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Maximum likelihood estimation for doubly stochastic poisson processes with partial observations

JOURNAL ARTICLE published February 1986 in Stochastics

Authors: Foranz Konecny

Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published 18 August 2018 in Stochastics

Research funded by Leverhulme Trust (RPG-2013-270)

Authors: Fan Zhang | Anastasia Papavasiliou

Some applications of stochastic integration in infinite dimensions

JOURNAL ARTICLE published January 1982 in Stochastics

Authors: A. S. Ustunel

Maximum likelihood estimation for the drift parameter in diffusion processes

JOURNAL ARTICLE published 3 July 2016 in Stochastics

Authors: Chao Wei | Huisheng Shu

Non-linear smoothing of infinite-dimensional diffusion processes

JOURNAL ARTICLE published December 1986 in Stochastics

Authors: J. D. Deuschel

On the exponential exit law in the small parameter exit problem

JOURNAL ARTICLE published January 1983 in Stochastics

Authors: Martin V. Day

On Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses

BOOK CHAPTER published 2001 in Stochastics in Finite and Infinite Dimensions

Authors: K. R. Parthasarathy

Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

JOURNAL ARTICLE published December 2009 in Stochastics

Authors: AbdulRahman Al-Hussein

Large deviation of some infinite-dimensional markov processes

JOURNAL ARTICLE published February 1988 in Stochastics

Authors: Tzuu-Shuh Chiang | Shuenn Jyi sheu

A class of infinite dimensional stochastic processes with unbounded diffusion

JOURNAL ARTICLE published 4 May 2015 in Stochastics

Authors: John Karlsson | Jörg-Uwe Löbus

Analytic central extensions of infinite dimensional white noise *–Lie algebras

JOURNAL ARTICLE published June 2009 in Stochastics

Authors: Luigi Accardi | Andreas Boukas

White noise analysis and class II subgroups of the infinite dimensional rotation group

JOURNAL ARTICLE published April 2012 in Stochastics

Authors: Takeyuki Hida

The forward dynamics in energy markets – infinite-dimensional modelling and simulation

JOURNAL ARTICLE published 2 November 2014 in Stochastics

Authors: Andrea Barth | Fred Espen Benth

Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion

JOURNAL ARTICLE published June 2009 in Stochastics

Authors: Ana Bela Cruzeiro | Paul Malliavin

On Convergence rate of Wiener-Ito expansion for generalized random variables

JOURNAL ARTICLE published June 2006 in Stochastics

Authors: Yanzhao Cao

INFINITE SYSTEM OF BROWNIAN BALLS: EQUILIBRIUM MEASURES ARE CANONICAL GIBBS

JOURNAL ARTICLE published March 2006 in Stochastics and Dynamics

Authors: MYRIAM FRADON | SYLVIE ROELLY

EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS

JOURNAL ARTICLE published December 2006 in Stochastics and Dynamics

Authors: V. MAUME-DESCHAMPS

A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables

JOURNAL ARTICLE published 4 July 2015 in Stochastics

Authors: Christophe Audouze | Prasanth B. Nair

GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH

JOURNAL ARTICLE published December 2006 in Stochastics and Dynamics

Authors: ZHI YUAN HUANG | PEI YAN LI

Finite dimensional approximation of diffusion processes on infinite dimensional spaces

JOURNAL ARTICLE published August 1996 in Stochastics and Stochastic Reports

Authors: M. Röckner | T.S. Zhang