## Found 1,650 Documents (Results 1–100)

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### Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English)Zbl 07594040

MSC:  60G10 60F25 62M10
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### Robustly complete finite-state abstractions for verification of stochastic systems. (English)Zbl 07643429

Bogomolov, Sergiy (ed.) et al., Formal modeling and analysis of timed systems. 20th international conference, FORMATS 2022, Warsaw, Poland, September 13–15, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13465, 80-97 (2022).
MSC:  68Qxx
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MSC:  90Bxx
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### Sensitivity analysis for stability of uncertain delay differential equations using polynomial chaos expansions. (English)Zbl 07625078

Valmorbida, Giorgio (ed.) et al., Accounting for constraints in delay systems. Based on the workshop, Gif-sur-Yvette, France; November 22–24, 2017. Cham: Springer. Adv. Delays Dyn. 12, 151-173 (2022).
MSC:  93D05 93C23 93E03
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### $$\mathbb{D}$$-solutions of BSDEs with Poisson jumps. (English)Zbl 1499.60188

MSC:  60H10 60G40 60H30
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### Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion. (English)Zbl 07620450

Hintermüller, Michael (ed.) et al., Non-smooth and complementarity-based distributed parameter systems. Simulation and hierarchical optimization. Cham: Birkhäuser. ISNM, Int. Ser. Numer. Math. 172, 145-181 (2022).
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### Mallows distance convergence for extremes: regeneration approach. (English)Zbl 1498.60093

Theory Probab. Appl. 67, No. 3, 478-484 (2022) and Teor. Veroyatn. Primen. 67, No. 3, 597-606 (2022).
MSC:  60F05 60F25 60G70
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### Bounds on the expectations of $$L$$-statistics based on iid life distributions. (English)Zbl 07595982

MSC:  62G30 60E15
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### $$L$$-optimal designs for a trigonometric Fourier regression model with no intercept. (English. Russian original)Zbl 07584673

Vestn. St. Petersbg. Univ., Math. 55, No. 1, 48-56 (2022); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 1, 64-75 (2022).
MSC:  62Kxx 62Jxx 65Cxx
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### Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion. (English)Zbl 07584552

MSC:  60G15 60G18 60F25
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### Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise. (English)Zbl 1496.60078

MSC:  60H30 93D05 93D23
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### Modeling and optimization of biomass quality variability for decision support systems in biomass supply chains. (English)Zbl 1496.90042

MSC:  90C15 90C90
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MSC:  65-XX
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### Derivative for the intersection local time of two independent fractional Brownian motions. (English)Zbl 1490.60089

MSC:  60G22 60G18 60F25
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### Stability of trigonometric approximation in $$L^p$$ and applications to prediction theory. (English)Zbl 1495.60026

MSC:  60G25 42A10 62M20
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MSC:  90Bxx
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### The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients. (English)Zbl 1495.60054

MSC:  60H10 60J60 60F25
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### On the closure under infinitely divisible distribution roots. (English)Zbl 1490.60049

MSC:  60E15 60F15 60G50
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### An adaptive recursive SBFE algorithm for the statistical analysis of stochastic viscoelastic problems. (English)Zbl 07532552

MSC:  65-XX 74-XX
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### Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures. (English)Zbl 07526579

MSC:  62Gxx 62Mxx 62Fxx
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### Averaging principle for fractional stochastic differential equations with $$L^p$$ convergence. (English)Zbl 1491.60090

MSC:  60H10 34A08 34F05
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MSC:  60H10
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### On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. (English)Zbl 1491.60076

MSC:  60H05 60H35
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### Testing community structure for hypergraphs. (English)Zbl 1486.62179

MSC:  62H22 05C80 62G10
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### Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients. (English)Zbl 1489.60108

MSC:  60H15 60H30 35K61
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### The Navier-Stokes-Vlasov-Fokker-Planck system in bounded domains. (English)Zbl 1490.35501

