Zobrazeno 1 - 10
of 57 181
pro vyhledávání: '"math.PR"'
Autor:
Pickrell, Doug
In reference to Werner's measure on random self-avoiding loops on Riemann surfaces, Cardy has conjectured a formula for the measure of all homotopically nontrivial loops in a finite type annular region. Cardy's conjecture implies that the measure of
Externí odkaz:
http://arxiv.org/abs/2401.03600
This paper focuses on statistical modelling and prediction of patient recruitment in clinical trials accounting for patients dropout. The recruitment model is based on a Poisson-gamma model introduced by Anisimov and Fedorov (2007), where the patient
Externí odkaz:
http://arxiv.org/abs/2202.06779
We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors but corre
Externí odkaz:
http://arxiv.org/abs/2103.00574
Autor:
Mazzonetto, Sara, Pigato, Paolo
Publikováno v:
Statistica Sinica.
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be discontinuous. We disc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5be49532af1a42ddffd9adab879ffc8
https://doi.org/10.5705/ss.202021.0275
https://doi.org/10.5705/ss.202021.0275
Publikováno v:
Journal of Differential Equations. 365:72-99
This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for SODEs to adm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d753691ba481593c5cf041feec49398f
https://doi.org/10.1016/j.jde.2023.04.005
https://doi.org/10.1016/j.jde.2023.04.005
Autor:
Konrad Kolesko, Ecaterina Sava-Huss
Publikováno v:
Stochastic Processes and their Applications. 162:49-75
For a discrete time multitype supercritical Galton-Watson process $(Z_n)_{n\in \mathbb{N}}$ and corresponding genealogical tree $\mathbb{T}$, we associate a new discrete time process $(Z_n^{\Phi})_{n\in\mathbb{N}}$ such that, for each $n\in \mathbb{N
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3829d4ee520734a13a38cd9710ba0cfb
https://doi.org/10.1016/j.spa.2023.04.009
https://doi.org/10.1016/j.spa.2023.04.009
Autor:
Sören Christensen, Simon Fischer
Publikováno v:
Stochastic Processes and their Applications. 162:338-360
For classical finite time horizon stopping problems driven by a Brownian motion \[V(t,x) = \sup_{t\leq\tau\leq0}E_{(t,x)}[g(\tau,W_{\tau})],\] we derive a new class of Fredholm type integral equations for the stopping set. For large problem classes o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a870c59ad444db9f78f55b9387f39086
https://doi.org/10.1016/j.spa.2023.05.004
https://doi.org/10.1016/j.spa.2023.05.004
Autor:
Fred Espen Benth, Sven Karbach
Publikováno v:
Stochastic Processes and their Applications. 162:299-337
In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, we introduce matrix-valued MCARMA processes with L\'evy noise and present necessary and sufficient
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca3714bd7f6e3356c2088e3c67e1b57f
https://doi.org/10.1016/j.spa.2023.05.003
https://doi.org/10.1016/j.spa.2023.05.003
Autor:
Baudoin, Fabrice, Chen, Li
Publikováno v:
Stochastic Processes and their Applications. 162:593-616
We define and study the Dirichlet fractional Gaussian fields on the Sierpinski gasket and show that they are limits of fractional discrete Gaussian fields defined on the sequence of canonical approximating graphs.
v2: Accepted version, to appear
v2: Accepted version, to appear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4875633b74f0f69a1a439b769b4457a1
https://doi.org/10.1016/j.spa.2023.05.005
https://doi.org/10.1016/j.spa.2023.05.005
Autor:
Hern��ndez, Camilo
Publikováno v:
Stochastic Processes and their Applications. 162:249-298
This paper investigates multidimensional extended type-I BSVIEs and infinite families of BSDEs in the case of quadratic generators. We establish existence and uniqueness results in the case of fully quadratic as well as Lipschitz-quadratic quadratic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d726539ed678a0718e486b9eeea0deee
https://doi.org/10.1016/j.spa.2023.05.001
https://doi.org/10.1016/j.spa.2023.05.001