• Suche: Multidimensional Diffusion Processes

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1

An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
Huzak, Miljenko ; Lubura Strunjak, Snježana ; Vlahek Štrok, Andreja
Glasnik Matematicki. 59:213-258

60J60 (Primary), 62F12,... asymptotic mixed normali... uniform ellipticity FOS: Mathematics maximum likelihood estim... multidimensional model …
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2

On the construction of convolution-like operators associated with multidimensional diffusion processes
Sousa, Rúben ; Guerra, Manuel ; Yakubovich, Semyon

Mathematics - Probabilit... 60G53, 60G51 (Primary) 3...
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3

Coupling Methods for Multidimensional Diffusion Processes
Chen, Mu-Fa ; Li, Shao-Fu
The Annals of Probability, 1989 Jan 01. 17(1), 151-177.

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5

Well-posedness of Multidimensional Diffusion Processes with Weakly Differentiable Coefficients
Trevisan, Dario

Mathematics - Probabilit... Mathematics - Analysis o...
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7

On order-preservation and positive correlations for multidimensional diffusion processes
Mu-Fa Chen ; Feng-Yu Wang
Probability Theory and Related Fields. 95:421-428

positive correlations multidimensional diffusi... 0101 mathematics Diffusion processes 01 natural sciences
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8

Computing conditional expectations of multidimensional diffusion processes
LANCONELLI A ; Lanconelli, Alberto
Stochastics. 77:315-326

Stochastic differential... White noise analysi White noise analysis Stochastic differential... Diffusion processes 0101 mathematics …
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9

Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics
José M. Angulo ; R. Pérez ; A. González ; et al.
Applied Stochastic Models and Data Analysis. 7:295-316

Markov processes: hypoth... maximum likelihood in di... Software, source code, e... Diffusion processes Applications of statisti... multidimensional lognorm... …
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11

SMOOTH FIT PRINCIPLE FOR IMPULSE CONTROL OF MULTIDIMENSIONAL DIFFUSION PROCESSES
XIN GUO ; GUOLIANG WU
SIAM journal on control and optimization. 48(2):594-617

Control theory, operatio... Automatique, recherche o... Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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12

From Nonparametric Density Estimation to Parametric Estimation of Multidimensional Diffusion Processes
Julien Apala N’drin ; Ouagnina Hili
Applied Mathematics. :1592-1610

0101 mathematics 01 natural sciences 3. Good health
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13

On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
STUMMER, W
Statistics & probability letters. 46(1):43-51

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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14

Generalized Jarzynski’s Equality of Inhomogeneous Multidimensional Diffusion Processes
Ge, Hao ; Jiang, Da-Quan
Journal of Statistical Physics: 1. May 2008 131(4):675-689

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15

Multidimensional diffusion processes in dynamic online networks.
David Easley ; Eleonora Patacchini ; Christopher Rojas
PLoS ONE, Vol 15, Iss 2, p e0228421 (2020)

Medicine Science
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16

The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
STUMMER, W
Probability theory and related fields. 97(4):515-542

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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17

Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes
Guoliang Wu ; Xin Guo
SIAM Journal on Control and Optimization. 48:594-617

0211 other engineering a... 02 engineering and techn...
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18

Entropy Production Rates of the Multi-Dimensional Fractional Diffusion Processes
Yuri Luchko
Entropy, Vol 21, Iss 10, p 973 (2019)

time-space-fractional di... fundamental solution mellin-barnes integral shannon entropy entropy production rate Science …
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19

on multidimensional diffusion processes with jumps
Uemura, Toshihiro
Osaka J. Math. 51, no. 4 (2014), 969-993

31C25 60J75 60G52
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20

Comparison of multidimensional diffusion processes
BERTRAND, P
Stochastic analysis and applications. 16(2):201-216

Control theory, operatio... Automatique, recherche o... Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... …
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