MSC:  35Q84 35Q35 82C31
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MSC:  60H10
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### Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space. (English)Zbl 1477.60107

MSC:  60H25 60H15 31C25
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### Intelligent control, filtering and model reduction analysis for fuzzy-model-based systems. (English)Zbl 1480.93005

Studies in Systems, Decision and Control 385. Cham: Springer (ISBN 978-3-030-81213-3/hbk; 978-3-030-81214-0/ebook). xxi, 313 p. (2022).
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### Weak Galerkin finite element methods for stochastic linear plane elasticity equations. (English)Zbl 07589103

MSC:  65N12 65N30 60H15
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### Stochastic gradient methods for $$L^2$$-Wasserstein least squares problem of Gaussian measures. (English)Zbl 1492.90112

MSC:  90C15 90C25 90C30
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### Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise. (English)Zbl 07556832

MSC:  60H07 60F25 62M09
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### Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients. (English)Zbl 1496.60067

MSC:  60H10 70K65 70K70
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MSC:  60H10
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### Conference on topology, geometry, and dynamics. V. A. Rokhlin-100. The Euler International Mathematical Institute and Steklov Institute of Mathematics, St. Petersburg, Russia, August 19–23, 2019. (English)Zbl 1492.57002

Contemporary Mathematics 772. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5664-1/pbk; 978-1-4704-6451-6/ebook). x, 345 p. (2021).
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MSC:  93D05
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### Bounds on the expectations of $$L$$-statistics from iid symmetric populations in various scale units. (English)Zbl 1493.62256

MSC:  62G30 60E15
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MSC:  62-XX
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### Total variation distance estimates via $$L^2$$-norm for polynomials in log-concave random vectors. (English)Zbl 1490.60047

MSC:  60E15 60E05
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### $$L^\infty$$-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition. (English)Zbl 07454936

MSC:  65Mxx 65F30 47H09 65L60 47H10 60H15 65M12
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### Load frequency stability analysis of power systems with probability distribution time-varying delays. (Chinese. English summary)Zbl 1488.93181

MSC:  93E15 93C80 93C43

### Random tempered distributions on locally compact separable abelian groups. (English)Zbl 1490.46039

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 147-166 (2021).
MSC:  46F05 43A15 60G20
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### Chaos expansion of uniformly distributed random variables and application to number theory. (English)Zbl 1481.60062

MSC:  60F05 11M06 60H05
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### Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations. (English)Zbl 1476.60105

MSC:  60H15 70K65 70K70
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### Quantum stochastic products and the quantum convolution. (English)Zbl 1471.81011

Mladenov, Ivaïlo M. (ed.) et al., Proceedings of the 22nd international conference on geometry, integrability and quantization, Varna, Bulgaria, June 8–13, 2020. Sofia: Bulgarian Academy of Sciences, Institute of Biophysics and Biomedical Engineering. Geom. Integrability Quantization 22, 64-77 (2021).
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### Concentration on Poisson spaces via modified $$\Phi$$-Sobolev inequalities. (English)Zbl 1475.60026

MSC:  60D05 60G55 60E15
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MSC:  60H10
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### Derivative estimates on distributions of McKean-Vlasov SDEs. (English)Zbl 1491.60057

MSC:  60G44 60H10
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### Default functions and Liouville type theorems based on symmetric diffusions. (English)Zbl 1477.31031

MSC:  31C05 58J65
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### A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty. (English)Zbl 1487.90467

MSC:  90B90 90B22 90C15
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### Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes. (English)Zbl 1480.60084

MSC:  60G10 60F05 60F25
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### On the validity of Akaike’s identity for random fields. (English)Zbl 1471.62466

MSC:  62M10 62M15 62M40
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### Expected power bound and stability of two-dimensional digital filters with multiplicative noise in the FMLSS model. (English)Zbl 1459.93103

MSC:  93C62 93E11 93D05
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### On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. (English)Zbl 1475.60156

MSC:  60J70 60J60 60H10
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MSC:  60H10
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