Stochastic Processes with Applications
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(50)- Recognition of processes governed by stochastic differential equations.
- A continuous-time model of bilateral bargaining
- Space-time coupled evolution equations and their stochastic solutions
- Special issue: Advances in stochastic processes and applications
- Some characterizations for Brownian motion with Markov switching
- Spectral thresholding for the estimation of Markov chain transition operators
- Doubly stochastic Yule cascades. I: The explosion problem in the time-reversible case
- Committor functions via tensor networks
- Predictability and fairness in load aggregation and operations of virtual power plants
- A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
- On skew sticky Brownian motion
- First-passage times and related moments for continuous-time birth-death chains
- Coarse-scale particle tracking approaches for contaminant transport in fractured rock
- A Hoeffding's inequality for uniformly ergodic diffusion process
- Stochastic explosion and non-uniqueness for \(\alpha\)-Riccati equation
- Attribute-based signatures for circuits from bilinear map
- scientific article; zbMATH DE number 4178244 (Why is no real title available?)
- Long-Run Rewards for Markov Automata
- scientific article; zbMATH DE number 3940389 (Why is no real title available?)
- scientific article; zbMATH DE number 4041341 (Why is no real title available?)
- scientific article; zbMATH DE number 44037 (Why is no real title available?)
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- scientific article; zbMATH DE number 47283 (Why is no real title available?)
- scientific article; zbMATH DE number 51195 (Why is no real title available?)
- scientific article; zbMATH DE number 193631 (Why is no real title available?)
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- scientific article; zbMATH DE number 1505875 (Why is no real title available?)
- Calculation of ruin probabilities for a dense class of heavy tailed distributions
- Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations
- scientific article; zbMATH DE number 3992588 (Why is no real title available?)
- scientific article; zbMATH DE number 921069 (Why is no real title available?)
- The exponential-dual matrix method: Applications to Markov chain analysis
- The killed Brox diffusion
- A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets
- A stochastic model of cyber attacks with imperfect detection
- Ergodicity of CIR type SDEs driven by stable processes with random switching
- Delayed and rushed motions through time change
- Diffusion phenomena in a mixed phase space
- Functional coefficient regression models with time trend
- An alternative approach to a problem by A. de Moivre
- On the densities of certain bounded diffusion processes
- Advection-dispersion across interfaces
- Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching
- Doubly stochastic Yule cascades. II: The explosion problem in the non-reversible case
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface
- On the long-run average cost minimization problem of the stochastic production-inventory models
- On Le Jan-Sznitman's stochastic approach to the Navier-Stokes equations
- Hermite-Hadamard and Fejér-type inequalities for generalized η -convex stochastic processes
- On strongly m-convex stochastic processes
- Mathematical modeling and computational simulation of the space-time variability in cardiac electrical activity.
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