Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Vadim Shcherbakov"'
Autor:
Mikhail Menshikov, Vadim Shcherbakov
Balls-in-bins models describe a random sequential allocation of infinitely many balls into a finite number of bins. In these models a ball is placed into a bin with probability proportional to a given function (feedback function), which depends on th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::99e5f0749fd6cdbf646befc95b5e66ff
A competition process is a continuous time Markov chain that can be interpreted as a system of interacting birth-and-death processes, the components of which evolve subject to a competitive interaction. This paper is devoted to the study of the long-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a663092b619311ec2c50f41cdf77637d
http://arxiv.org/abs/2001.01480
http://arxiv.org/abs/2001.01480
Autor:
Alexander Gairat, Vadim Shcherbakov
We study a discrete Susceptible-Infected-Recovered (SIR) model for the spread of infectious disease on a homogeneous tree and the limit behavior of the model in the case when the tree vertex degree tends to infinity. We obtain the distribution of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbfa744dd23bd4c228421c7516baf37e
Autor:
Vadim Shcherbakov, Alexander Gairat
Publikováno v:
SSRN Electronic Journal.
This paper concerns a probabilistic model of spread of infection on a homogeneous tree. The model is related to stochastic SIR model on graphs. We derive an integral equation for the distribution of the waiting time for an individual to get infected.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87840ca9f574d2b97d42e4095d6f08ca
https://doi.org/10.2139/ssrn.3599875
https://doi.org/10.2139/ssrn.3599875
This paper studies the long-term behaviour of a system of interacting random walks labelled by vertices of a finite graph. We show that the system undergoes phase transitions, with different behaviour in various regions, depending on model parameters
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d623f30cf45ce6a006d49882a819329
http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-381570
http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-381570
Autor:
Alexander Gairat, Vadim Shcherbakov
Publikováno v:
Mathematical Finance. 27:1069-1088
We derive the joint density of a Skew Brownian motion, its last visit to the origin, local and occupation times. The result is applied to option pricing in a two valued local volatility model and in a displaced diffusion model with constrained volati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3f28ac0bbe895b0d3ea0f66366ac715
https://doi.org/10.1111/mafi.12120
https://doi.org/10.1111/mafi.12120
Autor:
Mikhail Menshikov, Vadim Shcherbakov
Publikováno v:
Latin American Journal of Probability and Mathematical Statistics. 17:473
This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers of existi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1c1d1e30926a7442c124bbfdbcd4f6d
https://doi.org/10.30757/alea.v17-19
https://doi.org/10.30757/alea.v17-19
Publikováno v:
Journal of statistical physics, 2018, Vol.171(6), pp.1150-1175 [Peer Reviewed Journal]
This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite cycle graph. The model can be regarded as a reinforced urn model with graph-based interactions. It is motivated by cooper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e83470a52b5d55f9e17fde1a1b54bf3
http://dro.dur.ac.uk/24764/2/24764.pdf
http://dro.dur.ac.uk/24764/2/24764.pdf
Autor:
Stanislav Volkov, Vadim Shcherbakov
This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a pair of indep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1829cb3ad230d0a2cd806f1fe248ce97
http://arxiv.org/abs/1801.09875
http://arxiv.org/abs/1801.09875