Found 10 Documents (Results 1–10)
Multifractional vector Brownian motions, their decompositions, and generalizations. (English) Zbl 1317.60041
Mode dependent \(H_{\infty}\) filtering for discrete-time networked systems with random measurement missing and delays. (English) Zbl 1371.37105
Power utility maximization problems under partial information and information sufficiency in a Brownian setting. (English) Zbl 1336.91072
Explicit solutions of quadratic FBSDEs arising from quadratic term structure models. (English) Zbl 1317.60070
Long time results for a weakly interacting particle system in discrete time. (English) Zbl 1316.60142
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. (English) Zbl 1316.60077
Filter Results by …
all
top 5
Author
- Ahmed, Nasir Uddin (1)
- Budhiraja, Amarjit S. (1)
- Caraballo Garrido, Tomás (1)
- Covello, D. (1)
- Diop, Mamadou Abdoul (1)
- Govindan, T. E. (1)
- Hu, Songlin (1)
- Hyndman, Cody Blaine (1)
- Ma, Chunsheng (1)
- Majumder, Abhishek Pal (1)
- Makogin, Vitalii (1)
- Mikulevicius, Remigijus (1)
- Mishura, Yuliya Stepanivna (1)
- Ndiaye, Abdoul Aziz (1)
- Santacroce, Marina (1)
- Trivellato, Barbara (1)
- Xie, Xiangpeng (1)
- Yin, Xiuxia (1)
- Yue, Dong (1)
- Zhang, Changyong (1)
- Zhang, Yunning (1)
- Zhou, Xinghua (1)
Software
- LMI toolbox (1)
- Matlab (1)