scientific article; zbMATH DE number 2026092
From MaRDI portal
Publication:4443503
Cited in
(22)- 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
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
- Sensitivities of Asian options in the Black-Scholes model
- Asymptotic results for runs and empirical cumulative entropies
- 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
- Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
- Large deviation principle for stochastic slow-fast system with nonlinear multiplicative fractional Brownian motion
- Entropy of open lattice systems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4443503)