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Kernel estimators for stochastic differential equations
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Two essays on the valuation of options: A martingale analysis
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A stochastic model for the movement of a white blood cell
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A study of information loss due to sampling in continuous-time autoregressive moving-average random processes
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Development of nanoscale electron paramagnetic resonance using a single nitrogen-vacancy center in diamond
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Macroeconomic conditions, systematic risk factors, and the time series dynamics of commercial mortgage credit risk
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Large deviations rates in a Gaussian setting and related topics
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Temporal dynamics of perceptual decision
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Stochastic models: simulation and heavy traffic analysis
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Essays on capacity sizing and dynamic control of large scale service systems
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Essays on dynamic control, queueing and pricing
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Parameter estimation in second-order stochastic differential equations
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Statistical inference for stochastic hyperbolic equations
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Optimal debt allocation using a dynamic programming approach
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Essays in fallout risk and corporate credit risk
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The effects of noise on bifurcations in circle maps with applications to integrate-and-fire models in neural biology
Statistical inference of stochastic differential equations driven by Gaussian noise
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Noise benefits in nonlinear signal processing
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Optimal and exact control of evolution equations
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Essays on service systems
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Numerical weak approximation of stochastic differential equations driven by Levy processes
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