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- Lacker, Daniel; Zhang, Jiacheng; Shkolnikov, Mykhaylo

Inverting the Markovian projection, with an application to local stochastic volatility models*Annals of probability (Online)*

- Carmona, René

Errata: Mean field games with common noise*Annals of probability (Online)*

- Albeverio, Sergio; Gubinelli, Massimiliano; De Vecchi, Francesco C

Elliptic stochastic quantization*Annals of probability (Online)*

- Caravenna, Francesco; Zygouras, Nikos; Sun, Rongfeng

The two-dimensional KPZ equation in the entire subcritical regime*Annals of probability (Online)*

- Chong, Carsten; Kevei, Péter

The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise*Annals of probability (Online)*

- Breit Dominic; Hofmanová Martina; Feireisl Eduard

Markov selection for the stochastic compressible Navier.Stokes system*The Annals of applied probability*

- Fromm Alexander; Imkeller Peter

Utility maximization via decoupling fields*The Annals of applied probability*

- Aït-Sahalia Yacine; Jarod Jean

From tick data to semimartingales*The Annals of applied probability*

- Lopes Fabio; Luczak Malwina

Extinction time for the weaker of two competing SIS epidemics*The Annals of applied probability*

- Bank Peter; Besslich David

Modelling information flows by Meyer-. . -fields in the singular stochastic control problem of irreversible investment*The Annals of applied probability*

- Friesen Martin; Redige Barbara; Jin Peng

Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes*The Annals of applied probability*

- Allan Andrew L.; Cohen Samuel N.

Pathwise stochastic control with applications to robust filtering*The Annals of applied probability*

- Mailler Cécile; Villemonais Denis

Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes*The Annals of applied probability*

- Lacker Daniel

On the convergence of closed-loop Nash equilibria to the mean field game limit*The Annals of applied probability*

- Seeger Benjamin

Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations*The Annals of applied probability*

- De Angelis T.; Peskir G.

Global C1 regularity of the value function in optimal stopping problems*The Annals of applied probability*

- Abbe Emmanuel; Boix-Adserà Enric

An information-percolation bound for spin synchronization on general graphs*The Annals of applied probability*

- Bezborodov Viktor; Di Persio Luca; Krueger Tyl; Tkachov Pasha

Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate*The Annals of applied probability*

- Barrera Gerardo; Jara Milton

Thermalisation for small random perturbations of dynamical systems*The Annals of applied probability*

- Backhoff-Veraguas Julio; Lacker Daniel; Tangpi Ludovic

Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control*The Annals of applied probability*

- Possamaï Dylan; Touzi Nizar; Zhang Jianfeng

Zero-sum path-dependent stochastic differential games in weak formulation*The Annals of applied probability*

- Miyajima, T

Blind adaptive detection using differential CMA for CDMA systems*ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE*

- Gong, PL; Xu, JX; Hu, SJ

Resonance in a noise-driven excitable neuron model*CHAOS SOLITONS & FRACTALS*

- Bondarenko, VE

Control and 'anticontrol' of chaos in an analog neural network with time delay*CHAOS SOLITONS & FRACTALS*

- Decreusefond, L

Regularity properties of some stochastic volterra integrals with singular kernel*POTENTIAL ANALYSIS*

- Harge, G

Approximate limits on a Weiner space*POTENTIAL ANALYSIS*

- Sohn, SY

Robust design of server capability in M/M/1 queues with both partly randomarrival and service rates*COMPUTERS & OPERATIONS RESEARCH*

- Ahmed, MA; Alkhamis, TM

Simulation-based optimization using simulated annealing with ranking and selection*COMPUTERS & OPERATIONS RESEARCH*

- Seo, Y; Jung, S; Hahm, J

Optimal reorder decision utilizing centralized stock information in a two-echelon distribution system*COMPUTERS & OPERATIONS RESEARCH*

- Ali, MM; Torn, A; Viitanen, S

A direct search variant of the simulated annealing algorithm for optimization involving continuous variables*COMPUTERS & OPERATIONS RESEARCH*

- Izadi, H; Johnes, G; Oskrochi, R; Crouchley, R

Stochastic frontier estimation of a CES cost function: the case of higher education in Britain*ECONOMICS OF EDUCATION REVIEW*

