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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random VariablesDELI LI; YONGCHENG QI; ROSALSKY, Andrew et al.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 862-883, issn 0736-2994, 22 p.Article
On the Description of Motion of a Quantum Particle in the Classical Gauge Field in the Language of Stochastic MechanicsGLIKLIKH, Yuri E; VINOKUROVA, Natalia V.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3630-3640, issn 0361-0926, 11 p.Conference Paper
Poisson boundary of a relativistic diffusionBAILLEUL, Ismael.Probability theory and related fields. 2008, Vol 141, Num 1-2, pp 283-329, issn 0178-8051, 47 p.Article
BSDES WITH TIME-DELAYED GENERATORS OF A MOVING AVERAGE TYPE WITH APPLICATIONS TO NON-MONOTONE PREFERENCESDELONG, Lukasz.Stochastic models. 2012, Vol 28, Num 2, pp 281-315, issn 1532-6349, 35 p.Article
Delay Range-Dependent Stability Analysis for Markovian Jumping Stochastic Systems with Nonlinear PerturbationsJEETENDRA, R; VIVIN, J. Vernold.Stochastic analysis and applications. 2012, Vol 30, Num 4, pp 590-604, issn 0736-2994, 15 p.Article
RISK AVERSION AND PORTFOLIO SELECTION IN A CONTINUOUS-TIME MODELJIANMING XIA.SIAM journal on control and optimization. 2011, Vol 49, Num 5, pp 1916-1937, issn 0363-0129, 22 p.Article
A stochastic approach to a priori estimates and Liouville theorems for harmonic mapsTHALMAIER, Anton; WANG, Feng-Yu.Bulletin des sciences mathématiques (Paris. 1885). 2011, Vol 135, Num 6-7, pp 816-843, issn 0007-4497, 28 p.Conference Paper
Doubly perturbed neutral stochastic functional equationsLANYING HU; YONG REN.Journal of computational and applied mathematics. 2009, Vol 231, Num 1, pp 319-326, issn 0377-0427, 8 p.Article
On measure solutions of backward stochastic differential equationsANKIRCHNER, Stefan; IMKELLER, Peter; POPIER, Alexandre et al.Stochastic processes and their applications. 2009, Vol 119, Num 9, pp 2744-2772, issn 0304-4149, 29 p.Article
Weighted branching and a pathwise renewal equationMEINERS, Matthias.Stochastic processes and their applications. 2009, Vol 119, Num 8, pp 2579-2597, issn 0304-4149, 19 p.Article
MEAN-VARIANCE HEDGING UNDER PARTIAL INFORMATIONMANIA, Michael; TEVZADZE, Revaz; TORONJADZE, Teimuraz et al.SIAM journal on control and optimization. 2009, Vol 47, Num 5, pp 2381-2409, issn 0363-0129, 29 p.Article
A VARIABLE STEP SIZE RIEMANNIAN SUM FOR AN ITÔ INTEGRALRAPOO, E.Journal of applied probability. 2008, Vol 45, Num 2, pp 551-567, issn 0021-9002, 17 p.Article
One-point extensions of Markov processes by darningCHEN, Zhen-Qing; FUKUSHIMA, Masatoshi.Probability theory and related fields. 2008, Vol 141, Num 1-2, pp 61-112, issn 0178-8051, 52 p.Article
SWITCHING GAMES OF STOCHASTIC DIFFERENTIAL SYSTEMSSHANJIAN TANG; HOU, Shui-Hung.SIAM journal on control and optimization. 2008, Vol 46, Num 3, pp 900-929, issn 0363-0129, 30 p.Article
On the foundations of the stochastic immersed boundary methodKRAMER, Peter R; PESKIN, Charles S; ATZBERGER, Paul J et al.Computer methods in applied mechanics and engineering. 2008, Vol 197, Num 25-28, pp 2232-2249, issn 0045-7825, 18 p.Article
A matrix variate closed skew-normal distribution with applications to stochastic frontier analysis : skew-elliptical distributions and their applicationARMANDO DOMIGUEZ-MOLINA, J; GONZALEZ-FARIAS, Graciela; RAMOS-QUIROGA, Rogelio et al.Communications in statistics. Theory and methods. 2007, Vol 36, Num -12, pp 1691-1703, issn 0361-0926, 13 p.Article
Laws of large numbers and functional central limit theorems for generalized semi-markov processesGLYNN, Peter W; HAAS, Peter J.Stochastic models. 2006, Vol 22, Num 2, pp 201-231, issn 1532-6349, 31 p.Article
Blow-up for the stochastic nonlinear schrödinger equation with multiplicative noiseDE BOUARD, Anne; DEBUSSCHE, Arnaud.Annals of probability. 2005, Vol 33, Num 3, pp 1078-1110, issn 0091-1798, 33 p.Article
Sensitivity analysis using Itô-malliavin calculus and martingales, and application to stochastic optimal controlGOBET, Emmanuel; MUNOS, Rémi.SIAM journal on control and optimization. 2005, Vol 43, Num 5, pp 1676-1713, issn 0363-0129, 38 p.Article
Effective properties of random compositesTARTAKOVSKY, Daniel M; GUADAGNINI, Alberto.SIAM journal on scientific computing (Print). 2005, Vol 26, Num 2, pp 625-635, issn 1064-8275, 11 p.Conference Paper
Quantum stochastic calculus with maximal operator domainsATTAL, Stéphane; LINDSAY, J. Martin.Annals of probability. 2004, Vol 32, Num 1, pp 488-529, issn 0091-1798, 42 p.Article
Statistical analysis of stochastic resonance with ergodic diffusion noiseIACUS, Stefano Maria.Stochastics and stochastics reports (Print). 2002, Vol 73, Num 3-4, pp 271-285, issn 1045-1129, 15 p.Article
On Weak Solutions of Stochastic Differential EquationsHOFMANOVA, Martina; SEIDLER, Jan.Stochastic analysis and applications. 2012, Vol 30, Num 1, pp 100-121, issn 0736-2994, 22 p.Article
When, where and how to perform efficiency estimationBADUNENKO, Oleg; HENDERSON, Daniel J; KUMBHAKAR, Subal C et al.Journal of the Royal Statistical Society. Series A. Statistics in society (Print). 2012, Vol 175, pp 863-892, issn 0964-1998, 30 p., 4Article
Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noiseROMITO, Marco; LIHU XU.Stochastic processes and their applications. 2011, Vol 121, Num 4, pp 673-700, issn 0304-4149, 28 p.Article