Lücke, Marvin; Heitzig, Jobst; Koltai, Péter; Molkenthin, Nora; Winkelmann, Stefanie Large population limits of Markov processes on random networks. (English) Zbl 07796468 Stochastic Processes Appl. 166, Article ID 104220, 38 p. (2023). MSC: 60J27 05C80 91D30 PDFBibTeX XMLCite \textit{M. Lücke} et al., Stochastic Processes Appl. 166, Article ID 104220, 38 p. (2023; Zbl 07796468) Full Text: DOI arXiv
Han, Jiequn; Hu, Ruimeng; Long, Jihao A class of dimension-free metrics for the convergence of empirical measures. (English) Zbl 1522.60015 Stochastic Processes Appl. 164, 242-287 (2023). MSC: 60B10 60E15 60K35 91A16 60H10 PDFBibTeX XMLCite \textit{J. Han} et al., Stochastic Processes Appl. 164, 242--287 (2023; Zbl 1522.60015) Full Text: DOI arXiv
Lee, Yoonseok; Wang, Yulong Threshold regression with nonparametric sample splitting. (English) Zbl 07704474 J. Econom. 235, No. 2, 816-842 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Lee} and \textit{Y. Wang}, J. Econom. 235, No. 2, 816--842 (2023; Zbl 07704474) Full Text: DOI arXiv
Gou, Zhun; Huang, Nan-Jing; Wang, Minghui A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time. (English) Zbl 1519.91058 Int. J. Control 96, No. 3, 731-745 (2023). MSC: 91A65 91A16 91A23 PDFBibTeX XMLCite \textit{Z. Gou} et al., Int. J. Control 96, No. 3, 731--745 (2023; Zbl 1519.91058) Full Text: DOI arXiv
Leocata, Marta; Livieri, Giulia; Morlacchi, Silvia; Corvino, Fausto; Flandoli, Franco; Pirni, Alberto Eugenio Ermenegildo Understanding the householder solar panel consumer: a Markovian Model and its Societal implications. arXiv:2304.11213 Preprint, arXiv:2304.11213 [physics.soc-ph] (2023). MSC: 60K35 91A16 60J27 BibTeX Cite \textit{M. Leocata} et al., ``Understanding the householder solar panel consumer: a Markovian Model and its Societal implications'', Preprint, arXiv:2304.11213 [physics.soc-ph] (2023) Full Text: arXiv OA License
Germain, Maximilien; Pham, Huyên; Warin, Xavier Rate of convergence for particle approximation of PDEs in Wasserstein space. (English) Zbl 1501.35449 J. Appl. Probab. 59, No. 4, 992-1008 (2022). MSC: 35R15 35R06 35B40 60H30 91A07 60K35 PDFBibTeX XMLCite \textit{M. Germain} et al., J. Appl. Probab. 59, No. 4, 992--1008 (2022; Zbl 1501.35449) Full Text: DOI arXiv
Aletti, Giacomo; Naldi, Giovanni Opinion dynamics on graphon: the piecewise constant case. (English) Zbl 1497.91232 Appl. Math. Lett. 133, Article ID 108227, 7 p. (2022). MSC: 91D30 05C80 PDFBibTeX XMLCite \textit{G. Aletti} and \textit{G. Naldi}, Appl. Math. Lett. 133, Article ID 108227, 7 p. (2022; Zbl 1497.91232) Full Text: DOI arXiv
Agrawal, Sudhanshu; Lee, Wonjun; Fung, Samy Wu; Nurbekyan, Levon Random features for high-dimensional nonlocal mean-field games. (English) Zbl 07525128 J. Comput. Phys. 459, Article ID 111136, 18 p. (2022). MSC: 91Axx 35Qxx 65Mxx PDFBibTeX XMLCite \textit{S. Agrawal} et al., J. Comput. Phys. 459, Article ID 111136, 18 p. (2022; Zbl 07525128) Full Text: DOI arXiv
Flandoli, Franco; Corvino, Fausto; Leocata, Marta; Livieri, Giulia; Morlacchi, Silvia; Pirni, Alberto Multiscale modeling of Green Energy Transition: Structural properties and an example. arXiv:2212.01329 Preprint, arXiv:2212.01329 [physics.soc-ph] (2022). MSC: 60K35 91A16 60J27 BibTeX Cite \textit{F. Flandoli} et al., ``Multiscale modeling of Green Energy Transition: Structural properties and an example'', Preprint, arXiv:2212.01329 [physics.soc-ph] (2022) Full Text: arXiv OA License