- Flamouris, D; Giamouridis, D

Estimating implied PDFs from American options on futures: A new semiparametric approach*JOURNAL OF FUTURES MARKETS*

- Mrkaic, M

Policy iteration accelerated with Krylov methods*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Andersen, TM; Christensen, MS

Contract renewal under uncertainty*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Gokan, Y

Alternative government financing and stochastic endogenous growth*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Gong, LT; Zou, HF

Direct preferences for wealth, the risk premium puzzle, growth, and policyeffectiveness*JOURNAL OF ECONOMIC DYNAMICS & CONTROL*

- Ma, J; Yong, J

Approximate solvability of forward-backward stochastic differential equations*APPLIED MATHEMATICS AND OPTIMIZATION*

- Hu, Y; Kallianpur, G; Xiong, J

An approximation for the Zakai equation*APPLIED MATHEMATICS AND OPTIMIZATION*

- Pendyala, RM; Yamamoto, T; Kitamura, R

On the formulation of time-space prisms to model constraints on personal activity-travel engagement*TRANSPORTATION*

- Frisch, HL; Schulz, M

Numerical determination of relaxation times by static equilibrium values*POLYMER*

- Luhar, AK

The influence of vertical wind direction shear on dispersion in the convective boundary layer, and its incorporation in coastal fumigation models*BOUNDARY-LAYER METEOROLOGY*

- Goodwin, GC; Braslavsky, JH; Seron, MM

Non-stationary stochastic embedding for transfer function estimation*AUTOMATICA*

- Ohsumi, A; Kameyama, K; Yamaguchi, KI

Subspace identification for continuous-time stochastic systems via distribution-based approach*AUTOMATICA*

- Sowers, RB

Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)*TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY*

- Savoini, P; Lembege, B

Two-dimensional simulations of a curved shock: Self-consistent formation of the electron foreshock*JOURNAL OF GEOPHYSICAL RESEARCH-SPACE PHYSICS*

- Summers, D; Thorne, RM; Xiao, FL

Gyroresonant acceleration of electrons in the magnetosphere by superluminous electromagnetic waves*JOURNAL OF GEOPHYSICAL RESEARCH-SPACE PHYSICS*

- Knock, SA; Cairns, IH; Robinson, PA; Kuncic, Z

Theory of type II radio emission from the foreshock of an interplanetary shock*JOURNAL OF GEOPHYSICAL RESEARCH-SPACE PHYSICS*

- Bouc, R; Boussaa, D

Drifting response of elastic perfectly plastic oscillators under zero meanrandom load*COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE II FASCICULE B-MECANIQUE*

- Fedelich, B

A stochastic Markovian model for fatigue short crack growth across microstructural barriers*COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE II FASCICULE B-MECANIQUE*

- Abspoel, SJ; Etman, LFP; Vervoort, J; van Rooij, RA; Schoofs, AJG; Rooda, JE

Simulation based optimization of stochastic systems with integer design variables by sequential multipoint linear approximation*STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION*

- Wen, FS; David, AK

Optimal bidding strategy in spinning reserve market*ELECTRIC POWER COMPONENTS AND SYSTEMS*

- Hillston, J; Kloul, L

Performance investigation of an on-line auction system*CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE*

- Chatterjee, M; Robert, ME

Noise enhances modulation sensitivity in cochlear implant listeners: Stochastic resonance in a prosthetic sensory system?*JARO*

- Resat, H; Wiley, HS; Dixon, DA

Probability-weighted dynamic Monte Carlo method for reaction kinetics simulations*JOURNAL OF PHYSICAL CHEMISTRY B*

- Goychuk, I; Hanggi, P

Minimal quantum Brownian rectifiers*JOURNAL OF PHYSICAL CHEMISTRY B*

- Laguitton-Pasquier, H; Martre, A; Deronzier, A

Photophysical properties of soluble polypyrrole-polypyridyl-ruthenium(II) complexes*JOURNAL OF PHYSICAL CHEMISTRY B*

- Smith, GC

Models of Mycobacterium bovis in wildlife and cattle*TUBERCULOSIS*

- Namachchivaya, NS; Sowers, RB; Vedula, L

Non-standard reduction of noisy Duffing-van der Pol equation*DYNAMICAL SYSTEMS-AN INTERNATIONAL JOURNAL*

