The following pages link to Probability essentials. (Q1858673):
Displaying 50 items.
- A nonlocal stochastic Cahn-Hilliard equation (Q276718) (← links)
- A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data (Q287525) (← links)
- Asymptotic results for multivariate estimators of the mean density of random closed sets (Q309561) (← links)
- On stochastic variational inequalities with mean value constraints (Q346830) (← links)
- A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes (Q347728) (← links)
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem (Q467441) (← links)
- A class of spectral Moran measures (Q477041) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder) (Q819950) (← links)
- Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay (Q885944) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation (Q1731818) (← links)
- Estimation of the effective bone-elasticity tensor based on \(\mu\)CT imaging by a stochastic model. A multi-method validation (Q1788169) (← links)
- A new similarity measure for nonlocal filtering in the presence of multiplicative noise (Q1927162) (← links)
- Probability essentials (Q1962885) (← links)
- Variance of real zeros of random orthogonal polynomials (Q1998631) (← links)
- A stable Langevin model with diffusive-reflective boundary conditions (Q2010478) (← links)
- The appearance of particle tracks in detectors (Q2035921) (← links)
- Spectrality of Sierpinski-Moran measures (Q2041674) (← links)
- Spectrality of a class of Moran measures (Q2049544) (← links)
- A hybrid parareal Monte Carlo algorithm for parabolic problems (Q2087504) (← links)
- Harnack inequalities with power \(\pmb{p\in (1,+\infty )}\) for transition semigroups in Hilbert spaces (Q2104026) (← links)
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
- Spectral properties of certain Moran measures with consecutive and collinear digit sets (Q2178799) (← links)
- Least-squares Padé approximation of parametric and stochastic Helmholtz maps (Q2178840) (← links)
- Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes (Q2209309) (← links)
- Hypothesis testing for stochastic PDEs driven by additive noise (Q2253846) (← links)
- An index for asymptotical behavior of adjusted sequences (Q2254695) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Bibasic sequences in Banach lattices (Q2302162) (← links)
- Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525) (← links)
- On hydrodynamic equations at the limit of infinitely many molecules (Q2356544) (← links)
- A measure theoretic perspective on the space of Feynman diagrams (Q2419433) (← links)
- Random equilibrium problems on networks (Q2473155) (← links)
- A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
- Stochastic canonical heights (Q2631697) (← links)
- Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807) (← links)
- Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices (Q2672173) (← links)
- Spectrality of Moran-Sierpinski type measures (Q2680202) (← links)
- Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397) (← links)
- The ancestral process of long-range seed bank models (Q2854078) (← links)
- Exotic Properties of Non Homogeneous Markov and Semi-Markov Systems (Q2862301) (← links)
- Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (Q3114572) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Robust Control of Stochastic Structures Using Minimum Norm Quadratic Partial Eigenvalue Assignment Technique (Q4555207) (← links)
- Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
- A Bayesian framework for molecular strain identification from mixed diagnostic samples (Q4582733) (← links)
- A Regularized Dean--Kawasaki Model: Derivation and Analysis (Q4631730) (← links)
- A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling (Q4641668) (← links)
- A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk (Q4645093) (← links)