Lenarda, Pietro; Gnecco, Giorgio; Riccaboni, Massimo Parameter estimation in a 3-parameter \(p\)-star random graph model. (English) Zbl 07775298 Networks 77, No. 3, 403-420 (2021). MSC: 91D30 05C80 PDFBibTeX XMLCite \textit{P. Lenarda} et al., Networks 77, No. 3, 403--420 (2021; Zbl 07775298) Full Text: DOI arXiv
Urbani, Pierfrancesco Disordered high-dimensional optimal control. (English) Zbl 1519.49027 J. Phys. A, Math. Theor. 54, No. 32, Article ID 324001, 12 p. (2021). MSC: 49N80 60K35 93E20 91A23 PDFBibTeX XMLCite \textit{P. Urbani}, J. Phys. A, Math. Theor. 54, No. 32, Article ID 324001, 12 p. (2021; Zbl 1519.49027) Full Text: DOI arXiv
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia \(N\)-player games and mean-field games with smooth dependence on past absorptions. (English) Zbl 1481.91022 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901-1939 (2021). MSC: 91A16 91A06 93E20 60K35 PDFBibTeX XMLCite \textit{L. Campi} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901--1939 (2021; Zbl 1481.91022) Full Text: DOI arXiv
Feinstein, Zachary; Søjmark, Andreas Short communication: Dynamic default contagion in heterogeneous interbank systems. (English) Zbl 1476.91210 SIAM J. Financ. Math. 12, No. 4, SC83-SC97 (2021). MSC: 91G45 60K35 60H10 PDFBibTeX XMLCite \textit{Z. Feinstein} and \textit{A. Søjmark}, SIAM J. Financ. Math. 12, No. 4, SC83-SC97 (2021; Zbl 1476.91210) Full Text: DOI arXiv
Gao, Shuang; Tchuendom, Rinel Foguen; Caines, Peter E. Linear quadratic graphon field games. (English) Zbl 1491.91035 Commun. Inf. Syst. 21, No. 3, 341-369 (2021). MSC: 91A43 91A16 05C80 PDFBibTeX XMLCite \textit{S. Gao} et al., Commun. Inf. Syst. 21, No. 3, 341--369 (2021; Zbl 1491.91035) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: large deviations and concentration of measure. (English) Zbl 1445.60025 Ann. Probab. 48, No. 1, 211-263 (2020). Reviewer: Edward Omey (Brussels) MSC: 60F10 60E15 60H10 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Probab. 48, No. 1, 211--263 (2020; Zbl 1445.60025) Full Text: DOI arXiv Euclid
Cecchin, Alekos; Fischer, Markus Probabilistic approach to finite state mean field games. (English) Zbl 1434.60198 Appl. Math. Optim. 81, No. 2, 253-300 (2020). MSC: 60J27 49N80 91A16 60K35 91A10 93E20 PDFBibTeX XMLCite \textit{A. Cecchin} and \textit{M. Fischer}, Appl. Math. Optim. 81, No. 2, 253--300 (2020; Zbl 1434.60198) Full Text: DOI arXiv
Cecchin, Alekos; Pelino, Guglielmo Convergence, fluctuations and large deviations for finite state mean field games via the master equation. (English) Zbl 1450.60015 Stochastic Processes Appl. 129, No. 11, 4510-4555 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60F05 60F10 60J27 60K35 91A10 93E20 PDFBibTeX XMLCite \textit{A. Cecchin} and \textit{G. Pelino}, Stochastic Processes Appl. 129, No. 11, 4510--4555 (2019; Zbl 1450.60015) Full Text: DOI arXiv
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: a central limit theorem. (English) Zbl 1508.60032 Electron. J. Probab. 24, Paper No. 51, 54 p. (2019). MSC: 60F05 60H10 60H15 91A07 91A15 91G80 60K35 PDFBibTeX XMLCite \textit{F. Delarue} et al., Electron. J. Probab. 24, Paper No. 51, 54 p. (2019; Zbl 1508.60032) Full Text: DOI arXiv Euclid
Agram, Nacira; Øksendal, Bernt Stochastic control of memory mean-field processes. (English) Zbl 1411.60081 Appl. Math. Optim. 79, No. 1, 181-204 (2019); correction ibid. 79, No. 1, 205-206 (2019). MSC: 60H05 60H20 60J75 93E20 91G80 91B70 PDFBibTeX XMLCite \textit{N. Agram} and \textit{B. Øksendal}, Appl. Math. Optim. 79, No. 1, 181--204 (2019; Zbl 1411.60081) Full Text: DOI arXiv
