The following pages link to Benoîte De Saporta (Q444539):
Displayed 27 items.
- Numerical method for expectations of piecewise deterministic Markov processes (Q444541) (← links)
- Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
- Asymmetry tests for bifurcating auto-regressive processes with missing data (Q449422) (← links)
- Item:Q444539 (redirect page) (← links)
- Optimal strategies for impulse control of piecewise deterministic Markov processes (Q510120) (← links)
- On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
- Asymptotic analysis for bifurcating autoregressive processes via a martingale approach (Q1039194) (← links)
- Renewal theorem for a system of renewal equations (Q1406578) (← links)
- Statistical study of asymmetry in cell lineage data (Q1615169) (← links)
- Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763) (← links)
- Change-point detection for piecewise deterministic Markov processes (Q1716530) (← links)
- Parameters estimation for asymmetric bifurcating autoregressive processes with missing data (Q1952227) (← links)
- Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
- Long-time behavior and Darwinian optimality for an asymmetric size-structured branching process (Q2059534) (← links)
- Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709) (← links)
- Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process (Q2879913) (← links)
- Optimal stopping for measure-valued piecewise deterministic Markov processes (Q3299446) (← links)
- Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes (Q3463359) (← links)
- (Q3656685) (← links)
- Random coefficients bifurcating autoregressive processes (Q5174359) (← links)
- Tail of a linear diffusion with Markov switching (Q5916118) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5916119) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699) (← links)
- Tail of a linear diffusion with Markov switching (Q5970344) (← links)
- Predictive maintenance for the heated hold-up tank (Q6234524) (← links)
- Optimization of a launcher integration process: a Markov decision process approach (Q6270148) (← links)
- Stochastic Control of Observer Trajectories in Bearings-only Tracking with Acoustic Signal Propagation Optimization (Q6284918) (← links)