المؤلفون: Evans, Steven N, Hening, Alexandru

المصدر: Stochastic Processes and their Applications. 129(5)

مصطلحات موضوعية: Applied Mathematics, Mathematical Sciences, Statistics, Excursion, Local time, Doob h-transform, Bang-bang Brownian motion, Campbell measure, Diffusion, Resurrection, Doob h–transform, bang–bang Brownian motion, diffusion, local time, resurrection, Banking, Finance and Investment, Statistics & Probability, Applied mathematics

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/5s93h4v3

المؤلفون: Denisov, Denis, Fitzgerald, Will

المصدر: Denisov , D & Fitzgerald , W 2023 , ' Ordered exponential random walks ' , Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics , vol. 20 , 20 , pp. 1211-1246 . https://doi.org/10.30757/ALEA.v20-45

مصطلحات موضوعية: Ordered random walks, Doob h-transform, Pfaffian, Weyl chamber, Discrete harmonic function

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/b06120f7-1fcf-4c5b-9c0f-d0385a4c8cb0
https://doi.org/10.30757/ALEA.v20-45
https://pure.manchester.ac.uk/ws/files/279694648/Exp_Ord_Walks.pdf

المؤلفون: Cox, Alexander M. G., Harris, Simon C., Kyprianou, Andreas E., Wang, Minmin

المصدر: Cox , A M G , Harris , S C , Kyprianou , A E & Wang , M 2022 , ' Monte-Carlo Methods for the Neutron Transport Equation ' , SIAM/ASA Journal on Uncertainty Quantification , vol. 10 , no. 2 , pp. 775-825 . https://doi.org/10.1137/21M1390578

مصطلحات موضوعية: Doob h-transform, Monte Carlo simulation, Perron–Frobenius decomposition, complexity, neutron transport equation, principal eigenvalue, semigroup theory, twisted Monte Carlo, /dk/atira/pure/subjectarea/asjc/2600/2613, name=Statistics and Probability, /dk/atira/pure/subjectarea/asjc/2600/2611, name=Modelling and Simulation, /dk/atira/pure/subjectarea/asjc/1800/1804, name=Statistics, Probability and Uncertainty, /dk/atira/pure/subjectarea/asjc/2600/2607, name=Discrete Mathematics and Combinatorics, /dk/atira/pure/subjectarea/asjc/2600/2604, name=Applied Mathematics

وصف الملف: application/pdf

الاتاحة: https://researchportal.bath.ac.uk/en/publications/a5701b33-1c4b-43ed-a8d4-2e9d63ba5333
https://doi.org/10.1137/21M1390578
https://purehost.bath.ac.uk/ws/files/227835712/MCNTE29.pdf
https://purehost.bath.ac.uk/ws/files/221518291/2012.02864v1.pdf
http://www.scopus.com/inward/record.url?scp=85134874872&partnerID=8YFLogxK

المؤلفون: De Vecchi, Francesco Carlo, Morando, Paola, Ugolini, Stefania

المساهمون: F.C. De Vecchi, P. Morando, S. Ugolini

مصطلحات موضوعية: stochastic differential equation, Kolmogorov equation, Girsanov transformation, Doob h-transform, lie symmetry analysi, Settore MAT/06 - Probabilita' e Statistica Matematica, Settore MAT/07 - Fisica Matematica

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000519751800001; volume:53; issue:13; journal:JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL; http://hdl.handle.net/2434/720909; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85082769750

الاتاحة: http://hdl.handle.net/2434/720909
https://doi.org/10.1088/1751-8121/ab757d

المؤلفون: Döring, L, Watson, AR, Weissmann, P

المصدر: Electronic Journal of Probability , 24 (55) pp. 1-32. (2019)

مصطلحات موضوعية: Markov processes, Lévy processes, killed Lévy processes, Doob h-transform, martingales

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10079241/7/Watson_L%C3%A9vy%20processes%20with%20finite%20variance%20conditioned%20to%20avoid%20an%20interval_VoR.pdf; https://discovery.ucl.ac.uk/id/eprint/10079241/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10079241/7/Watson_L%C3%A9vy%20processes%20with%20finite%20variance%20conditioned%20to%20avoid%20an%20interval_VoR.pdf
https://discovery.ucl.ac.uk/id/eprint/10079241/

المؤلفون: Baudel, Manon, Berglund, Nils

المساهمون: Fédération de recherche Denis Poisson (FDP), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS), Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0036-1410 ; SIAM Journal on Mathematical Analysis ; https://hal.science/hal-01397184 ; SIAM Journal on Mathematical Analysis, 2017, 49 (6), pp.4319-4375. ⟨10.1137/16M1103816⟩ ; http://epubs.siam.org/doi/pdf/10.1137/16M1103816.

