• Suche: Multidimensional Diffusion Processes

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21

On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
Wolfgang Stummer
Statistics & Probability Letters. 46:43-51

Martingales and classica... 0101 mathematics 01 natural sciences Financial applications o... Stochastic ordinary diff...
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22

Inference in lognormal multidimensional diffusion processes with exogenous factors : application to modelling in economics
GUTIERREZ, R ; ANGULO, J. M ; GONZALEZ, A ; et al.
Applied stochastic models and data analysis. 7(4):295-316

Control theory, operatio... Automatique, recherche o... Computer science Informatique Mathematics Mathématiques …
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23

Comparison of multidimensional diffusion processes
Pierre Bertrand
Stochastic Analysis and Applications. 16:201-216

0101 mathematics 01 natural sciences
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24

On the existence and uniqueness of invariant measure for multidimensional diffusion processes.
Bianca, Carlo ; Dogbe, Christian
Nonlinear Studies. 2017, Vol. 24 Issue 3, p1-32. 32p.

DIFFUSION processes STOCHASTIC differential... MARKOV processes INVARIANT measures MEASURE theory
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25

Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients
TREVISAN, DARIO
Electron. J. Probab.

Probability (math.PR) DiPerna-Lions flows Fokker-Planck equations Martingale problem Statistics and Probabili... Statistics, Probability... …
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26

Extremes of Multidimensional Stationary Diffusion Processes and Applications in Finance
Klüppelberg, Claudia (Prof. Dr.) ; Gantert, Nina (Prof. Dr.) ; Kunz, Andreas ; et al.

E-Ressource
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27

Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions.
Strauch, Claudia
Probability Theory & Related Fields. Feb2016, Vol. 164 Issue 1/2, p361-400. 40p.

MULTIVARIATE analysis ADAPTIVE estimation (Sta... ERGODIC theory DIFFUSION processes SMOOTHNESS of functions SET theory …
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28

Various Limiting Criteria for Multidimensional Diffusion Processes
Bhattacharya, Rabindra N. ; Kennedy, Thomas G. ; Watkins, Joseph C. ; et al.

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30

Multidimensional Diffusion Processes
Daniel W. Stroock ; S. R. Srinivasa Varadhan ; Daniel W. Stroock ; et al.

Buch
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31

Coupling methods for multidimensional diffusion processes
MU-FA CHEN ; SHAO-FU LI
Annals of probability. 17(1):151-177

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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32

Examining patterns of scientific knowledge diffusion based on knowledge cyber infrastructure: a multi-dimensional network approach.
Jiang, Shan ; Chen, Hsinchun
Scientometrics. Dec2019, Vol. 121 Issue 3, p1599-1617. 19p.

Knowledge transfer Scientific knowledge Random graphs Diffusion processes Social capital
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33

On Boundary Conditions For Multidimensional Diffusion Processes: On boundary conditions for multidimensional diffusion processes
A. D. Venttsel
Theory of Probability & Its Applications. 4:164-177

probability theory
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34

ON MULTIDIMENSIONAL DIFFUSION PROCESSES WITH JUMPS
ON MULTIDIMENSIONAL DIFFUSION PROCESSES WITH JUMPS. 51(4):969-992

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35

IMPULSE CONTROL OF MULTIDIMENSIONAL JUMP DIFFUSIONS IN FINITE TIME HORIZON.
YANN-SHIN AARON CHEN ; XIN GUO
SIAM Journal on Control & Optimization. 2013, Vol. 51 Issue 3, p2638-2663. 26p.

DYNAMIC programming DIFFUSION processes VISCOSITY solutions HAMILTON-Jacobi-Bellman... INTEGRO-differential equ...
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36

ON MULTIDIMENSIONAL DIFFUSION PROCESSES WITH JUMPS
ON MULTIDIMENSIONAL DIFFUSION PROCESSES WITH JUMPS. 51(4):969-992

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38

On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
Genon-Catalot, Valentine ; Jacod, Jean

LAMN property drift Markov processes: estima... hidden Markov models conditional centered Gau... local asymptotic mixed n... …
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39

Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments
TAKAHASHI, Hiroshi
Statistics & probability letters. 69(2):171-174

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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40

Book Review: Multidimensional diffusion processes
Williams, David
Bull. Amer. Math. Soc. (N.S.) 2, no. 3 (1980), 496-503

0103 physical sciences 01 natural sciences
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