- Imkeller, P; Lederer, C

Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum*DYNAMICAL SYSTEMS-AN INTERNATIONAL JOURNAL*

- Filip, R

Stochastic simulations: continuous approximation of quantum noise*JOURNAL OF OPTICS B-QUANTUM AND SEMICLASSICAL OPTICS*

- Ross, J; Vlad, MO

Comment on "Concentration fluctuations and nonlinear nonequilibrium thermodynamics'' by K. Ishida, Phys. Chem. Chem. Phys., 2000, 2, 4165*PHYSICAL CHEMISTRY CHEMICAL PHYSICS*

- Fieberg, J; Ellner, SP

Stochastic matrix models for conservation and management: a comparative review of methods*ECOLOGY LETTERS*

- Roberts-Thomson, PJ; Jones, M; Hakendorf, P; Dharmapatni, AASSK; Walker, JG; Macfarlane, JG; Smith, MD; Ahern, MJ

Scleroderma in South Australia: epidemiological observations of possible pathogenic significance*INTERNAL MEDICINE JOURNAL*

- Soares, SM; Schoereder, JH; DeSouza, O

Processes involved in species saturation of ground-dwelling ant communities (Hymenoptera, Formicidae)*AUSTRAL ECOLOGY*

- Haas, TC

A web-based system for public-private sector collaborative ecosystem management*STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT*

- Vogler, ET; Chrysikopoulos, CV

Dissolution of nonaqueous phase liquid pools in anisotropic aquifers*STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT*

- You, JY; Cao, L; Ke, SZ; Wu, DJ

Escape of Brownian particles in a bistable sawtooth potential driven by correlated white noises*EUROPEAN PHYSICAL JOURNAL B*

- McCaskill, JS; Fuchslin, RM; Altmeyer, S

The stochastic evolution of catalysts in spatially resolved molecular systems*BIOLOGICAL CHEMISTRY*

- El-Kadi, AI; Torikai, JD

Identifying variably saturated water-flow patterns in a steep hillslope under intermittent heavy rainfall*HYDROGEOLOGY JOURNAL*

- Dekking, M; Elfeki, A; Kraaikamp, C; Bruining, J

Multi-scale and multi-resolution stochastic modeling of subsurface heterogeneity by tree-indexed Markov chains*COMPUTATIONAL GEOSCIENCES*

- Knoke, T; Moog, M; Plusczyk, N

On the effect of volatile stumpage prices on the economic attractiveness of a silvicultural transformation strategy*FOREST POLICY AND ECONOMICS*

- Cunningham, J; Nicol, T; Zecker, SG; Bradlow, A; Kraus, N

Neurobiologic responses to speech in noise in children with learning problems: deficits and strategies for improvement*CLINICAL NEUROPHYSIOLOGY*

- Floren, A; Linsenmair, KE

The influence of anthropogenic disturbances on the structure of arboreal arthropod communities*PLANT ECOLOGY*

- Calder, IR

Canopy processes: implications for transpiration, interception and splash induced erosion, ultimately for forest management and water resources*PLANT ECOLOGY*

- van Leeuwen, IMM; Zonneveld, C

From exposure to effect: a comparison of modeling approaches to chemical carcinogenesis*MUTATION RESEARCH-REVIEWS IN MUTATION RESEARCH*

- Alamilla, J; Esteva, L; Garcia-Perez, J; Diaz-Lopez, O

Simulating earthquake ground motion at a site, for given intensity and uncertain source location*JOURNAL OF SEISMOLOGY*

- Alamilla, J; Esteva, L; Garcia-Perez, J; Diaz-Lopez, O

Evolutionary properties of stochastic models of earthquake accelerograms: Their dependence on magnitude and distance*JOURNAL OF SEISMOLOGY*

- Smith, JM; Li, WJ

Quadratic assignment problems and M/G/C/C state dependent network flows*JOURNAL OF COMBINATORIAL OPTIMIZATION*

- Barndorff-Nielsen, OE; Shephard, N

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics*JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY*

