kw.\*:("Densité transition")
Results 1 to 20 of 20
Selection :
Estimates of heat kernel of fractional laplacian perturbed by gradient operatorsBOGDAN, Krzysztof; JAKUBOWSKI, Tomasz.Communications in mathematical physics. 2007, Vol 271, Num 1, pp 179-198, issn 0010-3616, 20 p.Article
Estimates of the transition density of a gas systemDERMOUNE, Azzouz; FILALI, Siham.Journal de mathématiques pures et appliquées. 2004, Vol 83, Num 11, pp 1353-1371, issn 0021-7824, 19 p.Article
Estimation for mixtures of Markov processesPARK, Jeong-Gun; BASAWA, I. V.Statistics & probability letters. 2002, Vol 59, Num 3, pp 235-244, issn 0167-7152, 10 p.Article
Fluctuation of the transition density for Brownian motion on random recursive Sierpinski gasketsHAMBLY, B. M; KUMAGAI, Takashi.Stochastic processes and their applications. 2001, Vol 92, Num 1, pp 61-85, issn 0304-4149Article
Bootstrap in Markov-sequences based on estimates of transition densityRAJARSHI, M. B.Annals of the Institute of Statistical Mathematics. 1990, Vol 42, Num 2, pp 253-268, issn 0020-3157, 16 p.Article
Saddlepoint approximations for continuous-time Markov processesAÏT-SAHALIA, Yacine; JIALIN YU.Journal of econometrics. 2006, Vol 134, Num 2, pp 507-551, issn 0304-4076, 45 p.Article
Transition density estimates for Brownian motion on scale irregular Sierpinski gasketsBARLOW, M. T; HAMBLY, B. M.Annales de l'I.H.P. Probabilités et statistiques. 1997, Vol 33, Num 5, pp 531-557, issn 0246-0203Article
Schrödinger semigroups on manifoldsSTURM, K.-T.Journal of functional analysis. 1993, Vol 118, Num 2, pp 309-350, issn 0022-1236Article
Estimates of transition densities for Brownian motion on nested fractalsKUMAGAI, T.Probability theory and related fields. 1993, Vol 96, Num 2, pp 205-224, issn 0178-8051Article
Adaptive estimation of the transition density of a Markov chainLACOUR, Claire.Annales de l'I.H.P. Probabilités et statistiques. 2007, Vol 43, Num 5, pp 571-597, issn 0246-0203, 27 p.Article
System reliability based on system wearEBRAHIMI, Nader.Stochastic models. 2006, Vol 22, Num 1, pp 21-36, issn 1532-6349, 16 p.Article
Small sets and Markov transition densitiesKENDALL, Wilfrid S; MONTANA, Giovanni.Stochastic processes and their applications. 2002, Vol 99, Num 2, pp 177-194, issn 0304-4149Article
Brownian motion in conesBANUELOS, R; SMITS, R. G.Probability theory and related fields. 1997, Vol 108, Num 3, pp 299-319, issn 0178-8051Article
Brownian motion on a random recursive Sierpinski gasketHAMBLY, B. M.Annals of probability. 1997, Vol 25, Num 3, pp 1059-1102, issn 0091-1798Article
Large deviation estimate of transition densities for jump processesISHIKAWA, Y.Annales de l'I.H.P. Probabilités et statistiques. 1997, Vol 33, Num 2, pp 179-222, issn 0246-0203Article
Semi-groupe du mouvement Brownien hyperbolique = Hyperbolic Brownian motion semigroupGRUET, J.-C.Stochastics and stochastics reports (Print). 1996, Vol 56, Num 1-2, pp 53-61, issn 1045-1129Article
Transition density of one-dimensional diffusion with discontinuous driftWEIJIAN ZHANG.IEEE transactions on automatic control. 1990, Vol 35, Num 8, pp 980-985, issn 0018-9286, 6 p.Article
MODELS AND SUM RULES FOR NUCLEAR TRANSITION DENSITIESDEAL TJ; FALLIEROS S.1973; PHYS. REV., C; U.S.A.; DA. 1973; VOL. 7; NO 4; PP. 1709-1710; BIBL. 5 REF.Serial Issue
COLLECTIVE CONTRIBUTION TO ESPACE WIDTH OF ANALOG RESONANCESAUERBACH N; BERTSCH G.1973; PHYS. LETTERS, B; NETHERL.; DA. 1973; VOL. 43; NO 3; PP. 175-177; BIBL. 11 REF.Serial Issue
Transition density estimates for stable processes on symmetric spacesGRACZYK, Piotr; STOS, Andrzej.Pacific journal of mathematics. 2004, Vol 217, Num 1, pp 87-100, issn 0030-8730, 14 p.Article