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Found 3,792 Documents (Results 1–100)

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Stochastic control systems with long-range dependent noise. (English) Zbl 07543836

Domański, Paweł D. (ed.) et al., Outliers in control engineering. Fractional calculus perspective. Based on the 20th world congress of the International Federation of Automatic Control (IFAC), Toulouse, France, July 9–14, 2017. Berlin: De Gruyter. Fract. Calc. Appl. Sci. Eng. 10, 47-59 (2022).
MSC:  93E03 60G22 93C05
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Stochastic modelling with randomized Markov bridges. (English) Zbl 07516350

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307-333 (2022).
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Modelling information flows in financial markets. (English) Zbl 07516344

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 157-177 (2022).
MSC:  91G15 91G20 60J70
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Random-walk based approximate \(k\)-nearest neighbors algorithm for diffusion state distance. (English) Zbl 1484.68183

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 3-15 (2022).
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Graphs and discrete Dirichlet spaces. (English) Zbl 1487.05003

Grundlehren der Mathematischen Wissenschaften 358. Cham: Springer (ISBN 978-3-030-81458-8/hbk; 978-3-030-81459-5/ebook). xv, 668 p. (2021).
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Brownian motion. A guide to random processes and stochastic calculus. With a chapter on simulation by Björn Böttcher. 3rd revised and extended edition. (English) Zbl 1485.60003

De Gruyter Graduate. Berlin: De Gruyter (ISBN 978-3-11-074125-4/pbk; 978-3-11-074127-8/ebook). xiv, 519 p. (2021).
MSC:  60-01 60J65 60J70
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