Dinkel, Maximilian; Geitner, Carolin M.; Robalo Rei, Gil; Nitzler, Jonas; Wall, Wolfgang A. Solving Bayesian inverse problems with expensive likelihoods using constrained Gaussian processes and active learning. (English) Zbl 07902811 Inverse Probl. 40, No. 9, Article ID 095008, 26 p. (2024). MSC: 65C99 68T05 62F15 PDFBibTeX XMLCite \textit{M. Dinkel} et al., Inverse Probl. 40, No. 9, Article ID 095008, 26 p. (2024; Zbl 07902811) Full Text: DOI arXiv OA License
Hanke, Martin Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data. (English) Zbl 07896659 Adv. Comput. Math. 50, No. 4, Paper No. 60, 26 p. (2024). MSC: 65C99 60G15 PDFBibTeX XMLCite \textit{M. Hanke}, Adv. Comput. Math. 50, No. 4, Paper No. 60, 26 p. (2024; Zbl 07896659) Full Text: DOI OA License
Zou, Qinmeng Probabilistic rounding error analysis of modified Gram-Schmidt. (English) Zbl 07871021 SIAM J. Matrix Anal. Appl. 45, No. 2, 1076-1088 (2024). MSC: 65F25 65C99 65G50 PDFBibTeX XMLCite \textit{Q. Zou}, SIAM J. Matrix Anal. Appl. 45, No. 2, 1076--1088 (2024; Zbl 07871021) Full Text: DOI
Castrillón-Candás, Julio Enrique Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets. (English) Zbl 07845582 Adv. Comput. Math. 50, No. 3, Paper No. 37, 39 p. (2024). MSC: 62-08 62H99 65C99 65F99 PDFBibTeX XMLCite \textit{J. E. Castrillón-Candás}, Adv. Comput. Math. 50, No. 3, Paper No. 37, 39 p. (2024; Zbl 07845582) Full Text: DOI arXiv
Du, Ziyu; Xie, Yantong; Zhou, Zhennan A synchronization-capturing multiscale solver to the noisy integrate-and-fire neuron networks. (English) Zbl 07844039 Multiscale Model. Simul. 22, No. 1, 561-587 (2024). MSC: 65-XX 35M13 65C99 65M06 92B20 PDFBibTeX XMLCite \textit{Z. Du} et al., Multiscale Model. Simul. 22, No. 1, 561--587 (2024; Zbl 07844039) Full Text: DOI arXiv
Wang, Qihan; Wu, Di; Li, Guoyin; Liu, Zhenyu; Tong, Jingzhong; Chen, Xiaojun; Gao, Wei Machine learning aided uncertainty quantification for engineering structures involving material-geometric randomness and data imperfection. (English) Zbl 1539.65150 Comput. Methods Appl. Mech. Eng. 423, Article ID 116868, 20 p. (2024). MSC: 65C99 68T05 74S05 PDFBibTeX XMLCite \textit{Q. Wang} et al., Comput. Methods Appl. Mech. Eng. 423, Article ID 116868, 20 p. (2024; Zbl 1539.65150) Full Text: DOI
Eisenmann, Monika; Stillfjord, Tony A randomized operator splitting scheme inspired by stochastic optimization methods. (English) Zbl 07839430 Numer. Math. 156, No. 2, 435-461 (2024). MSC: 65C99 65M12 90C15 65M55 PDFBibTeX XMLCite \textit{M. Eisenmann} and \textit{T. Stillfjord}, Numer. Math. 156, No. 2, 435--461 (2024; Zbl 07839430) Full Text: DOI arXiv OA License
Shao, Jinghai; Tian, Taoran; Wang, Shen Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle. (English) Zbl 1534.60116 J. Math. Anal. Appl. 534, No. 2, Article ID 128080, 17 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J76 65C99 PDFBibTeX XMLCite \textit{J. Shao} et al., J. Math. Anal. Appl. 534, No. 2, Article ID 128080, 17 p. (2024; Zbl 1534.60116) Full Text: DOI arXiv
Latz, Jonas The random timestep Euler method and its continuous dynamics. arXiv:2408.01409 Preprint, arXiv:2408.01409 [math.NA] (2024). MSC: 65L05 60J25 65C99 BibTeX Cite \textit{J. Latz}, ``The random timestep Euler method and its continuous dynamics'', Preprint, arXiv:2408.01409 [math.NA] (2024) Full Text: arXiv OA License
Oesterle, Jonathan; Krämer, Nicholas; Hennig, Philipp; Berens, Philipp Correction to: “Probabilistic solvers enable a straight-forward exploration of numerical uncertainty in neuroscience models”. (English) Zbl 1533.92013 J. Comput. Neurosci. 51, No. 3, 405 (2023). MSC: 92B20 65L99 65C99 PDFBibTeX XMLCite \textit{J. Oesterle} et al., J. Comput. Neurosci. 51, No. 3, 405 (2023; Zbl 1533.92013) Full Text: DOI OA License
Sousa-Ferreira, Ivo; Abreu, Ana Maria; Rocha, Cristina The extended Chen-Poisson lifetime distribution. (English) Zbl 1529.62052 REVSTAT 21, No. 2, 173-196 (2023). MSC: 62E15 62N01 62N02 65C99 PDFBibTeX XMLCite \textit{I. Sousa-Ferreira} et al., REVSTAT 21, No. 2, 173--196 (2023; Zbl 1529.62052) Full Text: DOI
Zhang, Bolong; Mascagni, Michael Pass-efficient randomized LU algorithms for computing low-rank matrix approximation. (English) Zbl 1525.65041 Monte Carlo Methods Appl. 29, No. 3, 181-202 (2023). MSC: 65F55 65C99 PDFBibTeX XMLCite \textit{B. Zhang} and \textit{M. Mascagni}, Monte Carlo Methods Appl. 29, No. 3, 181--202 (2023; Zbl 1525.65041) Full Text: DOI arXiv
Choi, Hojong; Shin, Seung-Hyeok Novel random number generation for ultrasound systems. (English) Zbl 1518.65010 J. Nonlinear Convex Anal. 24, No. 8, 1835-1841 (2023). MSC: 65C10 65C99 PDFBibTeX XMLCite \textit{H. Choi} and \textit{S.-H. Shin}, J. Nonlinear Convex Anal. 24, No. 8, 1835--1841 (2023; Zbl 1518.65010) Full Text: Link
