Prediction for discrete time series

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: Gusztáv Morvai | Benjamin Weiss

Weighted BMO and discrete time hedging within the Black-Scholes model

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: Stefan Geiss

ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES

JOURNAL ARTICLE published December 2007 in Stochastics and Dynamics

Authors: GUSZTÁV MORVAI | BENJAMIN WEISS

Discrete Quantum Walks Hit Exponentially Faster

JOURNAL ARTICLE published October 2005 in Probability Theory and Related Fields

Authors: Julia Kempe

Optimal transformations for prediction in continuous-time stochastic processes: finite past and future

JOURNAL ARTICLE published April 2005 in Probability Theory and Related Fields

Authors: Basilis Gidas | Alejandro Murua

Some new examples of Markov processes which enjoy the time-inversion property

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: Léonard Gallardo | Marc Yor

Estimating the residual waiting time for binary stationary time series

PROCEEDINGS ARTICLE published June 2009 in 2009 IEEE Information Theory Workshop on Networking and Information Theory

Authors: Gusztav Morvai | Benjamin Weiss

Adaptive minimax testing in the discrete regression scheme

JOURNAL ARTICLE published December 2005 in Probability Theory and Related Fields

Authors: Ghislaine Gayraud | Christophe Pouet

Tsirel'son's equation in discrete time

JOURNAL ARTICLE published June 1992 in Probability Theory and Related Fields

Authors: Mare Yor

Exit problems associated with finite reflection groups

JOURNAL ARTICLE published July 2005 in Probability Theory and Related Fields

Authors: Yan Doumerc | Neil O’Connell

Nonparametric sequential prediction for stationary processes

JOURNAL ARTICLE published 1 May 2011 in The Annals of Probability

Authors: Gusztáv Morvai | Benjamin Weiss

Backward stochastic differential equations on manifolds

JOURNAL ARTICLE published July 2005 in Probability Theory and Related Fields

Authors: Fabrice Blache

Slab percolation for the Ising model

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: T. Bodineau

Multi-point distribution of discrete time periodic TASEP

JOURNAL ARTICLE published April 2022 in Probability Theory and Related Fields

Authors: Yuchen Liao

Distributions diophantiennes et théorème limite local sur

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: E. Breuillard

Essential spectral radius for Markov semigroups (I): discrete time case

JOURNAL ARTICLE published February 2004 in Probability Theory and Related Fields

Authors: Liming Wu

Stochastic nonlinear beam equations

JOURNAL ARTICLE published May 2005 in Probability Theory and Related Fields

Authors: Zdzisław Brzeźniak | Bohdan Maslowski | Jan Seidler

Graphical modelling of multivariate time series

JOURNAL ARTICLE published June 2012 in Probability Theory and Related Fields

Authors: Michael Eichler

On singularity of energy measures on self-similar sets

JOURNAL ARTICLE published June 2005 in Probability Theory and Related Fields

Authors: Masanori Hino

BSDEs with two reflecting barriers : the general result

JOURNAL ARTICLE published June 2005 in Probability Theory and Related Fields

Authors: S. Hamadène | M. Hassani