Zobrazeno 1 - 10
of 263
pro vyhledávání: '"Davis, M H"'
Autor:
Davis, M. H. A., Pistorius, M. R.
Publikováno v:
Annals of Applied Probability 2015, Vol. 25, No. 5, 2383-2415
For a given Markov process $X$ and survival function $\overline{H}$ on $\mathbb{R}^+$, the inverse first-passage time problem (IFPT) is to find a barrier function $b:\mathbb{R}^+\to[-\infty,+\infty]$ such that the survival function of the first-passa
Externí odkaz:
http://arxiv.org/abs/1306.2719
Autor:
Davis, M. H. A., Howl, J. M.
Publikováno v:
Proceedings: Mathematical, Physical and Engineering Sciences, 1997 Sep 01. 453(1964), 1947-1962.
Externí odkaz:
https://www.jstor.org/stable/53031
Autor:
Davis, M. H. A., Pistorius, M. R.
Publikováno v:
The Annals of Applied Probability, 2015 Oct 01. 25(5), 2383-2415.
Externí odkaz:
http://www.jstor.org/stable/24521606
Autor:
Davis, M. H. A., Norman, A. R.
Publikováno v:
Mathematics of Operations Research, 1990 Nov 01. 15(4), 676-713.
Externí odkaz:
https://www.jstor.org/stable/3689770
Autor:
Hemerly, E. M., Davis, M. H. A.
Publikováno v:
Journal of the Royal Statistical Society. Series B (Methodological), 1991 Jan 01. 53(1), 201-210.
Externí odkaz:
https://www.jstor.org/stable/2345735
Autor:
Davis, M. H. A.
Publikováno v:
Journal of the Royal Statistical Society. Series B (Methodological), 1984 Jan 01. 46(3), 353-388.
Externí odkaz:
https://www.jstor.org/stable/2345677
Autor:
Davis, M. H. A., Zervos, M.
Publikováno v:
The Annals of Applied Probability, 1994 Feb 01. 4(1), 226-240.
Externí odkaz:
https://www.jstor.org/stable/2245053
Autor:
Davis, M. H. A., Clark, J. M. C.
Publikováno v:
Philosophical Transactions: Physical Sciences and Engineering, 1994 Jun . 347(1684), 485-494.
Externí odkaz:
https://www.jstor.org/stable/54359