Carletti, Margherita; Spaletta, Giulia Stochastic modelling and simulation of PTEN regulatory networks with miRNAs and ceRNAs. (English) Zbl 1500.92001 Ann. Univ. Ferrara, Sez. VII, Sci. Mat. 68, No. 2, 645-659 (2022). MSC: 92-08 65C30 60G15 60H35 PDFBibTeX XMLCite \textit{M. Carletti} and \textit{G. Spaletta}, Ann. Univ. Ferrara, Sez. VII, Sci. Mat. 68, No. 2, 645--659 (2022; Zbl 1500.92001) Full Text: DOI
Fischer, Cyril; Náprstek, Jiří Numerical solution of a stochastic model of a ball-type vibration absorber. (English) Zbl 1488.74086 Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 20. Proceedings of the 20th seminar (PANM), Hejnice, Czech Republic, June 21–26, 2020. Prague: Czech Academy of Sciences, Institute of Mathematics. 40-49 (2021). Reviewer: Jan Chleboun (Praha) MSC: 74H50 65C20 65C05 60G15 37A50 PDFBibTeX XMLCite \textit{C. Fischer} and \textit{J. Náprstek}, in: Programs and algorithms of numerical mathematics 20. Proceedings of the 20th seminar (PANM), Hejnice, Czech Republic, June 21--26, 2020. Prague: Czech Academy of Sciences, Institute of Mathematics. 40--49 (2021; Zbl 1488.74086) Full Text: DOI
Gulisashvili, Archil Large deviation principle for Volterra type fractional stochastic volatility models. (English) Zbl 1416.91376 SIAM J. Financ. Math. 9, No. 3, 1102-1136 (2018). MSC: 91G20 60F10 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{A. Gulisashvili}, SIAM J. Financ. Math. 9, No. 3, 1102--1136 (2018; Zbl 1416.91376) Full Text: DOI arXiv
Xu, Wanting; Stein, Michael L. Maximum likelihood estimation for a smooth Gaussian random field model. (English) Zbl 06736498 SIAM/ASA J. Uncertain. Quantif. 5, 138-175 (2017). MSC: 62M30 60G15 97N50 PDFBibTeX XMLCite \textit{W. Xu} and \textit{M. L. Stein}, SIAM/ASA J. Uncertain. Quantif. 5, 138--175 (2017; Zbl 06736498) Full Text: DOI
Lu, Xiaolei; Kuriki, Satoshi Simultaneous confidence bands for contrasts between several nonlinear regression curves. (English) Zbl 1359.62311 J. Multivariate Anal. 155, 83-104 (2017). MSC: 62J15 62F25 62M40 62J02 62P10 60G15 PDFBibTeX XMLCite \textit{X. Lu} and \textit{S. Kuriki}, J. Multivariate Anal. 155, 83--104 (2017; Zbl 1359.62311) Full Text: DOI arXiv
Sousa, J. Beleza; Esquível, M. L.; Gaspar, R. M. Brownian bridge and other path-dependent Gaussian processes vectorial simulation. (English) Zbl 1474.60104 Commun. Stat., Simulation Comput. 44, No. 10, 2608-2621 (2015). MSC: 60G15 65C20 62-04 90-04 PDFBibTeX XMLCite \textit{J. B. Sousa} et al., Commun. Stat., Simulation Comput. 44, No. 10, 2608--2621 (2015; Zbl 1474.60104) Full Text: DOI
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale Finite time ruin probabilities for tempered stable insurance risk processes. (English) Zbl 1304.91106 Insur. Math. Econ. 53, No. 2, 478-489 (2013). MSC: 91B30 60G51 60G52 60G15 PDFBibTeX XMLCite \textit{P. S. Griffin} et al., Insur. Math. Econ. 53, No. 2, 478--489 (2013; Zbl 1304.91106) Full Text: DOI arXiv
Sousa, J. Beleza; Esquível, M. L.; Gaspar, R. M. Machine learning Vasicek model calibration with Gaussian processes. (English) Zbl 1262.91162 Commun. Stat., Simulation Comput. 41, No. 6, 776-786 (2012). MSC: 91G80 91G30 60G15 68T05 PDFBibTeX XMLCite \textit{J. B. Sousa} et al., Commun. Stat., Simulation Comput. 41, No. 6, 776--786 (2012; Zbl 1262.91162) Full Text: DOI Link
Peccati, Giovanni; Taqqu, Murad S. Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation. (English) Zbl 1231.60003 Bocconi & Springer Series 1. Milano: Bocconi University Press; Milano: Springer (ISBN 978-88-470-1678-1/hbk). xiii, 274 p. (2011). Reviewer: Jacques Franchi (Strasbourg) MSC: 60-02 60-04 60G99 60F05 60G57 65H05 60G15 05A18 PDFBibTeX XMLCite \textit{G. Peccati} and \textit{M. S. Taqqu}, Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation. Milano: Bocconi University Press; Milano: Springer (2011; Zbl 1231.60003) Full Text: DOI
Maybank, S. J. Effect of a drift discontinuity on a travelling Gaussian. (English) Zbl 0940.60055 Appl. Math. Lett. 11, No. 3, 75-81 (1998). Reviewer: K.S.Miller (Rye Brook) MSC: 60G15 PDFBibTeX XMLCite \textit{S. J. Maybank}, Appl. Math. Lett. 11, No. 3, 75--81 (1998; Zbl 0940.60055) Full Text: DOI
Takács, Lajos On the distribution of the integral of the absolute value of the Brownian motion. (English) Zbl 0776.60051 Ann. Appl. Probab. 3, No. 1, 186-197 (1993). Reviewer: P.Révész (Wien) MSC: 60G15 PDFBibTeX XMLCite \textit{L. Takács}, Ann. Appl. Probab. 3, No. 1, 186--197 (1993; Zbl 0776.60051) Full Text: DOI