Chen, Peng; Royset, Johannes O. Performance bounds for PDE-constrained optimization under uncertainty. (English) Zbl 1521.65011 SIAM J. Optim. 33, No. 3, 1828-1854 (2023). MSC: 65C99 65N21 49J20 93E20 PDFBibTeX XMLCite \textit{P. Chen} and \textit{J. O. Royset}, SIAM J. Optim. 33, No. 3, 1828--1854 (2023; Zbl 1521.65011) Full Text: DOI arXiv
Du, Linglong; Zhou, Xinyun The stochastic delayed Cucker-Smale system in a harmonic potential field. (English) Zbl 1514.34082 Kinet. Relat. Models 16, No. 1, 54-68 (2023). MSC: 34D05 65C99 92D25 PDFBibTeX XMLCite \textit{L. Du} and \textit{X. Zhou}, Kinet. Relat. Models 16, No. 1, 54--68 (2023; Zbl 1514.34082) Full Text: DOI
Pentland, Kamran; Tamborrino, Massimiliano; Samaddar, Debasmita; Appel, Lynton C. Stochastic parareal: an application of probabilistic methods to time-parallelization. (English) Zbl 1515.65185 SIAM J. Sci. Comput. 45, No. 3, S82-S102 (2023). MSC: 65L05 65Y05 65C99 PDFBibTeX XMLCite \textit{K. Pentland} et al., SIAM J. Sci. Comput. 45, No. 3, S82--S102 (2023; Zbl 1515.65185) Full Text: DOI
Rásonyi, Miklós; Tikosi, Kinga Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities. (English) Zbl 1514.91204 Adv. Appl. Probab. 55, No. 2, 382-406 (2023). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M06 65C99 PDFBibTeX XMLCite \textit{M. Rásonyi} and \textit{K. Tikosi}, Adv. Appl. Probab. 55, No. 2, 382--406 (2023; Zbl 1514.91204) Full Text: DOI arXiv
He, Songnian; Dong, Qiao-Li; Li, Xiaoxiao The randomized Kaczmarz algorithm with the probability distribution depending on the angle. (English) Zbl 1512.65046 Numer. Algorithms 93, No. 1, 415-440 (2023). MSC: 65F10 65C99 90C25 90C30 90C52 PDFBibTeX XMLCite \textit{S. He} et al., Numer. Algorithms 93, No. 1, 415--440 (2023; Zbl 1512.65046) Full Text: DOI
Baggenstos, Jonas; Salimova, Diyora Approximation properties of residual neural networks for Kolmogorov PDEs. (English) Zbl 1518.65018 Discrete Contin. Dyn. Syst., Ser. B 28, No. 5, 3193-3215 (2023). MSC: 65C99 65M75 68T07 PDFBibTeX XMLCite \textit{J. Baggenstos} and \textit{D. Salimova}, Discrete Contin. Dyn. Syst., Ser. B 28, No. 5, 3193--3215 (2023; Zbl 1518.65018) Full Text: DOI arXiv
Evans, Luke; Cameron, Maria K.; Tiwary, Pratyush Computing committors in collective variables via Mahalanobis diffusion maps. (English) Zbl 1528.65007 Appl. Comput. Harmon. Anal. 64, 62-101 (2023). MSC: 65C99 60H10 PDFBibTeX XMLCite \textit{L. Evans} et al., Appl. Comput. Harmon. Anal. 64, 62--101 (2023; Zbl 1528.65007) Full Text: DOI arXiv
Yaniv, Yotam; Moorman, Jacob D.; Swartworth, William; Tu, Thomas; Landis, Daji; Needell, Deanna Selectable Set Randomized Kaczmarz. (English) Zbl 07655832 Numer. Linear Algebra Appl. 30, No. 1, e2458, 20 p. (2023). Reviewer: John D. Dixon (Ottawa) MSC: 65F10 65F20 65F50 65Y20 65C99 PDFBibTeX XMLCite \textit{Y. Yaniv} et al., Numer. Linear Algebra Appl. 30, No. 1, e2458, 20 p. (2023; Zbl 07655832) Full Text: DOI arXiv
Sant, Jaromir; Jenkins, Paul A.; Koskela, Jere; Spanò, Dario EWF : simulating exact paths of the Wright–Fisher diffusion. arXiv:2301.05459 Preprint, arXiv:2301.05459 [q-bio.PE] (2023). MSC: 92D25 60J70 65C99 60J60 BibTeX Cite \textit{J. Sant} et al., ``EWF : simulating exact paths of the Wright--Fisher diffusion'', Preprint, arXiv:2301.05459 [q-bio.PE] (2023) Full Text: DOI arXiv OA License
Bertazzi, Andrea; Dobson, Paul; Monmarché, Pierre Piecewise deterministic sampling with splitting schemes. arXiv:2301.02537 Preprint, arXiv:2301.02537 [math.PR] (2023). MSC: 60J25 65C99 65C05 BibTeX Cite \textit{A. Bertazzi} et al., ``Piecewise deterministic sampling with splitting schemes'', Preprint, arXiv:2301.02537 [math.PR] (2023) Full Text: arXiv OA License
Todorov, Venelin Advanced Monte Carlo methods to neural networks. (English) Zbl 1522.65010 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 303-314 (2022). MSC: 65C05 65C99 68T07 PDFBibTeX XMLCite \textit{V. Todorov}, Stud. Comput. Intell. 1044, 303--314 (2022; Zbl 1522.65010) Full Text: DOI
Oesterle, Jonathan; Krämer, Nicholas; Hennig, Philipp; Berens, Philipp Probabilistic solvers enable a straight-forward exploration of numerical uncertainty in neuroscience models. (English) Zbl 1518.92016 J. Comput. Neurosci. 50, No. 4, 485-503 (2022); correction ibid. 51, No. 3, 405 (2023). MSC: 92B20 65L99 65C99 PDFBibTeX XMLCite \textit{J. Oesterle} et al., J. Comput. Neurosci. 50, No. 4, 485--503 (2022; Zbl 1518.92016) Full Text: DOI OA License
