The following pages link to (Q4521614):
Displaying 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Lower bounds for the distribution of suprema of Brownian increments and Brownian motion normalized by the corresponding modulus functions (Q270195) (← links)
- Modelling the immune system response to epithelial wound infections (Q305963) (← links)
- A copula-based approach for generating lattices (Q315036) (← links)
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Scaling limits and generic bounds for exploration processes (Q683323) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Haar-based multiresolution stochastic processes (Q715755) (← links)
- Hölder estimates for magnetic Schrödinger semigroups in \(\mathbb{R}^d\) from mirror coupling (Q829975) (← links)
- Testing interaction in some predator-prey populations (Q841010) (← links)
- Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- On some fractional stochastic delay differential equations (Q980224) (← links)
- An extended Heath-Jarrow-Morton risk-neutral drift (Q1003883) (← links)
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Stochastic modeling of the growth process (Q1041314) (← links)
- Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
- Insuring against the shortfall risk associated with real options (Q1417725) (← links)
- A conversation with Jim Pitman (Q1630402) (← links)
- Costly sequential experimentation and project valuation with an application to health technology assessment (Q1655657) (← links)
- A semi-stochastic cell-based model for in vitro infected `wound' healing through motility reduction: a simulation study (Q1715098) (← links)
- Stochastic consensus of single-integrator multiagent systems with inherent nonlinear dynamics and measurement noises in directed fixed topologies (Q1718506) (← links)
- Vector financial rogue waves (Q1928046) (← links)
- Universality of the asymptotics of the one-sided exit problem for integrated processes (Q1943327) (← links)
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081) (← links)
- A family of Chaplygin-type solvers for Itô stochastic differential equations (Q2007682) (← links)
- Stochastic Fubini theorem for jump noises in Banach spaces (Q2025266) (← links)
- Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
- On the exceedances of exchangeable random variables (Q2047371) (← links)
- On the approximation of extinction time for the discrete-time birth-death circuit chains in random environments (Q2080478) (← links)
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- A bag-of-paths framework for network data analysis (Q2181053) (← links)
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (Q2189619) (← links)
- Multilevel Monte Carlo by using the Halton sequence (Q2213359) (← links)
- Deciding when to quit the gambler's ruin game with unknown probabilities (Q2237528) (← links)
- Consensus of double-integrator multi-agent systems without relative state derivatives under communication noises and directed topologies (Q2263580) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- Prediction of predator-prey populations modelled by perturbed ODEs (Q2373251) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions (Q2443195) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Improved minimax predictive densities under Kullback-Leibler loss (Q2493546) (← links)
- Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- From minimax shrinkage estimation to minimax shrinkage prediction (Q2634656) (← links)
- Optimal learning with non-Gaussian rewards (Q2806349) (← links)
- Near-invariance under dynamic scaling for Navier–Stokes equations in critical spaces: a probabilistic approach to regularity problems (Q2965825) (← links)
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth (Q2970103) (← links)
