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pro vyhledávání: '"Ali Devin Sezer"'
Autor:
Kamil Demirberk Ünlü, Ali Devin Sezer
Publikováno v:
Annals of Operations Research. 293:141-174
Let X be the constrained random walk on $${\mathbb Z}_+^2$$ with increments (1, 0), $$(-1,0)$$ , (0, 1) and $$(0,-1)$$ ; X represents, at arrivals and service completions, the lengths of two queues (or two stacks in computer science applications) wor
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https://explore.openaire.eu/search/publication?articleId=doi_________::a9f1b14e06fb55050cc640253d28bbfc
https://doi.org/10.1007/s10479-019-03324-w
https://doi.org/10.1007/s10479-019-03324-w
We consider a class of Backward Stochastic Differential Equations with superlinear driver process f adapted to a filtration supporting at least a d dimensional Brownian motion and a Poisson random measure on R-m \ {0}. We consider the following class
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::de135349665a52c04c4e3d4e311d368b
https://aperta.ulakbim.gov.tr/record/233566
https://aperta.ulakbim.gov.tr/record/233566
Autor:
Ali Devin Sezer, Ioannis Kontoyiannis
Publikováno v:
Stochastic Inequalities and Applications ISBN: 9783034894289
Let A be finite set equipped with a probability distribution P, and let M be a ���mass��� function on A. A characterization is given for the most efficient way in which A n can be covered using spheres of a fixed radius. A covering is a s
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79bdbdf98a1845cffb51b9fded44f507
Autor:
Fatma Başoğlu Kabran, Ali Devin Sezer
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov chain. The proc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a67263ecead514088f26c6e7bd7b2ae5
Publikováno v:
Volume: 42, Issue: 2 586-608
Turkish Journal of Mathematics
Turkish Journal of Mathematics
For a finite state Markov process $X$ and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. In general, $X$ may enter some of the $\Gamma_k$ at the same
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7853253bf56e837e2f114de7c8287c9f
https://hal.archives-ouvertes.fr/hal-01516358/file/v0417.pdf
https://hal.archives-ouvertes.fr/hal-01516358/file/v0417.pdf
Publikováno v:
Stochastics and Dynamics
Stochastics and Dynamics, World Scientific Publishing, 2019, 19 (02), pp.1950006. ⟨10.1142/S0219493719500060⟩
Stochastics and Dynamics, World Scientific Publishing, 2019, 19 (02), pp.1950006. ⟨10.1142/S0219493719500060⟩
We solve a class of BSDE with a power function [Formula: see text], [Formula: see text], driving its drift and with the terminal boundary condition [Formula: see text] (for which [Formula: see text] is assumed) or [Formula: see text], where [Formula:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d163a0fd4843b6399f32ebd0c48498dd
https://doi.org/10.1142/s0219493719500060
https://doi.org/10.1142/s0219493719500060
Autor:
Ali Devin Sezer, Gerhard-Wilhelm Weber
Publikováno v:
Optimization. 62:1399-1402
It is probably fair to say that probability theory (more generally analysis), optimization and the interplay between them form the overarching mathematical themes of mathematical finance. By optimi...
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https://explore.openaire.eu/search/publication?articleId=doi_________::301a792753b4e8fdb48ffe05e5bde0b5
https://doi.org/10.1080/02331934.2013.863528
https://doi.org/10.1080/02331934.2013.863528
Publikováno v:
Monthly Notices of the Royal Astronomical Society. 427:1168-1174
We report the discovery of optical filamentary and diffuse emission from G182.4+4.3 using 1.5-m Russian-Turkish telescope. We present the optical CCD images obtained with Halpha filter revealing the presence of mainly filamentary structure at the nor
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https://explore.openaire.eu/search/publication?articleId=doi_________::26620744d59607d0dc16d0390884f8ed
https://doi.org/10.1111/j.1365-2966.2012.22015.x
https://doi.org/10.1111/j.1365-2966.2012.22015.x
Publikováno v:
Monthly Notices of the Royal Astronomical Society. 417:1387-1391
We present here the results of the observation of CTB 37A obtained with the X-ray Imaging Spectrometer onboard the {\it Suzaku} satellite. The X-ray spectrum of CTB 37A is well fitted by two components, a single-temperature ionization equilibrium com
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https://explore.openaire.eu/search/publication?articleId=doi_________::01c96e02c64761efbd92a3cb172577f8
https://doi.org/10.1111/j.1365-2966.2011.19357.x
https://doi.org/10.1111/j.1365-2966.2011.19357.x
Autor:
Ali Devin Sezer
Publikováno v:
Journal of Computational and Applied Mathematics. 235(3):535-546
We model an insurance system consisting of one insurance company and one reinsurance company as a stochastic process in R(2). The claim sizes {X(i)} are an iid sequence with light tails. The interarrival times {tau(i)} between claims are also iid and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b41abb51ecff4deb72b47c945718fc91