Wang, Zhigao; Liu, Wenchen Stochastic reserving using policyholder information via EM algorithm. (English) Zbl 1505.62513 Appl. Math. Modelling 112, 199-214 (2022). MSC: 62P20 65C99 91G05 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{W. Liu}, Appl. Math. Modelling 112, 199--214 (2022; Zbl 1505.62513) Full Text: DOI
Lange-Hegermann, Markus; Robertz, Daniel On boundary conditions parametrized by analytic functions. (English) Zbl 1514.13028 Boulier, François (ed.) et al., Computer algebra in scientific computing. 24th international workshop, CASC 2022, Gebze, Turkey, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13366, 225-245 (2022). MSC: 13P10 35M30 60G15 65C99 68W30 PDFBibTeX XMLCite \textit{M. Lange-Hegermann} and \textit{D. Robertz}, Lect. Notes Comput. Sci. 13366, 225--245 (2022; Zbl 1514.13028) Full Text: DOI arXiv
Butler, T.; Wildey, T.; Zhang, W. \(L^p\) convergence of approximate maps and probability densities for forward and inverse problems in uncertainty quantification. (English) Zbl 1498.65028 Int. J. Uncertain. Quantif. 12, No. 4, 65-92 (2022). MSC: 65C99 62-08 PDFBibTeX XMLCite \textit{T. Butler} et al., Int. J. Uncertain. Quantif. 12, No. 4, 65--92 (2022; Zbl 1498.65028)
Miska, Niklas; Balzani, Daniel Method for the analysis of epistemic and aleatory uncertainties for a reliable evaluation of failure of engineering structures. (English) Zbl 1498.65029 Int. J. Uncertain. Quantif. 12, No. 6, 23-45 (2022). MSC: 65C99 62P30 74A45 PDFBibTeX XMLCite \textit{N. Miska} and \textit{D. Balzani}, Int. J. Uncertain. Quantif. 12, No. 6, 23--45 (2022; Zbl 1498.65029)
Weber, Melanie; Sra, Suvrit Projection-free nonconvex stochastic optimization on Riemannian manifolds. (English) Zbl 1506.65081 IMA J. Numer. Anal. 42, No. 4, 3241-3271 (2022). MSC: 65K10 65C99 PDFBibTeX XMLCite \textit{M. Weber} and \textit{S. Sra}, IMA J. Numer. Anal. 42, No. 4, 3241--3271 (2022; Zbl 1506.65081) Full Text: DOI arXiv Link
Foster, James; Lyons, Terry; Margarint, Vlad An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting. (English) Zbl 1507.60106 J. Stat. Phys. 189, No. 2, Paper No. 18, 14 p. (2022). MSC: 60J67 60L90 65C30 65C99 PDFBibTeX XMLCite \textit{J. Foster} et al., J. Stat. Phys. 189, No. 2, Paper No. 18, 14 p. (2022; Zbl 1507.60106) Full Text: DOI
Jin, Zhuo; Tran, Ky; Yin, George Numerical solutions of stochastic control problems: Markov chain approximation methods. (English) Zbl 1501.60040 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 233-264 (2022). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J20 60J27 65C99 65K15 49K45 93E20 35F21 90C39 49L20 PDFBibTeX XMLCite \textit{Z. Jin} et al., Handb. Numer. Anal. 23, 233--264 (2022; Zbl 1501.60040) Full Text: Link
Pentland, Kamran; Tamborrino, Massimiliano; Samaddar, Debasmita; Appel, Lynton C. Stochastic parareal: an application of probabilistic methods to time-parallelization. (English) Zbl 1492.65194 SIAM J. Sci. Comput. 44, No. 4, S82-S102 (2022). MSC: 65L05 65Y05 65C99 PDFBibTeX XMLCite \textit{K. Pentland} et al., SIAM J. Sci. Comput. 44, No. 4, S82--S102 (2022; Zbl 1492.65194) Full Text: DOI arXiv
Veldman, D. W. M.; Zuazua, E. A framework for randomized time-splitting in linear-quadratic optimal control. (English) Zbl 1493.49035 Numer. Math. 151, No. 2, 495-549 (2022). MSC: 49N10 49K45 65C99 65L20 37M05 37H05 PDFBibTeX XMLCite \textit{D. W. M. Veldman} and \textit{E. Zuazua}, Numer. Math. 151, No. 2, 495--549 (2022; Zbl 1493.49035) Full Text: DOI arXiv OA License
Liu, Yu; Liu, Ming; Xu, Xiaofeng Dynamics analysis of stochastic modified Leslie-Gower model with time-delay and Michaelis-Menten type prey harvest. (English) Zbl 1486.92172 J. Appl. Math. Comput. 68, No. 3, 2097-2124 (2022). MSC: 92D25 65C99 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Appl. Math. Comput. 68, No. 3, 2097--2124 (2022; Zbl 1486.92172) Full Text: DOI
Lei, Jinlong; Shanbhag, Uday V. Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems. (English) Zbl 1487.91003 SIAM J. Optim. 32, No. 2, 573-603 (2022). MSC: 91-08 65C99 65K05 91A10 91A15 90C15 90C30 90C53 PDFBibTeX XMLCite \textit{J. Lei} and \textit{U. V. Shanbhag}, SIAM J. Optim. 32, No. 2, 573--603 (2022; Zbl 1487.91003) Full Text: DOI arXiv
Chen, Yifan; Epperly, Ethan N.; Tropp, Joel A.; Webber, Robert J. Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations. arXiv:2207.06503 Preprint, arXiv:2207.06503 [math.NA] (2022). MSC: 65F55 65C99 68T05 BibTeX Cite \textit{Y. Chen} et al., ``Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations'', Preprint, arXiv:2207.06503 [math.NA] (2022) Full Text: arXiv OA License