مصطلحات موضوعية: Stochastic differential equation, periodic orbit, return map, random Poincaré map, metastability, quasistationary distribution, Doob h-transform, spectral theory, Fredholm theory, stochastic exit problem, MSC. 60J60, 60J35 (primary), 34F05, 45B05 (secondary), [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS]

Relation: hal-01397184; https://hal.science/hal-01397184; https://hal.science/hal-01397184v2/document; https://hal.science/hal-01397184v2/file/spectralTheoryForRandomPoincareMaps.pdf

الاتاحة: https://hal.science/hal-01397184
https://hal.science/hal-01397184v2/document
https://hal.science/hal-01397184v2/file/spectralTheoryForRandomPoincareMaps.pdf
https://doi.org/10.1137/16M1103816

المؤلفون: Blanchet, Jose H.

المصدر: The Annals of Applied Probability, 2009 Jun 01. 19(3), 949-982.

URL الوصول: https://www.jstor.org/stable/30243608

المؤلفون: Yilmaz, Atilla

المصدر: The Annals of Probability, 2009 Jan 01. 37(1), 189-205.

URL الوصول: https://www.jstor.org/stable/30244277

المؤلفون: Diaconis, Persi, Fill, James Allen

المصدر: The Annals of Probability, 1990 Oct 01. 18(4), 1483-1522.

URL الوصول: https://www.jstor.org/stable/2244330

المؤلفون: Carverhill, Andrew

المصدر: The Annals of Probability, 1988 Oct 01. 16(4), 1840-1853.

URL الوصول: https://www.jstor.org/stable/2243996

المساهمون: Çağlar, Mine (ORCID 0000-0001-9452-5251 & YÖK ID 105131), Vardar-Acar, Ceren, Avram, Florin, College of Sciences, Department of Mathematics

المصدر: Journal of Theoretical Probability

مصطلحات موضوعية: Mathematics, Doob h-transform, Drawdown duration, Extreme values, Maximum drawdown, Scale function

وصف الملف: pdf

Relation: Author's final manuscript; Koç University Institutional Repository; IR03318.pdf; 105131; Vardar-Acar, C, M Caglar, and F Avram. ""Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes."" Journal of Theoretical Probability. (2020).; https://doi.org/10.1007/s10959-020-01014-z; WoS; Scopus; 117F273; TÜBİTAK; http://libdigitalcollections.ku.edu.tr/cdm/ref/collection/IR/id/10099

الاتاحة: https://doi.org/10.1007/s10959-020-01014-z
http://libdigitalcollections.ku.edu.tr/cdm/ref/collection/IR/id/10099

المؤلفون: Alili, Larbi, Chaumont, Loïc, Graczyk, Piotr, Żak, Tomasz

المساهمون: Department of Mathematics, University of Warwick, Warwick Mathematics Institute (WMI), University of Warwick Coventry -University of Warwick Coventry, Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS), Technical university of Wroclaw, PANORisk

المصدر: https://hal.science/hal-01266723 ; 2016.

مصطلحات موضوعية: Self-similar Markov processes, Markov additive processes, time change, inversion, duality, Doob h-transform, 60J45, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-01266723; https://hal.science/hal-01266723; https://hal.science/hal-01266723/document; https://hal.science/hal-01266723/file/acgz1.pdf

الاتاحة: https://hal.science/hal-01266723
https://hal.science/hal-01266723/document
https://hal.science/hal-01266723/file/acgz1.pdf

المؤلفون: Alexandru Hening, Steven N. Evans

المصدر: Stochastic processes and their applications, vol 129, iss 5
Evans, SN; & Hening, A. (2018). Markov processes conditioned on their location at large exponential times. Stochastic Processes and their Applications. doi: 10.1016/j.spa.2018.05.013. UC Berkeley: Retrieved from: http://www.escholarship.org/uc/item/5s93h4v3
Stoch Process Their Appl

مصطلحات موضوعية: Statistics and Probability, Local time, Statistics & Probability, Excursion, Markov process, bang–bang Brownian motion, 01 natural sciences, Article, 010104 statistics & probability, symbols.namesake, 60J25, 60J35, 60J55, 60J60, Killed process, FOS: Mathematics, Limit (mathematics), Infinitesimal generator, 0101 mathematics, Brownian motion, Mathematics, Doob h-transform, Bang-bang Brownian motion, Borel right process, Applied Mathematics, 010102 general mathematics, Mathematical analysis, Probability (math.PR), diffusion, Statistics, resurrection, Banking, Exponential function, Modeling and Simulation, Doob h–transform, symbols, Finance and Investment, Campbell measure, Mathematics - Probability

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::601bf9c75f3944b544a397a77c3bf86c
https://escholarship.org/uc/item/5s93h4v3

المؤلفون: Denisov, Denis, Wachtel, Vitali

المصدر: Denisov , D & Wachtel , V 2012 , ' Ordered random walks with heavy tails ' , Electronic Journal of Probability , vol. 17 . https://doi.org/10.1214/EJP.v17-1719

مصطلحات موضوعية: Doob h-transform, Dyson's brownian motion, Martin boundary, Superharmonic function, Weyl chamber

وصف الملف: application/octet-stream

الاتاحة: https://research.manchester.ac.uk/en/publications/4fc11686-d55d-4f93-b162-aef6fd6b71ec
https://doi.org/10.1214/EJP.v17-1719
https://pure.manchester.ac.uk/ws/files/25511534/POST-PEER-REVIEW-PUBLISHERS.PDF
http://ejp.ejpecp.org/article/download/1719/2008

