central limit theoremmartingalesBrownian motionMarkov chainsconditional expectationmeasure theorylaws of large numbersstochastic integral
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Foundations of stochastic processes (60G05)
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- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
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- Exploiting the polyhedral geometry of stochastic linear bilevel programming
- Infinite-volume states with irreducible localization sets for gradient models on trees
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- Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach
- The Differentiation Lemma and the Reynolds Transport Theorem for submanifolds with corners
- Probability Theory with Applications
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- scientific article; zbMATH DE number 7566047 (Why is no real title available?)
- Boundary crossing probabilities for the cumulative sample mean
- Solving the Kolmogorov PDE by means of deep learning
- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
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- Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
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- A phase transition for preferential attachment models with additive fitness
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