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf Rate control under heavy traffic with strategic servers. (English) Zbl 1409.60131 Ann. Appl. Probab. 29, No. 1, 1-35 (2019). MSC: 60K25 91A07 60K35 93E20 60H30 60F17 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Ann. Appl. Probab. 29, No. 1, 1--35 (2019; Zbl 1409.60131) Full Text: DOI arXiv Euclid
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; Nolte, Sascha Minimax theorems for American options without time-consistency. (English) Zbl 1430.91105 Finance Stoch. 23, No. 1, 209-238 (2019). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 60G40 90C47 60G46 60G57 60G60 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Finance Stoch. 23, No. 1, 209--238 (2019; Zbl 1430.91105) Full Text: DOI
Campi, Luciano; Fischer, Markus \(N\)-player games and mean-field games with absorption. (English) Zbl 1420.91020 Ann. Appl. Probab. 28, No. 4, 2188-2242 (2018). MSC: 91A23 91A06 91A15 49N70 60K35 60B10 PDFBibTeX XMLCite \textit{L. Campi} and \textit{M. Fischer}, Ann. Appl. Probab. 28, No. 4, 2188--2242 (2018; Zbl 1420.91020) Full Text: DOI arXiv Euclid
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Ambit stochastics. (English) Zbl 1472.60002 Probability Theory and Stochastic Modelling 88. Cham: Springer (ISBN 978-3-319-94128-8/hbk; 978-3-319-94129-5/ebook). xxv, 402 p. (2018). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-02 60G60 60G51 76F02 91G20 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., Ambit stochastics. Cham: Springer (2018; Zbl 1472.60002) Full Text: DOI
Han, Xixuan; Wei, Boyu; Yang, Hailiang Index options and volatility derivatives in a Gaussian random field risk-neutral density model. (English) Zbl 1395.91447 Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1850014, 41 p. (2018). MSC: 91G20 60G60 62P05 PDFBibTeX XMLCite \textit{X. Han} et al., Int. J. Theor. Appl. Finance 21, No. 4, Article ID 1850014, 41 p. (2018; Zbl 1395.91447) Full Text: DOI
Opoku, Alex Akwasi; Edusei, Kwame Owusu; Ansah, Richard Kwame A conditional Curie-Weiss model for stylized multi-group binary choice with social interaction. (English) Zbl 1392.82078 J. Stat. Phys. 171, No. 1, 106-126 (2018). MSC: 82D99 82D30 91B06 91B14 60F10 60K37 82B27 PDFBibTeX XMLCite \textit{A. A. Opoku} et al., J. Stat. Phys. 171, No. 1, 106--126 (2018; Zbl 1392.82078) Full Text: DOI
Budhiraja, Amarjit; Friedlander, Eric Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. (English) Zbl 1391.60232 Ann. Appl. Probab. 28, No. 1, 204-249 (2018). MSC: 60K35 60H30 93E20 60J28 60J70 60K25 91B70 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{E. Friedlander}, Ann. Appl. Probab. 28, No. 1, 204--249 (2018; Zbl 1391.60232) Full Text: DOI arXiv
Kolli, Praveen; Shkolnikov, Mykhaylo SPDE limit of the global fluctuations in rank-based models. (English) Zbl 1430.60057 Ann. Probab. 46, No. 2, 1042-1069 (2018). MSC: 60H15 82C22 91G80 PDFBibTeX XMLCite \textit{P. Kolli} and \textit{M. Shkolnikov}, Ann. Probab. 46, No. 2, 1042--1069 (2018; Zbl 1430.60057) Full Text: DOI arXiv Euclid
Molchanov, Stanislav; Whitmeyer, Joseph Spatial models of population processes. (English) Zbl 1407.91196 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer. Springer Proc. Math. Stat. 208, 435-454 (2017). MSC: 91D25 60J80 PDFBibTeX XMLCite \textit{S. Molchanov} and \textit{J. Whitmeyer}, Springer Proc. Math. Stat. 208, 435--454 (2017; Zbl 1407.91196) Full Text: DOI
Delarue, François Mean field games: a toy model on an Erdös-Renyi graph. (English) Zbl 1407.91054 ESAIM, Proc. Surv. 60, 1-26 (2017). MSC: 91A23 91A07 91A43 05C80 PDFBibTeX XMLCite \textit{F. Delarue}, ESAIM, Proc. Surv. 60, 1--26 (2017; Zbl 1407.91054) Full Text: DOI
