Found 11 Documents (Results 1–11)
Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. (English) Zbl 1364.60047
The mean of the running maximum of an integrated Gauss-Markov process and the connection with its first-passage time. (English) Zbl 1364.60094
Multilevel sequential Monte Carlo: mean square error bounds under verifiable conditions. (English) Zbl 1366.82048
A premium principle based on the \(g\)-integral. (English) Zbl 1364.28014
MSC:
28E10
91B30
On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients. (English) Zbl 1369.65012
Reviewer: Melvin D. Lax (Long Beach)
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