Simonnet, Eric; Chekroun, Mickaël D. Deep spectral computations in linear and nonlinear diffusion problems. arXiv:2207.03166 Preprint, arXiv:2207.03166 [math.NA] (2022). MSC: 68T07 65C99 35P30 35P99 BibTeX Cite \textit{E. Simonnet} and \textit{M. D. Chekroun}, ``Deep spectral computations in linear and nonlinear diffusion problems'', Preprint, arXiv:2207.03166 [math.NA] (2022) Full Text: arXiv OA License
van Halder, Y.; Sanderse, B.; Koren, B. PDE/PDF-informed adaptive sampling for efficient nonintrusive surrogate modeling. (English) Zbl 1498.65030 Int. J. Uncertain. Quantif. 11, No. 6, 83-108 (2021). MSC: 65C99 35R60 PDFBibTeX XMLCite \textit{Y. van Halder} et al., Int. J. Uncertain. Quantif. 11, No. 6, 83--108 (2021; Zbl 1498.65030) Full Text: DOI arXiv
Chen, Tianyi; Sun, Yuejiao; Yin, Wotao Solving stochastic compositional optimization is nearly as easy as solving stochastic optimization. (English) Zbl 07591674 IEEE Trans. Signal Process. 69, 4937-4948 (2021). MSC: 94A16 65C99 65K10 PDFBibTeX XMLCite \textit{T. Chen} et al., IEEE Trans. Signal Process. 69, 4937--4948 (2021; Zbl 07591674) Full Text: DOI arXiv
Sharma, Upanshu; Zhang, Wei Nonreversible sampling schemes on submanifolds. (English) Zbl 1484.65021 SIAM J. Numer. Anal. 59, No. 6, 2989-3031 (2021). MSC: 65C99 58J65 PDFBibTeX XMLCite \textit{U. Sharma} and \textit{W. Zhang}, SIAM J. Numer. Anal. 59, No. 6, 2989--3031 (2021; Zbl 1484.65021) Full Text: DOI arXiv
Said, Salem; Manton, Jonathan H. Riemannian barycentres of Gibbs distributions: new results on concentration and convexity in compact symmetric spaces. (English) Zbl 1495.53074 Inf. Geom. 4, No. 2, 329-362 (2021). MSC: 53C35 53B12 65C99 62H99 PDFBibTeX XMLCite \textit{S. Said} and \textit{J. H. Manton}, Inf. Geom. 4, No. 2, 329--362 (2021; Zbl 1495.53074) Full Text: DOI
Meng, Xuhui; Wang, Zhicheng; Fan, Dixia; Triantafyllou, Michael S.; Karniadakis, George Em A fast multi-fidelity method with uncertainty quantification for complex data correlations: application to vortex-induced vibrations of marine risers. (English) Zbl 1507.62298 Comput. Methods Appl. Mech. Eng. 386, Article ID 114212, 19 p. (2021). MSC: 62M45 65C99 70J10 76B47 PDFBibTeX XMLCite \textit{X. Meng} et al., Comput. Methods Appl. Mech. Eng. 386, Article ID 114212, 19 p. (2021; Zbl 1507.62298) Full Text: DOI arXiv
Meng, Zeng; Guo, Liangbing; Hao, Peng; Liu, Zhaotao On the use of probabilistic and non-probabilistic super parametric hybrid models for time-variant reliability analysis. (English) Zbl 1507.65038 Comput. Methods Appl. Mech. Eng. 386, Article ID 114113, 19 p. (2021). MSC: 65C99 60K10 62N05 65C05 PDFBibTeX XMLCite \textit{Z. Meng} et al., Comput. Methods Appl. Mech. Eng. 386, Article ID 114113, 19 p. (2021; Zbl 1507.65038) Full Text: DOI
Pandita, Piyush; Tsilifis, Panagiotis; Awalgaonkar, Nimish M.; Bilionis, Ilias; Panchal, Jitesh Surrogate-based sequential Bayesian experimental design using non-stationary Gaussian processes. (English) Zbl 1502.62085 Comput. Methods Appl. Mech. Eng. 385, Article ID 114007, 17 p. (2021). MSC: 62L05 62F15 60G15 65C99 PDFBibTeX XMLCite \textit{P. Pandita} et al., Comput. Methods Appl. Mech. Eng. 385, Article ID 114007, 17 p. (2021; Zbl 1502.62085) Full Text: DOI
Fossan, Fredrik E.; Müller, Lucas O.; Sturdy, Jacob; Bråten, Anders T.; Jørgensen, Arve; Wiseth, Rune; Hellevik, Leif R. Machine learning augmented reduced-order models for FFR-prediction. (English) Zbl 1506.65025 Comput. Methods Appl. Mech. Eng. 384, Article ID 113892, 30 p. (2021). MSC: 65C99 68T07 92C55 PDFBibTeX XMLCite \textit{F. E. Fossan} et al., Comput. Methods Appl. Mech. Eng. 384, Article ID 113892, 30 p. (2021; Zbl 1506.65025) Full Text: DOI OA License
Qi, Zhuang; Jiang, Dazhi; Chen, Xiaming Iterative gradient descent for outlier detection. (English) Zbl 1505.62326 Int. J. Wavelets Multiresolut. Inf. Process. 19, No. 4, Article ID 2150004, 21 p. (2021). MSC: 62-08 62F35 62J05 65C99 PDFBibTeX XMLCite \textit{Z. Qi} et al., Int. J. Wavelets Multiresolut. Inf. Process. 19, No. 4, Article ID 2150004, 21 p. (2021; Zbl 1505.62326) Full Text: DOI
Lomov, Andrei Aleksandrovich Operator-orthoregressive methods for identifying coefficients of linear difference equations. (English) Zbl 1468.65010 Sib. Èlektron. Mat. Izv. 18, No. 2, 792-804 (2021). MSC: 65C99 39A10 62H12 PDFBibTeX XMLCite \textit{A. A. Lomov}, Sib. Èlektron. Mat. Izv. 18, No. 2, 792--804 (2021; Zbl 1468.65010) Full Text: DOI
Yang, Zhen-Ping; Lin, Gui-Hua Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities. (English) Zbl 1472.65078 J. Optim. Theory Appl. 190, No. 2, 393-427 (2021). MSC: 65K15 65C99 90C33 90C15 PDFBibTeX XMLCite \textit{Z.-P. Yang} and \textit{G.-H. Lin}, J. Optim. Theory Appl. 190, No. 2, 393--427 (2021; Zbl 1472.65078) Full Text: DOI