Doukhan, Paul; Pommeret, Denys; Rynkiewicz, Joseph; Salhi, Yahia A class of random field memory models for mortality forecasting. (English) Zbl 1422.62309 Insur. Math. Econ. 77, 97-110 (2017). MSC: 62P05 62M40 62F12 91B30 60G60 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Insur. Math. Econ. 77, 97--110 (2017; Zbl 1422.62309) Full Text: DOI HAL
Di Nunno, Giulia; Haferkorn, Hannes A maximum principle for mean-field SDEs with time change. (English) Zbl 1374.60094 Appl. Math. Optim. 76, No. 1, 137-176 (2017). MSC: 60G60 60H10 93E20 91G80 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{H. Haferkorn}, Appl. Math. Optim. 76, No. 1, 137--176 (2017; Zbl 1374.60094) Full Text: DOI arXiv Link
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès Singular mean-field control games. (English) Zbl 1376.91029 Stochastic Anal. Appl. 35, No. 5, 823-851 (2017). MSC: 91A15 91A23 91B38 91B55 93E20 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastic Anal. Appl. 35, No. 5, 823--851 (2017; Zbl 1376.91029) Full Text: DOI HAL
Fischer, Markus On the connection between symmetric \(N\)-player games and mean field games. (English) Zbl 1375.91009 Ann. Appl. Probab. 27, No. 2, 757-810 (2017). MSC: 91A06 91A07 91A23 60K35 60H10 60B10 93E20 PDFBibTeX XMLCite \textit{M. Fischer}, Ann. Appl. Probab. 27, No. 2, 757--810 (2017; Zbl 1375.91009) Full Text: DOI arXiv Euclid
Scharf, Henry R.; Hooten, Mevin B.; Fosdick, Bailey K.; Johnson, Devin S.; London, Josh M.; Durban, John W. Dynamic social networks based on movement. (English) Zbl 1454.62395 Ann. Appl. Stat. 10, No. 4, 2182-2202 (2016). MSC: 62P10 62M05 62M40 91D30 PDFBibTeX XMLCite \textit{H. R. Scharf} et al., Ann. Appl. Stat. 10, No. 4, 2182--2202 (2016; Zbl 1454.62395) Full Text: DOI arXiv
Krishnamurthy, Vikram; Hoiles, William Information diffusion in social sensing. (English) Zbl 1348.91235 Numer. Algebra Control Optim. 6, No. 3, 365-411 (2016). MSC: 91D30 91A26 91A43 05C80 91A80 91B42 PDFBibTeX XMLCite \textit{V. Krishnamurthy} and \textit{W. Hoiles}, Numer. Algebra Control Optim. 6, No. 3, 365--411 (2016; Zbl 1348.91235) Full Text: DOI arXiv
Gomes, Diogo A.; Voskanyan, Vardan K. Extended deterministic mean-field games. (English) Zbl 1343.49060 SIAM J. Control Optim. 54, No. 2, 1030-1055 (2016). MSC: 49N70 49J55 49L25 91A23 91A15 91A07 PDFBibTeX XMLCite \textit{D. A. Gomes} and \textit{V. K. Voskanyan}, SIAM J. Control Optim. 54, No. 2, 1030--1055 (2016; Zbl 1343.49060) Full Text: DOI arXiv
Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F. Stochastic string models with continuous semimartingales. (English) Zbl 1400.91580 Physica A 433, 229-246 (2015). MSC: 91G20 91G80 60G48 91G30 PDFBibTeX XMLCite \textit{A. Bueno-Guerrero} et al., Physica A 433, 229--246 (2015; Zbl 1400.91580) Full Text: DOI
Bank, Peter; Kramkov, Dmitry A model for a large investor trading at market indifference prices. II: Continuous-time case. (English) Zbl 1338.91123 Ann. Appl. Probab. 25, No. 5, 2708-2742 (2015). MSC: 91G10 91G20 52A41 60G60 PDFBibTeX XMLCite \textit{P. Bank} and \textit{D. Kramkov}, Ann. Appl. Probab. 25, No. 5, 2708--2742 (2015; Zbl 1338.91123) Full Text: DOI arXiv Euclid
Bank, Peter; Kramkov, Dmitry A model for a large investor trading at market indifference prices. I: Single-period case. (English) Zbl 1312.91080 Finance Stoch. 19, No. 2, 449-472 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91G20 52A41 60G60 PDFBibTeX XMLCite \textit{P. Bank} and \textit{D. Kramkov}, Finance Stoch. 19, No. 2, 449--472 (2015; Zbl 1312.91080) Full Text: DOI arXiv