- Hodges, SD; Roberts, G; Papaspiliopoulos, O; Sentana, E; Bingham, NH; Cox, DR; Nicolato, E; Venardos, E; Critchley, F; Davis, MHA; Tompkins, R; Benth, FE; Karlsen, KH; Reikvam, K; Brockwell, PJ; Davis, RA; Christensen, BJ; Dellaportas, P; McCoy, EJ; Stephens, DA; Diebold, FX; Fruhwirth-Schnatter, S; Genon-Catalot, V; Laredo, C; Grange, CWJ; Griffin, JE; Steel, MFJ; Hobson, D; Jensen, JL; Jones, MC; Lawrance, AJ; Ledford, AW; Leonenko, NN; Levendorskii, S; Mandelbrot, BB; Meddahi, N; Pitt, MK; Priestley, MB; Renault, E; Rosinski, J; Sato, K; Taylor, SJ; Tong, H; Yang, H; Veretennikov, AY; Walker, SG; Werker, BJM; Wood, A

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion*JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY*

- Gu, MG; Zhu, HT

Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation*JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY*

- Blazewicz, J; Formanowicz, P; Kasprzak, M; Jaroszewski, M; Markiewicz, WT

Construction of DNA restriction maps based on a simplified experiment*BIOINFORMATICS*

- Watkins, NW; Freeman, MP; Chapman, SC; Dendy, RO

Testing the SOC hypothesis for the magnetosphere*JOURNAL OF ATMOSPHERIC AND SOLAR-TERRESTRIAL PHYSICS*

- Elfouhaily, T; Thompson, DR; Vandemark, D; Chapron, B

Higher-order hydrodynamic modulation: theory and applications for ocean waves*PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES*

- Caraballo, T; Langa, JA; Robinson, JC

A stochastic pitchfork bifurcation in a reaction-diffusion equation*PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES*

- Qian, H

Mathematical formalism for isothermal linear irreversibility*PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES*

- Roy, D

A new numeric-analytical principle for nonlinear deterministic and stochastic dynamical systems*PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES*

- Pande, CS; Rajagopal, AK

Uniqueness and self similarity of size distributions in grain growth and coarsening*ACTA MATERIALIA*

- Clarke, DD; Vasquez, VR; Whiting, WB; Greiner, M

Sensitivity and uncertainty analysis of heat-exchanger designs to physicalproperties estimation*APPLIED THERMAL ENGINEERING*

- Brandsaeter, I; Wist, HT; Naess, A; Lia, O; Arntzen, OJ; Ringrose, PS; Martinius, AW; Lerdahl, TR

Ranking of stochastic realizations of complex tidal reservoirs using streamline simulation criteria*PETROLEUM GEOSCIENCE*

- Oliver, DS; Reynolds, AC; Bi, ZX; Abacioglu, Y

Integration of production data into reservoir models*PETROLEUM GEOSCIENCE*

- Daly, C

Stochastic vector and tensor fields applied to strain modelling*PETROLEUM GEOSCIENCE*

- Kyriakidis, PC; Dungan, JL

A geostatistical approach for mapping thematic classification accuracy andevaluating the impact of inaccurate spatial data on ecological model predictions*ENVIRONMENTAL AND ECOLOGICAL STATISTICS*

- Du, SM

A heuristic Lagrangian stochastic particle model of relative diffusion: model formulation and preliminary results*ATMOSPHERIC ENVIRONMENT*

- Becker, A; Keuler, K

Continuous four-dimensional source attribution for the Berlin area during two days in July 1994. Part I: the new Euler-Lagrange-model system LaMM5*ATMOSPHERIC ENVIRONMENT*

- Moore, GE; Londergan, RJ

Sampled Monte Carlo uncertainty analysis for photochemical grid models*ATMOSPHERIC ENVIRONMENT*

- Kyriakidis, PC; Journel, AG

Stochastic modeling of atmospheric pollution: a spatial time-series framework. Part I: methodology*ATMOSPHERIC ENVIRONMENT*

- Kyriakidis, PC; Journel, AG

Stochastic modeling of atmospheric pollution: a spatial time-series framework. Part II: application to monitoring monthly sulfate deposition over Europe*ATMOSPHERIC ENVIRONMENT*

- Oettl, D; Kukkonen, J; Almbauer, RA; Sturm, PJ; Pohjola, M; Harkonen, J

Evaluation of a Gaussian and a Lagrangian model against a roadside data set, with emphasis on low wind speed conditions*ATMOSPHERIC ENVIRONMENT*

- Nualart, D; Schoutens, W

Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance*BERNOULLI*

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici

Documento generato il 25/01/21 alle ore 15:23:43