Zobrazeno 1 - 10
of 208
pro vyhledávání: '"Cox, Alexander A."'
Autor:
Jensen, Mark, De Colle, Giacomo, Kindya, Sean, More, Cameron, Cox, Alexander P., Beverley, John
The Common Core Ontologies (CCO) are designed as a mid-level ontology suite that extends the Basic Formal Ontology. CCO has since been increasingly adopted by a broad group of users and applications and is proposed as the first standard mid-level ont
Externí odkaz:
http://arxiv.org/abs/2404.17758
The robust option pricing problem is to find upper and lower bounds on fair prices of financial claims using only the most minimal assumptions. It contrasts with the classical, model-based approach and gained prominence in the wake of the 2008 financ
Externí odkaz:
http://arxiv.org/abs/2312.09201
In this article, we consider a generalisation of the Skorokhod embedding problem (SEP) with a delayed starting time. In the delayed SEP, we look for stopping times which embed a given measure in a stochastic process, which occur after a given delay t
Externí odkaz:
http://arxiv.org/abs/2312.04218
This study presents a proof-of-concept for a novel Bayesian inverse method in a one-dimensional setting, aimed at proton beam therapy treatment verification. Our methodology is predicated on a hypothetical scenario wherein strategically positioned se
Externí odkaz:
http://arxiv.org/abs/2311.10769
The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that may depend
Externí odkaz:
http://arxiv.org/abs/2207.03323
Publikováno v:
Electron. J. Probab. 28: 1-24 (2023)
We study a two-dimensional stochastic differential equation that has a unique weak solution but no strong solution. We show that this SDE shares notable properties with Tsirelson's example of a one-dimensional SDE with no strong solution. In contrast
Externí odkaz:
http://arxiv.org/abs/2205.02519
Autor:
Cano Garcia, Cristina, Hoeh, Benedikt, Mandal, Subhajit, Banek, Severine, Klümper, Niklas, Schmucker, Philipp, Hahn, Oliver, Mattigk, Angelika, Ellinger, Jörg, Cox, Alexander, Becker, Philippe, Zeuschner, Philip, Zengerling, Friedemann, Erdmann, Kati, Buerk, Bjoern Thorben, Kalogirou, Charis, Flegar, Luka
Publikováno v:
In Clinical Genitourinary Cancer August 2024 22(4)
We consider a class of stochastic control problems where the state process is a probability measure-valued process satisfying an additional martingale condition on its dynamics, called measure-valued martingales (MVMs). We establish the `classical' r
Externí odkaz:
http://arxiv.org/abs/2109.00064
Publikováno v:
Stoch. Proc. Appl. 159 (2023) 149-198
We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal strategy. We sh
Externí odkaz:
http://arxiv.org/abs/2108.04583
Autor:
Klümper, Niklas, Cox, Alexander, Eckstein, Markus, Kuppe, Christoph, Ritter, Manuel, Brossart, Peter, Luetkens, Julian, Hölzel, Michael, Stein, Johannes, Saal, Jonas
Publikováno v:
In European Journal of Cancer June 2024 204