Hsu, Jiann-wien; Huang, Ding-wei Mean-field theory of modified voter model for opinions. (English) Zbl 1402.91626 Physica A 416, 371-377 (2014). MSC: 91D30 91B12 91D10 60K35 91A07 PDFBibTeX XMLCite \textit{J.-w. Hsu} and \textit{D.-w. Huang}, Physica A 416, 371--377 (2014; Zbl 1402.91626) Full Text: DOI
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Modelling electricity futures by ambit fields. (English) Zbl 1304.91213 Adv. Appl. Probab. 46, No. 3, 719-745 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 91G99 60G51 60G57 60G60 60H05 60H30 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., Adv. Appl. Probab. 46, No. 3, 719--745 (2014; Zbl 1304.91213) Full Text: DOI Euclid
Birch, Annika; Aste, Tomaso Systemic losses due to counterparty risk in a stylized banking system. (English) Zbl 1304.91250 J. Stat. Phys. 156, No. 5, 998-1024 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G99 91B30 91G40 91G50 60K35 PDFBibTeX XMLCite \textit{A. Birch} and \textit{T. Aste}, J. Stat. Phys. 156, No. 5, 998--1024 (2014; Zbl 1304.91250) Full Text: DOI arXiv
Chavez-Demoulin, V.; Embrechts, P.; Sardy, S. Extreme-quantile tracking for financial time series. (English) Zbl 1311.91160 J. Econom. 181, No. 1, 44-52 (2014). MSC: 91B84 91G70 62M10 62G32 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} et al., J. Econom. 181, No. 1, 44--52 (2014; Zbl 1311.91160) Full Text: DOI
Bo, Lijun; Jiao, Ying; Yang, Xuewei Credit derivatives pricing based on Lévy field driven term structure. (English) Zbl 1302.91185 Stochastic Anal. Appl. 32, No. 2, 229-252 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G40 91B25 91G20 91G80 60G60 60G51 PDFBibTeX XMLCite \textit{L. Bo} et al., Stochastic Anal. Appl. 32, No. 2, 229--252 (2014; Zbl 1302.91185) Full Text: DOI
Xu, Jiaming; Hajek, Bruce The supermarket game. (English) Zbl 1311.60109 Stoch. Syst. 3, No. 2, 405-441 (2013). Reviewer: Stella Kapodistria (Eindhoven) MSC: 60K25 60K35 91A40 90B22 PDFBibTeX XMLCite \textit{J. Xu} and \textit{B. Hajek}, Stoch. Syst. 3, No. 2, 405--441 (2013; Zbl 1311.60109) Full Text: DOI arXiv
Garnier, Josselin; Papanicolaou, George; Yang, Tzu-Wei Large deviations for a mean field model of systemic risk. (English) Zbl 1283.60044 SIAM J. Financ. Math. 4, 151-184 (2013). MSC: 60F10 60K35 91B30 82C26 PDFBibTeX XMLCite \textit{J. Garnier} et al., SIAM J. Financ. Math. 4, 151--184 (2013; Zbl 1283.60044) Full Text: DOI arXiv
Chighoub, Farid; Mezerdi, Brahim A stochastic maximum principle in mean-field optimal control problems for jump diffusions. (English) Zbl 1273.93176 Arab J. Math. Sci. 19, No. 2, 223-241 (2013). MSC: 93E20 60H10 60H30 49K45 91G10 PDFBibTeX XMLCite \textit{F. Chighoub} and \textit{B. Mezerdi}, Arab J. Math. Sci. 19, No. 2, 223--241 (2013; Zbl 1273.93176) Full Text: DOI Link
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco Strategic interaction in trend-driven dynamics. (English) Zbl 1304.91160 J. Stat. Phys. 152, No. 4, 724-741 (2013). MSC: 91B69 91A15 91A26 91D30 60K35 PDFBibTeX XMLCite \textit{P. Dai Pra} et al., J. Stat. Phys. 152, No. 4, 724--741 (2013; Zbl 1304.91160) Full Text: DOI
Bouchaud, Jean-Philippe Crises and collective socio-economic phenomena: simple models and challenges. (English) Zbl 1268.91055 J. Stat. Phys. 151, No. 3-4, 567-606 (2013). MSC: 91B06 82B20 PDFBibTeX XMLCite \textit{J.-P. Bouchaud}, J. Stat. Phys. 151, No. 3--4, 567--606 (2013; Zbl 1268.91055) Full Text: DOI arXiv
Barucci, Emilio; Tolotti, Marco Social interaction and conformism in a random utility model. (English) Zbl 1346.91078 J. Econ. Dyn. Control 36, No. 12, 1855-1866 (2012). MSC: 91B16 91B69 60J28 PDFBibTeX XMLCite \textit{E. Barucci} and \textit{M. Tolotti}, J. Econ. Dyn. Control 36, No. 12, 1855--1866 (2012; Zbl 1346.91078) Full Text: DOI
