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STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Rivista
Codice:
E161194
ISSN:
0304-4149
Dati Generali
Dati Generali
Pubblicazioni (26)
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Ordina Pubblicazioni:
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A change of variable formula with applications to multi-dimensional optimal stopping problems
Articolo
A detection problem with a monotone observation rate
Articolo
A large deviation approach to super-critical bootstrap percolation on the random graph G_{n,p}
Articolo
A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model
Articolo
A numerical scheme for stochastic differential equations with distributional drift
Articolo
A sharp bound on the expected number of upcrossings of an L2-bounded Martingale
Articolo
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
Articolo
An optimal Gauss–Markov approximation for a process with stochastic drift and applications
Articolo
Analytical pricing of American Put options on a Zero Coupon Bond in the Heath-Jarrow-Morton model
Articolo
Approximate filtering via discrete dual processes
Articolo
Correlation structure and resonant pairs for arithmetic random waves
Articolo
Coupling of stationary fields with application to arithmetic waves
Articolo
Cylindrical fractional Brownian motion in Banach spaces
Articolo
DNA-Approach to Scenery Reconstruction
Articolo
Detecting the presence of a random drift in Brownian motion
Articolo
Dual process in the two-parameter Poisson–Dirichlet diffusion
Articolo
Exponential ergodicity and regularity for equations with Levy noise
Articolo
Forward–backward SDEs with distributional coefficients
Articolo
Full well-posednessof point vortex dynamics corresponding to stochastic2D Euler equations
Articolo
Integral equations for Rost's reversed barriers: Existence and uniqueness results
Articolo
Interacting generalized Friedman's urn systems
Articolo
Learning to signal: Analysis of a micro-level reinforcement model
Articolo
On the saddle point of a zero-sum stopper vs. singular-controller game
Articolo
Playing with ghosts in a Dynkin game
Articolo
Relaxation patterns and semi-Markov dynamics
Articolo
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows
Articolo
No Results Found
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