Iiduka, Hideaki Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning. (English) Zbl 1472.65069 J. Glob. Optim. 80, No. 2, 479-505 (2021). MSC: 65K05 65K15 65C99 90C15 90C26 PDFBibTeX XMLCite \textit{H. Iiduka}, J. Glob. Optim. 80, No. 2, 479--505 (2021; Zbl 1472.65069) Full Text: DOI
Callegaro, Giorgia; Fiorin, Lucio; Pallavicini, Andrea Quantization goes polynomial. (English) Zbl 1467.91210 Quant. Finance 21, No. 3, 361-376 (2021). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C99 91G20 PDFBibTeX XMLCite \textit{G. Callegaro} et al., Quant. Finance 21, No. 3, 361--376 (2021; Zbl 1467.91210) Full Text: DOI arXiv
Lin, Y.-T.; Shih, Y.-T.; Chien, C.-S.; Sheng, Q. A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing. (English) Zbl 1488.91160 Appl. Math. Comput. 393, Article ID 125764, 14 p. (2021). MSC: 91G60 65C99 91G20 41A10 PDFBibTeX XMLCite \textit{Y. T. Lin} et al., Appl. Math. Comput. 393, Article ID 125764, 14 p. (2021; Zbl 1488.91160) Full Text: DOI
Grohs, Philipp; Herrmann, Lukas Deep neural network approximation for high-dimensional parabolic Hamilton-Jacobi-Bellman equations. arXiv:2103.05744 Preprint, arXiv:2103.05744 [math.NA] (2021). MSC: 65C99 65M99 60H30 BibTeX Cite \textit{P. Grohs} and \textit{L. Herrmann}, ``Deep neural network approximation for high-dimensional parabolic Hamilton-Jacobi-Bellman equations'', Preprint, arXiv:2103.05744 [math.NA] (2021) Full Text: arXiv OA License
Kolda, Tamara G.; Hong, David Stochastic gradients for large-scale tensor decomposition. (English) Zbl 1485.65054 SIAM J. Math. Data Sci. 2, No. 4, 1066-1095 (2020). MSC: 65F99 15A69 65C99 PDFBibTeX XMLCite \textit{T. G. Kolda} and \textit{D. Hong}, SIAM J. Math. Data Sci. 2, No. 4, 1066--1095 (2020; Zbl 1485.65054) Full Text: DOI arXiv
Wang, Junyang; Cockayne, Jon; Oates, Chris J. A role for symmetry in the Bayesian solution of differential equations. (English) Zbl 1483.65021 Bayesian Anal. 15, No. 4, 1057-1085 (2020). MSC: 65C99 62F15 62G08 65L05 PDFBibTeX XMLCite \textit{J. Wang} et al., Bayesian Anal. 15, No. 4, 1057--1085 (2020; Zbl 1483.65021) Full Text: DOI arXiv Euclid
Ren, Jie; Zhang, Qimin; Cao, Feilong; Ding, Chunmei; Wang, Li Modeling a stochastic age-structured capital system with Poisson jumps using neural networks. (English) Zbl 1460.91297 Inf. Sci. 516, 254-265 (2020). MSC: 91G60 65C99 PDFBibTeX XMLCite \textit{J. Ren} et al., Inf. Sci. 516, 254--265 (2020; Zbl 1460.91297) Full Text: DOI
Kozieł, Patryk; Sulkowska, Małgorzata Uniform random posets. (English) Zbl 07330216 Inf. Sci. 515, 294-301 (2020). MSC: 65C99 06A06 60J20 PDFBibTeX XMLCite \textit{P. Kozieł} and \textit{M. Sulkowska}, Inf. Sci. 515, 294--301 (2020; Zbl 07330216) Full Text: DOI arXiv
Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Nguyen, Tuan Anh A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations. (English) Zbl 1455.65200 SN Partial Differ. Equ. Appl. 1, No. 2, Paper No. 10, 34 p. (2020). MSC: 65M75 65C99 68T05 68T07 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., SN Partial Differ. Equ. Appl. 1, No. 2, Paper No. 10, 34 p. (2020; Zbl 1455.65200) Full Text: DOI arXiv OA License
Anderson, David F.; Yuan, Chaojie Variance of finite difference methods for reaction networks with non-Lipschitz rate functions. (English) Zbl 1454.60103 SIAM J. Numer. Anal. 58, No. 6, 3125-3143 (2020). MSC: 60H35 65C99 92C40 PDFBibTeX XMLCite \textit{D. F. Anderson} and \textit{C. Yuan}, SIAM J. Numer. Anal. 58, No. 6, 3125--3143 (2020; Zbl 1454.60103) Full Text: DOI arXiv
Trymorush, Iryna; Podlubny, Igor Porous functions. II. (English) Zbl 1446.26007 Fract. Calc. Appl. Anal. 23, No. 2, 307-323 (2020). MSC: 26A33 65C99 76S99 PDFBibTeX XMLCite \textit{I. Trymorush} and \textit{I. Podlubny}, Fract. Calc. Appl. Anal. 23, No. 2, 307--323 (2020; Zbl 1446.26007) Full Text: DOI
van den Bos, Laurent; Sanderse, Benjamin; Bierbooms, Wim; van Bussel, Gerard Generating nested quadrature rules with positive weights based on arbitrary sample sets. (English) Zbl 1483.65043 SIAM/ASA J. Uncertain. Quantif. 8, 139-169 (2020). Reviewer: Josef Kofroň (Praha) MSC: 65D32 65D30 65C99 PDFBibTeX XMLCite \textit{L. van den Bos} et al., SIAM/ASA J. Uncertain. Quantif. 8, 139--169 (2020; Zbl 1483.65043) Full Text: DOI arXiv
Henriksen, Amelia; Ward, Rachel Concentration inequalities for random matrix products. (English) Zbl 1436.65047 Linear Algebra Appl. 594, 81-94 (2020). MSC: 65F35 65C99 15B52 PDFBibTeX XMLCite \textit{A. Henriksen} and \textit{R. Ward}, Linear Algebra Appl. 594, 81--94 (2020; Zbl 1436.65047) Full Text: DOI arXiv