Benth, Fred E.; Dahl, Geir; Mannino, Carlo Computing optimal recovery policies for financial markets. (English) Zbl 1262.91144 Oper. Res. 60, No. 6, 1373-1388 (2012). MSC: 91G50 91B26 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Oper. Res. 60, No. 6, 1373--1388 (2012; Zbl 1262.91144) Full Text: DOI Link
Liu, Yining; Sun, Peiyong; Yan, Jihong; Li, Yajun; Cao, Jianyu An improved electronic voting scheme without a trusted random number generator. (English) Zbl 1292.94105 Wu, Chuan-Kun (ed.) et al., Information security and cryptology. 7th international conference, Inscrypt 2011, Beijing, China, November 30–December 3, 2011. Revised selected papers. Berlin: Springer (ISBN 978-3-642-34703-0/pbk). Lecture Notes in Computer Science 7537, 93-101 (2012). MSC: 94A60 91B12 PDFBibTeX XMLCite \textit{Y. Liu} et al., Lect. Notes Comput. Sci. 7537, 93--101 (2012; Zbl 1292.94105) Full Text: DOI
Gómez-Serrano, Javier; Graham, Carl; Le Boudec, Jean-Yves The bounded confidence model of opinion dynamics. (English) Zbl 1259.91075 Math. Models Methods Appl. Sci. 22, No. 2, 1150007, 46 p. (2012). MSC: 91D30 60K35 45G10 37M99 PDFBibTeX XMLCite \textit{J. Gómez-Serrano} et al., Math. Models Methods Appl. Sci. 22, No. 2, 1150007, 46 p. (2012; Zbl 1259.91075) Full Text: DOI arXiv
Wästlund, Johan Replica symmetry of the minimum matching. (English) Zbl 1262.91046 Ann. Math. (2) 175, No. 3, 1061-1091 (2012). Reviewer: Reinhardt Euler (Brest) MSC: 91A46 90C27 91A05 05C70 PDFBibTeX XMLCite \textit{J. Wästlund}, Ann. Math. (2) 175, No. 3, 1061--1091 (2012; Zbl 1262.91046) Full Text: DOI
Fushing, Hsieh; McAssey, Michael P.; McCowan, Brenda Computing a ranking network with confidence bounds from a graph-based beta random field. (English) Zbl 1243.91040 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2136, 3590-3612 (2011). MSC: 91B14 91D30 05C82 62M40 PDFBibTeX XMLCite \textit{H. Fushing} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2136, 3590--3612 (2011; Zbl 1243.91040) Full Text: DOI
Bhattacharjya, Debarun; Eidsvik, Jo; Mukerji, Tapan The value of information in spatial decision making. (English) Zbl 1181.90142 Math. Geosci. 42, No. 2, 141-163 (2010). MSC: 90B50 91B72 PDFBibTeX XMLCite \textit{D. Bhattacharjya} et al., Math. Geosci. 42, No. 2, 141--163 (2010; Zbl 1181.90142) Full Text: DOI
Di Nunno, Giulia; Eide, Inga Baadshaug Minimal-variance hedging in large financial markets: random fields approach. (English) Zbl 1195.60095 Stochastic Anal. Appl. 28, No. 1, 54-85 (2010). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H30 91G20 60H05 60G57 91B25 60G60 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{I. B. Eide}, Stochastic Anal. Appl. 28, No. 1, 54--85 (2010; Zbl 1195.60095) Full Text: DOI Link
Wang, Xueqiang Modeling the term structure of forward rate curve by wave-typed SPDEs. (English) Zbl 1212.91112 Acta Sci. Nat. Univ. Nankaiensis 42, No. 1, 51-56 (2009). MSC: 91G20 60H15 PDFBibTeX XMLCite \textit{X. Wang}, Acta Sci. Nat. Univ. Nankaiensis 42, No. 1, 51--56 (2009; Zbl 1212.91112)
Gordon, Mirta B.; Nadal, Jean-Pierre; Phan, Denis; Semeshenko, Viktoriya Discrete choices under social influence: generic properties. (English) Zbl 1179.91185 Math. Models Methods Appl. Sci. 19, Suppl., 1441-1481 (2009). MSC: 91B69 91B08 91B42 91B26 91B80 82B44 PDFBibTeX XMLCite \textit{M. B. Gordon} et al., Math. Models Methods Appl. Sci. 19, 1441--1481 (2009; Zbl 1179.91185) Full Text: DOI arXiv
