Stochastic Processes with Applications

From MaRDI portal
Publication:3394869

DOI10.1137/1.9780898718997zbMath1171.60333OpenAlexW4302928681MaRDI QIDQ3394869

Rabi N. Bhattacharya, Edward C. Waymire

Publication date: 9 September 2009

Full work available at URL: https://doi.org/10.1137/1.9780898718997




Related Items (32)

The killed Brox diffusionStochastic explosion and non-uniqueness for \(\alpha\)-Riccati equationA stochastic model for the optimal allocation of hydropower flexibility in renewable energy marketsA stochastic model of cyber attacks with imperfect detectionErgodicity of CIR type SDEs driven by stable processes with random switchingCalculation of ruin probabilities for a dense class of heavy tailed distributionsSymmetry breaking and uniqueness for the incompressible Navier-Stokes equationsAn alternative approach to a problem by A. de MoivreLong time behaviour for population model by \(\alpha \)-stable processes with Markov switchingA highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo methodOccupation and local times for skew Brownian motion with applications to dispersion across an interfaceDoubly stochastic Yule cascades. II: The explosion problem in the non-reversible caseA continuous-time model of bilateral bargainingLong-Run Rewards for Markov AutomataOn skew sticky Brownian motionFunctional coefficient regression models with time trendOn the densities of certain bounded diffusion processesDelayed and rushed motions through time changeFirst-passage times and related moments for continuous-time birth-death chainsCoarse-scale particle tracking approaches for contaminant transport in fractured rockAttribute-Based Signatures for Circuits from Bilinear MapAdvection-dispersion across interfacesSpace-time coupled evolution equations and their stochastic solutionsSpecial issue: Advances in stochastic processes and applicationsDiffusion phenomena in a mixed phase spaceSome characterizations for Brownian motion with Markov switchingSpectral thresholding for the estimation of Markov chain transition operatorsA Hoeffding's inequality for uniformly ergodic diffusion processDoubly stochastic Yule cascades. I: The explosion problem in the time-reversible caseCommittor functions via tensor networksPredictability and fairness in load aggregation and operations of virtual power plantsThe exponential-dual matrix method: Applications to Markov chain analysis






This page was built for publication: Stochastic Processes with Applications