Zhai, Jiayu; Dobson, Matthew; Li, Yao A deep learning method for solving Fokker-Planck equations. arXiv:2012.10696 Preprint, arXiv:2012.10696 [math.NA] (2020). MSC: 68T07 65C99 65C05 BibTeX Cite \textit{J. Zhai} et al., ``A deep learning method for solving Fokker-Planck equations'', Preprint, arXiv:2012.10696 [math.NA] (2020) Full Text: arXiv OA License
McKerns, M.; Alexander, F. J.; Hickmann, K. S.; Sullivan, T. J.; Vaughan, D. E. Optimal Bounds on Nonlinear Partial Differential Equations in Model Certification, Validation, and Experimental Design. arXiv:2009.06626 Preprint, arXiv:2009.06626 [math.NA] (2020). MSC: 60E15 62G99 65C99 90C26 BibTeX Cite \textit{M. McKerns} et al., ``Optimal Bounds on Nonlinear Partial Differential Equations in Model Certification, Validation, and Experimental Design'', Preprint, arXiv:2009.06626 [math.NA] (2020) Full Text: DOI arXiv OA License
Arras, Benjamin; Bachmayr, Markus; Cohen, Albert Sequential sampling for optimal weighted least squares approximations in hierarchical spaces. (English) Zbl 1499.41010 SIAM J. Math. Data Sci. 1, No. 1, 189-207 (2019). MSC: 41A10 41A65 62E17 65C99 93E24 PDFBibTeX XMLCite \textit{B. Arras} et al., SIAM J. Math. Data Sci. 1, No. 1, 189--207 (2019; Zbl 1499.41010) Full Text: DOI arXiv
Zerfas, Camille; Rebholz, Leo G.; Schneier, Michael; Iliescu, Traian Continuous data assimilation reduced order models of fluid flow. (English) Zbl 1442.65006 Comput. Methods Appl. Mech. Eng. 357, Article ID 112596, 18 p. (2019). MSC: 65C99 76D05 PDFBibTeX XMLCite \textit{C. Zerfas} et al., Comput. Methods Appl. Mech. Eng. 357, Article ID 112596, 18 p. (2019; Zbl 1442.65006) Full Text: DOI arXiv
Karvonen, Toni; Kanagawa, Motonobu; Särkkä, Simo On the positivity and magnitudes of Bayesian quadrature weights. (English) Zbl 1435.62029 Stat. Comput. 29, No. 6, 1317-1333 (2019). MSC: 62-08 62F15 65C99 65D30 PDFBibTeX XMLCite \textit{T. Karvonen} et al., Stat. Comput. 29, No. 6, 1317--1333 (2019; Zbl 1435.62029) Full Text: DOI arXiv OA License
Lie, Han Cheng; Stuart, A. M.; Sullivan, T. J. Strong convergence rates of probabilistic integrators for ordinary differential equations. (English) Zbl 1431.65122 Stat. Comput. 29, No. 6, 1265-1283 (2019). MSC: 65L20 65C99 37H10 68W20 PDFBibTeX XMLCite \textit{H. C. Lie} et al., Stat. Comput. 29, No. 6, 1265--1283 (2019; Zbl 1431.65122) Full Text: DOI arXiv Link
Bartels, Simon; Cockayne, Jon; Ipsen, Ilse C. F.; Hennig, Philipp Probabilistic linear solvers: a unifying view. (English) Zbl 1435.62027 Stat. Comput. 29, No. 6, 1249-1263 (2019). MSC: 62-08 62F15 65C99 65F10 PDFBibTeX XMLCite \textit{S. Bartels} et al., Stat. Comput. 29, No. 6, 1249--1263 (2019; Zbl 1435.62027) Full Text: DOI arXiv OA License
Karvonen, Toni; Särkkä, Simo; Oates, Chris. J. Symmetry exploits for Bayesian cubature methods. (English) Zbl 1435.62030 Stat. Comput. 29, No. 6, 1231-1248 (2019). MSC: 62-08 62F15 65C99 65D32 PDFBibTeX XMLCite \textit{T. Karvonen} et al., Stat. Comput. 29, No. 6, 1231--1248 (2019; Zbl 1435.62030) Full Text: DOI arXiv OA License
Jagadeeswaran, R.; Hickernell, Fred J. Fast automatic Bayesian cubature using lattice sampling. (English) Zbl 1435.62028 Stat. Comput. 29, No. 6, 1215-1229 (2019). MSC: 62-08 62F15 65C99 65D32 PDFBibTeX XMLCite \textit{R. Jagadeeswaran} and \textit{F. J. Hickernell}, Stat. Comput. 29, No. 6, 1215--1229 (2019; Zbl 1435.62028) Full Text: DOI arXiv
Girolami, M. (ed.); Ipsen, I. C. F. (ed.); Oates, C. J. (ed.); Owen, A. B. (ed.); Sullivan, T. J. (ed.) Editorial: Special edition on probabilistic numerics. (English) Zbl 1505.00047 Stat. Comput. 29, No. 6, 1181-1183 (2019). MSC: 00B15 62-06 62-08 65C99 PDFBibTeX XMLCite \textit{M. Girolami} (ed.) et al., Stat. Comput. 29, No. 6, 1181--1183 (2019; Zbl 1505.00047) Full Text: DOI
Chassagneux, Jean-François; Richou, Adrien Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems. (English) Zbl 1471.93276 Stochastic Processes Appl. 129, No. 11, 4597-4637 (2019). Reviewer: Lu Qi (Chengdu) MSC: 93E20 65C99 60H30 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} and \textit{A. Richou}, Stochastic Processes Appl. 129, No. 11, 4597--4637 (2019; Zbl 1471.93276) Full Text: DOI arXiv
Beylkin, Gregory; Monzón, Lucas; Satkauskas, Ignas On computing distributions of products of random variables via Gaussian multiresolution analysis. (English) Zbl 1479.60023 Appl. Comput. Harmon. Anal. 47, No. 2, 306-337 (2019). MSC: 60E05 42C40 62E17 65C99 PDFBibTeX XMLCite \textit{G. Beylkin} et al., Appl. Comput. Harmon. Anal. 47, No. 2, 306--337 (2019; Zbl 1479.60023) Full Text: DOI arXiv
Harness, Yuval Low-dimensional spatial embedding method for shape uncertainty quantification in acoustic scattering by 2D star shaped obstacles. (English) Zbl 1417.49058 J. Sci. Comput. 78, No. 3, 1601-1631 (2019). MSC: 49Q15 65C99 65N35 65R20 65Z05 PDFBibTeX XMLCite \textit{Y. Harness}, J. Sci. Comput. 78, No. 3, 1601--1631 (2019; Zbl 1417.49058) Full Text: DOI arXiv