المؤلفون: Denisov, Denis, Wachtel, Vitali

المصدر: Denisov , D & Wachtel , V 2010 , ' Conditional limit theorems for ordered random walks ' , Electronic Journal of Probability , vol. 15 , pp. 292-322 . https://doi.org/10.1214/EJP.v15-752

مصطلحات موضوعية: Doob h-transform, Dyson's brownian motion, Weyl chamber

وصف الملف: application/octet-stream

الاتاحة: https://research.manchester.ac.uk/en/publications/9ae3809f-c796-4151-975a-ecdf2eec5000
https://doi.org/10.1214/EJP.v15-752
https://pure.manchester.ac.uk/ws/files/20304178/POST-PEER-REVIEW-PUBLISHERS.PDF
http://www.math.washington.edu/~ejpecp/include/getdoc.php?id=5544&article=2067&mode=pdf

المؤلفون: Peter Eichelsbacher, Wolfgang König

المساهمون: The Pennsylvania State University CiteSeerX Archives

مصطلحات موضوعية: Key words, Dyson’s Brownian motions, Vandermonde determinant, Doob h-transform

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.190.9850

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.190.9850

المؤلفون: Alexander M. G. Cox, Simon C. Harris, Andreas E. Kyprianou, Minmin Wang

المصدر: Cox, A M G, Harris, S C, Kyprianou, A E & Wang, M 2022, ' Monte-Carlo Methods for the Neutron Transport Equation ', SIAM/ASA Journal on Uncertainty Quantification, vol. 10, no. 2, pp. 775-825 . https://doi.org/10.1137/21M1390578

مصطلحات موضوعية: Statistics and Probability, Doob h-transform, Perron–Frobenius decomposition, Applied Mathematics, neutron transport equation, Probability (math.PR), Numerical Analysis (math.NA), semigroup theory, 82D75, 60J80, 60J75, 60J99, principal eigenvalue, Modelling and Simulation, Modeling and Simulation, twisted Monte Carlo, FOS: Mathematics, Discrete Mathematics and Combinatorics, Mathematics - Numerical Analysis, Statistics, Probability and Uncertainty, complexity, Mathematics - Probability, Monte Carlo simulation

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57bd65649771a4d8f2b06ecd8982fabf

المؤلفون: Philip Weissmann, Alexander R. Watson, Leif Döring

المصدر: Doring, L, Watson, A R & Weissmann, P 2019, ' Levy processes with finite variance conditioned to avoid an interval ', Electronic Journal of Probability . < https://projecteuclid.org/euclid.ejp/1559700305#info >
MADOC-University of Mannheim
Electron. J. Probab.

مصطلحات موضوعية: Statistics and Probability, media_common.quotation_subject, Markov process, Interval (mathematics), 01 natural sciences, Lévy process, 010104 statistics & probability, symbols.namesake, martingales, 60J25, Killed process, Overshoot (signal), FOS: Mathematics, Applied mathematics, 60G44, 0101 mathematics, media_common, Mathematics, Markov processes, 010102 general mathematics, Probability (math.PR), Doob $h$-transform, Process (computing), Infinity, Lévy processes, Path (graph theory), symbols, killed Lévy processes, Statistics, Probability and Uncertainty, 60G51, Mathematics - Probability

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b6933fb825b30dea8590f97591cb3ba
https://www.research.manchester.ac.uk/portal/en/publications/levy-processes-with-finite-variance-conditioned-to-avoid-an-interval(c608302b-9edc-4cee-b407-7e8435f45253).html

المؤلفون: Hénard, Olivier

المساهمون: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC)

المصدر: https://enpc.hal.science/hal-00684664 ; 2012.

مصطلحات موضوعية: Doob h-transform, Fleming Viot process, Wright Fisher diffusion, Superprocesses, Lookdown particle system, 60J25, 60G55, 60J80, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1204.0540; hal-00684664; https://enpc.hal.science/hal-00684664; https://enpc.hal.science/hal-00684664/document; https://enpc.hal.science/hal-00684664/file/QFV.pdf; ARXIV: 1204.0540

الاتاحة: https://enpc.hal.science/hal-00684664
https://enpc.hal.science/hal-00684664/document
https://enpc.hal.science/hal-00684664/file/QFV.pdf

المؤلفون: Raschel, Kilian

المساهمون: Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-00361951 ; 2009.

مصطلحات موضوعية: Random walk, Green functions, Absorption probabilities, Hitting times, Martin boundary, Doob h-transform, Boundary value problems, Integral representations, Steepest descent method, 60G50, 60G40, 31C35, 30E20, 30E25, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-00361951; https://hal.science/hal-00361951; https://hal.science/hal-00361951/document; https://hal.science/hal-00361951/file/RW_K_RASCHEL.pdf

الاتاحة: https://hal.science/hal-00361951
https://hal.science/hal-00361951/document
https://hal.science/hal-00361951/file/RW_K_RASCHEL.pdf