Pra, Paolo Dai; Runggaldier, Wolfgang J.; Sartori, Elena; Tolotti, Marco Large portfolio losses: A dynamic contagion model. (English) Zbl 1159.60353 Ann. Appl. Probab. 19, No. 1, 347-394 (2009). MSC: 60K35 91B70 PDFBibTeX XMLCite \textit{P. D. Pra} et al., Ann. Appl. Probab. 19, No. 1, 347--394 (2009; Zbl 1159.60353) Full Text: DOI arXiv
Lindgren, Finn; Rue, Håvard On the second-order random walk model for irregular locations. (English) Zbl 1199.60276 Scand. J. Stat. 35, No. 4, 691-700 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J25 62F15 91B84 PDFBibTeX XMLCite \textit{F. Lindgren} and \textit{H. Rue}, Scand. J. Stat. 35, No. 4, 691--700 (2008; Zbl 1199.60276) Full Text: DOI
Peeters, Willem Volatility estimation for different structures of random field interest rate models in discrete time. (English) Zbl 1265.91160 Publ. Math. Debr. 72, No. 3-4, 317-334 (2008). MSC: 91G30 PDFBibTeX XMLCite \textit{W. Peeters}, Publ. Math. Debr. 72, No. 3--4, 317--334 (2008; Zbl 1265.91160)
Sumour, M. A.; El-Astal, A. H.; Radwan, M. A.; Shabat, M. M. Urban segregation with cheap and expensive residences. (English) Zbl 1151.82377 Int. J. Mod. Phys. C 19, No. 4, 637-645 (2008). MSC: 82C20 91D10 PDFBibTeX XMLCite \textit{M. A. Sumour} et al., Int. J. Mod. Phys. C 19, No. 4, 637--645 (2008; Zbl 1151.82377) Full Text: DOI arXiv
Ecker, Mark D.; de Oliveira, Victor Bayesian spatial modeling of housing prices subject to a localized externality. (English) Zbl 1143.62340 Commun. Stat., Theory Methods 37, No. 13, 2066-2078 (2008). MSC: 62M40 62F15 91B24 62M30 62P99 65C40 PDFBibTeX XMLCite \textit{M. D. Ecker} and \textit{V. de Oliveira}, Commun. Stat., Theory Methods 37, No. 13, 2066--2078 (2008; Zbl 1143.62340) Full Text: DOI
Reneke, James A.; Samson, Sundeep Models and risk analysis of uncertain complex systems. (English) Zbl 1254.90218 Int. J. Pure Appl. Math. 44, No. 4, 537-561 (2008). MSC: 90C29 91B30 00A71 PDFBibTeX XMLCite \textit{J. A. Reneke} and \textit{S. Samson}, Int. J. Pure Appl. Math. 44, No. 4, 537--561 (2008; Zbl 1254.90218)
Attoh-Okine, Nii O. (ed.); Ayyub, Bilal M. (ed.) Applied research in uncertainty modeling and analysis. Invited selected papers based on the presentation at the 4th international symposium on uncertainty modeling and analysis (ISUMA), College Park, MA USA, September 21–24, 2003. (English) Zbl 1085.93001 International Series in Intelligent Technologies 20. New York, NY: Springer (ISBN 0-387-23535-3/hbk). xvi, 545 p. (2005). MSC: 93-06 90-06 62-06 91B06 00B25 PDFBibTeX XMLCite \textit{N. O. Attoh-Okine} (ed.) and \textit{B. M. Ayyub} (ed.), Applied research in uncertainty modeling and analysis. Invited selected papers based on the presentation at the 4th international symposium on uncertainty modeling and analysis (ISUMA), College Park, MA USA, September 21--24, 2003. New York, NY: Springer (2005; Zbl 1085.93001) Full Text: DOI
Cont, Rama Modeling term structure dynamics: an infinite dimensional approach. (English) Zbl 1113.91020 Int. J. Theor. Appl. Finance 8, No. 3, 357-380 (2005). MSC: 91B28 PDFBibTeX XMLCite \textit{R. Cont}, Int. J. Theor. Appl. Finance 8, No. 3, 357--380 (2005; Zbl 1113.91020) Full Text: DOI arXiv
Chornei, Ruslan K.; Daduna, Hans; Knopov, Pavel S. Stochastic games for distributed players on graphs. (English) Zbl 1096.91003 Math. Methods Oper. Res. 60, No. 2, 279-298 (2004). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 91A15 60K35 90C40 91A43 PDFBibTeX XMLCite \textit{R. K. Chornei} et al., Math. Methods Oper. Res. 60, No. 2, 279--298 (2004; Zbl 1096.91003) Full Text: DOI
