The following pages link to (Q4165953):
Displayed 50 items.
- Partially observable linear-quadratic stochastic pursuit-evasion games (Q581353) (← links)
- The decomposition of the Fisher information (Q584848) (← links)
- Martingale limit theorem and its application to an ergodic controlled Markov chain (Q673175) (← links)
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (Q799299) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes (Q880943) (← links)
- Self-tuning control of diffusions without the identifiability condition (Q912052) (← links)
- Moderate deviations for finite population Student's statistic (Q924202) (← links)
- Kernel methods in machine learning (Q930651) (← links)
- Sparse high order FEM for elliptic sPDEs (Q1008912) (← links)
- Repeated insurance contracts and moral hazard (Q1054250) (← links)
- A generalization of the relative conditional expectation. Further properties of Pitman's \(T^*\) and their applications to statistics (Q1060787) (← links)
- On confidence intervals and tests for autocorrelations (Q1083819) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- A stochastic Remes algorithm (Q1091725) (← links)
- On estimation of random variables via the martingale convergence theorem (Q1103982) (← links)
- An expected average reward criterion (Q1115360) (← links)
- Lower probability models for uncertainty and non-deterministic processes (Q1123468) (← links)
- On the law of large numbers for stationary sequences (Q1137307) (← links)
- Local times for stochastic processes which are subordinate to Gaussian processes (Q1172883) (← links)
- Asymptotic efficiency of the demand revealing mechanism (Q1173509) (← links)
- Trace measures of a positive definite bimeasure (Q1190563) (← links)
- Location-adaptive density estimation and nearest-neighbor distance (Q1190565) (← links)
- Minimal conditions in \(p\)-stable limit theorems (Q1208946) (← links)
- Reject the rejection technique (Q1260949) (← links)
- On the Milito-Cruz adaptive control scheme for Markov chains (Q1321342) (← links)
- A fixed-width interval for \(1/\beta\) in simple linear regression (Q1346657) (← links)
- On optimal prediction for stochastic processes (Q1372341) (← links)
- Continuity of some anticipating integral processes (Q1379912) (← links)
- Whitening filter and innovations representation of self-similar process. (Q1419035) (← links)
- A fractional version of the Merton model. (Q1419131) (← links)
- A class of strong limit theorems for the sequences of arbitrary random variables. (Q1423132) (← links)
- A proof for French's empirical formula on option pricing. (Q1600457) (← links)
- Finite elements for elliptic problems with stochastic coefficients (Q1777105) (← links)
- Independent sampling of a stochastic process (Q1805749) (← links)
- On the norm and eigenvalue distribution of large random matrices (Q1807210) (← links)
- Discrete time adaptive impulsive control theory (Q1821082) (← links)
- Approximate solution methods for linear stochastic difference equations (Q1838770) (← links)
- Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\). (Q1868540) (← links)
- A phase transition in random coin tossing (Q1872241) (← links)
- Some remarks on quasi-invariant actions of loop groups and the group of diffeomorphisms of the circle (Q1908830) (← links)
- A conditional product measure theorem (Q1916242) (← links)
- On new multivariate probability distributions and stochastic processes with system reliability and maintenance applications (Q2462653) (← links)
- Karhunen-Loève approximation of random fields by generalized fast multipole methods (Q2506720) (← links)
- Two-person zero-sum stochastic games (Q2638976) (← links)
- On a stochasticprocess determined by the conditional expectation and the conditionalvariance (Q3330228) (← links)
- Harmonic renewal measures and bivariate domains of attraction in fluctuation theory (Q3956181) (← links)
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA (Q4299015) (← links)