The following pages link to Mario Lefebvre (Q275967):
Displayed 50 items.
- Item:Q275967 (redirect page) (← links)
- An application of filtered renewal processes in hydrology (Q275969) (← links)
- First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646) (← links)
- Maximizing the mean exit time of a Brownian motion from an interval (Q538913) (← links)
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- Item:Q275967 (redirect page) (← links)
- Similarity solutions of partial differential equations in probability (Q642447) (← links)
- A semi-Markov process with an inverse Gaussian distribution as sojourn time (Q646230) (← links)
- Forcing a stochastic process to stay in or to leave a given region (Q805589) (← links)
- On a modified \(\mathrm{M/M}/m/n\) queueing model (Q821320) (← links)
- Using filtered Poisson processes to model a river flow (Q838219) (← links)
- Applied stochastic processes. (Q869478) (← links)
- Hitting lines at minimal cost with a Gaussian process (Q923042) (← links)
- The gambler's ruin problem for a Markov chain related to the Bessel process (Q951168) (← links)
- Generalized filtered Poisson processes and application in hydrology (Q958954) (← links)
- First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532) (← links)
- Optimal control of an Ornstein-Uhlenbeck process (Q1090304) (← links)
- Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process (Q1122869) (← links)
- Similarity solutions of first-passage problems for two-dimensional Wiener processes (Q1126102) (← links)
- Using a geometric Brownian motion to control a Brownian motion and vice versa (Q1275935) (← links)
- A bidimensional optimal landing problem (Q1298277) (← links)
- First hitting place distributions for the Ornstein-Uhlenbeck process (Q1380663) (← links)
- Hitting parabolas and exponential curves with diffusion processes (Q1403738) (← links)
- First-passage problems for degenerate two-dimensional diffusion processes (Q1423860) (← links)
- Integrated diffusion processes inside rectangles (Q1432035) (← links)
- Modeling and forecasting the peak flows of a river (Q1432042) (← links)
- Survival maximization for a Laguerre population (Q1432043) (← links)
- First hitting place distributions for two-dimensional Wiener processes (Q1580826) (← links)
- Modeling and forecasting river flows by means of filtered Poisson processes (Q1634985) (← links)
- A homing problem for diffusion processes with control-dependent variance. (Q1879890) (← links)
- Stochastic bargaining models (Q1893315) (← links)
- LQG homing problem with a maximin cost (Q1926319) (← links)
- General LQG homing problems in one dimension (Q1929683) (← links)
- Moments of first-passage places for jump-diffusion processes (Q2023838) (← links)
- Probabilistic solutions of integral equations from optimal control (Q2168957) (← links)
- A stochastic model for computer virus propagation (Q2197186) (← links)
- The ruin problem for a Wiener process with state-dependent jumps (Q2214225) (← links)
- Linearization of a matrix Riccati equation associated to an optimal control problem (Q2247880) (← links)
- A one- and two-dimensional generalized Pareto model for a river flow (Q2504409) (← links)
- A filtered renewal process as a model for a river flow (Q2565398) (← links)
- MAXIMIZING THE TIME SPENT BY A DIFFUSION PROCESS IN AN INTERVAL (Q2713004) (← links)
- (Q2736835) (← links)
- Exact and approximate solutions to LQG homing problems in one and two dimensions (Q2800472) (← links)
- On a discrete version of the CIR process (Q2846807) (← links)
- (Q2914553) (← links)
- (Q2914595) (← links)
- Maximizing a Function of the Survival Time of aWiener Process in an Interval (Q2914793) (← links)
- (Q2919577) (← links)
- (Q2919799) (← links)
- (Q2919837) (← links)