The following pages link to Romeo Negrea (Q590958):
Displaying 50 items.
- The multiple filter test for change point detection in time series (Q146399) (← links)
- Volterra equations in Banach spaces with completely monotone kernels (Q354350) (← links)
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition (Q424522) (← links)
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
- A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
- Dynamics of a stochastic density dependent predator-prey system with Beddington-DeAngelis functional response (Q541270) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Fault-tolerant control systems. Design and practical applications (Q612970) (← links)
- Stochastic differential-algebraic equations of index 1 (Q614279) (← links)
- Dynamics of Kolmogorov systems of competitive type under the telegraph noise (Q616477) (← links)
- Attraction, stability and robustness for stochastic functional differential equations with infinite delay (Q642627) (← links)
- A likelihood ratio framework for high-dimensional semiparametric regression (Q682282) (← links)
- Stochastic Volterra equations under perturbations (Q743384) (← links)
- On a nonlinear stochastic integral equation (Q779994) (← links)
- Non-parametric estimation of stochastic differential equations from stationary time-series (Q824289) (← links)
- GOE statistics for Lévy matrices (Q824414) (← links)
- Global stability of two-group SIR model with random perturbation (Q837131) (← links)
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations (Q899196) (← links)
- Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift (Q904717) (← links)
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Filtering a nonlinear slow-fast system with strong fast forcing (Q973206) (← links)
- Modelling algal densities in harmful algal blooms (HAB) with stochastic dynamics (Q1031613) (← links)
- Stability properties of solutions of linear second order differential equations with random coefficients (Q1046475) (← links)
- Attributing hacks with survival trend filtering (Q1688999) (← links)
- Different approximations to the solution of upper-convected Maxwell fluid over a porous stretching plate (Q1722162) (← links)
- Phase space homogenization of noisy Hamiltonian systems (Q1745373) (← links)
- On asymptotic equivalence of solutions of stochastic and ordinary equations (Q1759975) (← links)
- An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
- Distribution profiles and their dynamic transition in stochastic gene transcription (Q1945857) (← links)
- Carrying an inverted pendulum on a bumpy road (Q1956540) (← links)
- On a class of nonlinear stochastic integral equations (Q1987402) (← links)
- Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models (Q2048113) (← links)
- Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings (Q2048123) (← links)
- Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise (Q2059682) (← links)
- Large deviations for interacting multiscale particle systems (Q2105066) (← links)
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478) (← links)
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- On the density for sums of independent exponential, Erlang and gamma variates (Q2151685) (← links)
- Local and uniform moduli of continuity of chi-square processes (Q2152567) (← links)
- Learning a tree-structured Ising model in order to make predictions (Q2196190) (← links)
- On the functional equation \(f(x+y)=f(x)+f(y)\) (Q2297584) (← links)
- The learning premium (Q2299391) (← links)
- Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models (Q2304257) (← links)
- Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
- Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise (Q2343211) (← links)
- A mathematical framework for critical transitions: normal forms, variance and applications (Q2393133) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
