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Found 783 Documents (Results 1–100)

Martingales in survival analysis. (English) Zbl 1523.60073

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 295-320 (2022).
MSC:  60G42 60G44 62N02
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Encounters with martingales in statistics and stochastic optimization. (English) Zbl 1523.60076

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 265-293 (2022).
MSC:  60G42 60G44 62M99
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A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation. (English) Zbl 1500.93146

Parasidis, Ioannis. N. (ed.) et al., Mathematical analysis in interdisciplinary research. Cham: Springer. Springer Optim. Appl. 179, 417-429 (2021).
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Wald’s martingale and the conditional distributions of absorption time in the Moran process. (English) Zbl 1472.60145

Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2241, Article ID 20200135, 20 p. (2020); correction ibid. 476, No. 2242, Article ID 20200731, 1 p. (2020).
MSC:  60J85 62L10 92D25
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