Dahl, Christian M.; Gonzalez-Rivera, Gloria Identifying nonlinear components by random fields in the US GNP growth. Implications for the shape of the business cycle. (English) Zbl 1080.91559 Stud. Nonlinear Dyn. Econom. 7, No. 1, Article 2, 33 p. (2003). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{C. M. Dahl} and \textit{G. Gonzalez-Rivera}, Stud. Nonlinear Dyn. Econom. 7, No. 1, Article 2, 33 p. (2003; Zbl 1080.91559) Full Text: DOI
Kelbert, M.; Rachev, S.; Suhov, Y. The maximum of a tree-indexed random process, with applications. (English) Zbl 1031.60044 Suhov, Yu. M. (ed.), Analytic methods in applied probability. In memory of Fridrikh Karpelevich. Providence, RI: American Mathematical Society (AMS). Transl., Ser. 2, Am. Math. Soc. 207, 115-131 (2002). Reviewer: Utkir Rozikov (Tashkent) MSC: 60G60 60E15 60J80 91B30 PDFBibTeX XMLCite \textit{M. Kelbert} et al., Transl., Ser. 2, Am. Math. Soc. 207, 115--131 (2002; Zbl 1031.60044)
James, Jessica; Webber, Nick Interest rate modelling. Repr. (English) Zbl 1019.91024 Wileys Series in Financial Engineering. Chichester: Wiley. xviii, 654 p. (2001). Reviewer: Mikhail P.Moklyachuk (Kyïv) MSC: 91B28 91-01 62-01 62P05 PDFBibTeX XMLCite \textit{J. James} and \textit{N. Webber}, Interest rate modelling. Repr. Chichester: Wiley (2001; Zbl 1019.91024)
Otto, Matthias Finite arbitrage times and the volatility smile? (English) Zbl 0997.91029 Physica A 299, No. 1-2, 299-304 (2001). MSC: 91B28 60G50 PDFBibTeX XMLCite \textit{M. Otto}, Physica A 299, No. 1--2, 299--304 (2001; Zbl 0997.91029) Full Text: DOI
Kennedy, D. P. Characterizing Gaussian models of the term structure of interest rates. (English) Zbl 0884.90038 Math. Finance 7, No. 2, 107-118 (1997). MSC: 91B28 91B84 60G35 PDFBibTeX XMLCite \textit{D. P. Kennedy}, Math. Finance 7, No. 2, 107--118 (1997; Zbl 0884.90038) Full Text: DOI
Gonchar, N. S. Nonlinear equations for equilibrium costs and their solvability. (English) Zbl 0847.90032 Boutet de Monvel, Anne (ed.) et al., Algebraic and geometric methods in mathematical physics. Proceedings of the 1st Ukrainian-French-Romanian summer school, Kaciveli, Ukraine, September 1-14, 1993. Dordrecht: Kluwer Academic Publishers. Math. Phys. Stud. 19, 293-306 (1996). Reviewer: N.S.Gonchar (Kiev / Ukraine) MSC: 91B62 91B38 91B64 PDFBibTeX XMLCite \textit{N. S. Gonchar}, Math. Phys. Stud. 19, 293--306 (1996; Zbl 0847.90032)
Kennedy, D. P. The term structure of interest rates as a Gaussian random field. (English) Zbl 0884.90037 Math. Finance 4, No. 3, 247-258 (1994). MSC: 91B28 60G35 PDFBibTeX XMLCite \textit{D. P. Kennedy}, Math. Finance 4, No. 3, 247--258 (1994; Zbl 0884.90037) Full Text: DOI
Moklyachuk, M. P. On estimating a functional of a random field. (English) Zbl 0527.62082 Theory Probab. Math. Stat. 27, 121-128 (1983). MSC: 62M09 91A05 62M99 62C20 62M20 62G05 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 27, 121--128 (1983; Zbl 0527.62082)
Rissanen, Jorma A universal data compression system. (English) Zbl 0521.94010 IEEE Trans. Inf. Theory 29, 656-664 (1983). MSC: 94A29 91B82 62F99 PDFBibTeX XMLCite \textit{J. Rissanen}, IEEE Trans. Inf. Theory 29, 656--664 (1983; Zbl 0521.94010) Full Text: DOI
Moklyachuk, M. P. On the estimation of a functional of a random field. (Russian) Zbl 0496.62079 Teor. Veroyatn. Mat. Stat. 27, 110-116 (1982). MSC: 62M20 91A05 62M09 62M99 60G60 PDFBibTeX XML
Szczepankiewicz, Eugeniusz On some applications of isotropic and quasiisotropic random fields in economics. (Polish) Zbl 0508.90026 Zesz. Nauk. Wyzsz. Szk. Pedagog. Opolu, Mat. 22, 51-62 (1981). MSC: 91B82 60G05 PDFBibTeX XMLCite \textit{E. Szczepankiewicz}, Zesz. Nauk. Wyższ. Szk. Pedagog. Opolu, Mat. 22, 51--62 (1981; Zbl 0508.90026)