequences of weighted means of Gaussian processes, On the validity of entropy production principles for linear electrical circuits, Large deviations for proportions of observations which fall in random sets determined by order statistics, A characterization of generalized multinomial coefficients related to the entropic chain rule, Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications, Lattice gas models with long range interactions, Dynamical fluctuations for periodically driven diffusions, Variational and optimal control representations of conditioned and driven processes