Dahlke, Stephan; Hansen, Markus; Schneider, Cornelia; Sickel, Winfried Properties of Kondratiev spaces. arXiv:1911.01962 Preprint, arXiv:1911.01962 [math.FA] (2019). MSC: 46E35 65C99 BibTeX Cite \textit{S. Dahlke} et al., ``Properties of Kondratiev spaces'', Preprint, arXiv:1911.01962 [math.FA] (2019) Full Text: arXiv OA License
Wang, Mu; Lin, Guang; Pothen, Alex Using automatic differentiation for compressive sensing in uncertainty quantification. (English) Zbl 1453.94032 Optim. Methods Softw. 33, No. 4-6, 799-812 (2018). MSC: 94A12 65C99 PDFBibTeX XMLCite \textit{M. Wang} et al., Optim. Methods Softw. 33, No. 4--6, 799--812 (2018; Zbl 1453.94032) Full Text: DOI
Bildik, Necdet; Deniz, Sinan Comparative study between optimal homotopy asymptotic method and perturbation-iteration technique for different types of nonlinear equations. (English) Zbl 1397.65021 Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 2, 647-654 (2018). MSC: 65C99 47H14 81Q15 PDFBibTeX XMLCite \textit{N. Bildik} and \textit{S. Deniz}, Iran. J. Sci. Technol., Trans. A, Sci. 42, No. 2, 647--654 (2018; Zbl 1397.65021) Full Text: DOI
Dayar, Tuğrul Kronecker modeling and analysis of multidimensional Markovian systems. (English) Zbl 1434.60001 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-319-97128-5/hbk; 978-3-319-97129-2/ebook). xx, 269 p. (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60J28 65C99 PDFBibTeX XMLCite \textit{T. Dayar}, Kronecker modeling and analysis of multidimensional Markovian systems. Cham: Springer (2018; Zbl 1434.60001) Full Text: DOI
Lazopoulos, A. K. Numerical solutions of differential equations with fractional L-derivative. (English) Zbl 1392.65015 Contin. Mech. Thermodyn. 30, No. 3, 667-674 (2018). MSC: 65C99 34A08 70E15 76T10 PDFBibTeX XMLCite \textit{A. K. Lazopoulos}, Contin. Mech. Thermodyn. 30, No. 3, 667--674 (2018; Zbl 1392.65015) Full Text: DOI
Coskun, Sema; Korn, Ralf Pricing barrier options in the Heston model using the Heath-Platen estimator. (English) Zbl 1408.91232 Monte Carlo Methods Appl. 24, No. 1, 29-41 (2018). MSC: 91G60 91G20 65C99 PDFBibTeX XMLCite \textit{S. Coskun} and \textit{R. Korn}, Monte Carlo Methods Appl. 24, No. 1, 29--41 (2018; Zbl 1408.91232) Full Text: DOI
Tamturk, Muhsin; Utev, Sergey Ruin probability via quantum mechanics approach. (English) Zbl 1401.91197 Insur. Math. Econ. 79, 69-74 (2018). MSC: 91B30 91B80 91G60 65C99 PDFBibTeX XMLCite \textit{M. Tamturk} and \textit{S. Utev}, Insur. Math. Econ. 79, 69--74 (2018; Zbl 1401.91197) Full Text: DOI
Zhang, Zhiyi Domains of attraction on countable alphabets. (English) Zbl 1435.60024 Bernoulli 24, No. 2, 873-894 (2018). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60F99 62G32 65C99 68Q87 60G70 PDFBibTeX XMLCite \textit{Z. Zhang}, Bernoulli 24, No. 2, 873--894 (2018; Zbl 1435.60024) Full Text: DOI arXiv Euclid
Mosig, J. E. M.; Montiel, F.; Squire, Vernon A. Water wave scattering from a mass loading ice floe of random length using generalised polynomial chaos. (English) Zbl 1524.76024 Wave Motion 70, 222-239 (2017). MSC: 76A15 65C99 86A40 PDFBibTeX XMLCite \textit{J. E. M. Mosig} et al., Wave Motion 70, 222--239 (2017; Zbl 1524.76024) Full Text: DOI
Price, Eric; Song, Zhao; Woodruff, David P. Fast regression with an \(\ell_{\infty}\) guarantee. (English) Zbl 1455.65061 Chatzigiannakis, Ioannis (ed.) et al., 44th international colloquium on automata, languages, and programming, ICALP 2017, Warsaw, Poland July 10–14, 2017. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 80, Article 59, 14 p. (2017). MSC: 65F99 15B52 62J05 65C99 PDFBibTeX XMLCite \textit{E. Price} et al., LIPIcs -- Leibniz Int. Proc. Inform. 80, Article 59, 14 p. (2017; Zbl 1455.65061) Full Text: DOI arXiv
Rogoza, Alexander Anatolievich Suboptimal solution of one singular integral equation with perturbed operator based on probabilistic methods. (Russian. English summary) Zbl 1404.65331 Differ. Uravn. Protsessy Upr. 2017, No. 3, 59 pages (2017). MSC: 65R20 65G30 65C99 45B05 PDFBibTeX XMLCite \textit{A. A. Rogoza}, Differ. Uravn. Protsessy Upr. 2017, No. 3, 59 pages (2017; Zbl 1404.65331) Full Text: Link
Meng, Fanwen; Teow, Kiok Liang; Ooi, Chee Kheong; Heng, Bee Hoon; Tay, Seow Yian Minimization of the coefficient of variation for patient waiting system governed by a generic maximum waiting policy. (English) Zbl 1373.90043 J. Ind. Manag. Optim. 13, No. 4, 1759-1770 (2017). MSC: 90B22 62F99 62P99 65C99 PDFBibTeX XMLCite \textit{F. Meng} et al., J. Ind. Manag. Optim. 13, No. 4, 1759--1770 (2017; Zbl 1373.90043) Full Text: DOI
Baharev, Ali; Schichl, Hermann; Rév, Endre Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy. (English) Zbl 1417.65028 Comput. Stat. 32, No. 2, 763-779 (2017). MSC: 62-08 65G30 65C99 62J10 PDFBibTeX XMLCite \textit{A. Baharev} et al., Comput. Stat. 32, No. 2, 763--779 (2017; Zbl 1417.65028) Full Text: DOI OA License
Li, Dian-Qing; Xiao, Te; Cao, Zi-Jun; Phoon, Kok-Kwang; Zhou, Chuang-Bing Efficient and consistent reliability analysis of soil slope stability using both limit equilibrium analysis and finite element analysis. (English) Zbl 1465.65009 Appl. Math. Modelling 40, No. 9-10, 5216-5229 (2016). MSC: 65C99 65C20 65C05 PDFBibTeX XMLCite \textit{D.-Q. Li} et al., Appl. Math. Modelling 40, No. 9--10, 5216--5229 (2016; Zbl 1465.65009) Full Text: DOI
Michel, Christophe; Reutenauer, Victor; Talay, Denis; Tanré, Etienne Liquidity costs: a new numerical methodology and an empirical study. (English) Zbl 1396.91804 Appl. Math. Finance 23, No. 1-2, 57-79 (2016). MSC: 91G60 91G20 60H30 65C99 PDFBibTeX XMLCite \textit{C. Michel} et al., Appl. Math. Finance 23, No. 1--2, 57--79 (2016; Zbl 1396.91804) Full Text: DOI arXiv
Nigmatullin, Raoul R.; Tenreiro Machado, José A. Forecasting of random sequences and Prony decomposition of finance data. (English) Zbl 1336.62241 Analysis, München 36, No. 2, 75-88 (2016). MSC: 62P05 62M20 91G70 65D10 65C99 PDFBibTeX XMLCite \textit{R. R. Nigmatullin} and \textit{J. A. Tenreiro Machado}, Analysis, München 36, No. 2, 75--88 (2016; Zbl 1336.62241) Full Text: DOI
Sun, Tien-Lung; Lo, Kuo-Hung; Chen, Juei-Chao An accurate updating formula to calculate sample variance from weighted successive differences. (English) Zbl 1360.65046 Stat. Probab. Lett. 114, 14-19 (2016). MSC: 65C99 62J10 65C60 PDFBibTeX XMLCite \textit{T.-L. Sun} et al., Stat. Probab. Lett. 114, 14--19 (2016; Zbl 1360.65046) Full Text: DOI
Kundu, Pradip; Hazra, Nil Kamal; Nanda, Asok K. Reliability study of a coherent system with single general standby component. (English) Zbl 1337.60225 Stat. Probab. Lett. 110, 25-33 (2016). MSC: 60K10 90B25 65C99 PDFBibTeX XMLCite \textit{P. Kundu} et al., Stat. Probab. Lett. 110, 25--33 (2016; Zbl 1337.60225) Full Text: DOI arXiv
He, Qi-Ming; Ren, Jiandong Analysis of a multivariate claim process. (English) Zbl 1337.60252 Methodol. Comput. Appl. Probab. 18, No. 1, 257-273 (2016). MSC: 60K99 91B30 65C99 PDFBibTeX XMLCite \textit{Q.-M. He} and \textit{J. Ren}, Methodol. Comput. Appl. Probab. 18, No. 1, 257--273 (2016; Zbl 1337.60252) Full Text: DOI
Ramirez-Nafarrate, Adrian; Muñoz, David F. Performance evaluation of output analysis methods in steady-state simulations. (English) Zbl 1386.65067 J. Comput. Appl. Math. 301, 64-73 (2016). MSC: 65C99 60J22 62F10 62F25 PDFBibTeX XMLCite \textit{A. Ramirez-Nafarrate} and \textit{D. F. Muñoz}, J. Comput. Appl. Math. 301, 64--73 (2016; Zbl 1386.65067) Full Text: DOI
Browne, PA Model error moment estimation via data assimilation. arXiv:1610.01226 Preprint, arXiv:1610.01226 [math.NA] (2016). MSC: 93E03 93E10 93E11 60G35 62M20 94A20 65G99 65C20 65C99 BibTeX Cite \textit{P. Browne}, ``Model error moment estimation via data assimilation'', Preprint, arXiv:1610.01226 [math.NA] (2016) Full Text: arXiv OA License
Yin, Zhengwei; Gan, Siqing Chebyshev spectral collocation method for stochastic delay differential equations. (English) Zbl 1422.60109 Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015). MSC: 60H10 65L20 34F05 65C30 65C99 PDFBibTeX XMLCite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015; Zbl 1422.60109) Full Text: DOI OA License
Zerbetto, Mirco; Frezzato, Diego Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics. (English) Zbl 1344.65004 Comput. Phys. Commun. 195, 129-139 (2015). MSC: 65-04 65D30 82-08 65C99 PDFBibTeX XMLCite \textit{M. Zerbetto} and \textit{D. Frezzato}, Comput. Phys. Commun. 195, 129--139 (2015; Zbl 1344.65004) Full Text: DOI arXiv
Shevchenko, Georgiy Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60067 Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560002, 16 p. (2015). MSC: 60G22 65C99 PDFBibTeX XMLCite \textit{G. Shevchenko}, in: Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6--11, 2014. Hackensack, NJ: World Scientific. Article ID 1560002, 16 p. (2015; Zbl 1337.60067) Full Text: DOI arXiv
Baweja, Meena; Saxena, Ratnesh R.; Sehgal, Deepak Optimal investment problem with option. (English) Zbl 1329.49073 Int. J. Appl. Math. 28, No. 4, 363-376 (2015). MSC: 49N90 49N05 49J55 93E20 90C06 65K10 65C99 60H10 PDFBibTeX XMLCite \textit{M. Baweja} et al., Int. J. Appl. Math. 28, No. 4, 363--376 (2015; Zbl 1329.49073) Full Text: DOI