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Monte Carlo methods of forward backward stochastic differential equations in high dimensions
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Topics on set-valued backward stochastic differential equations
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Spacecraft trajectory optimization: multiple-impulse to time-optimal finite-burn conversion
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Shayd: the pursuit of magic, illusion, and interactive worlds
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Invariant Imbedding And The Solution Of Fredholm Integral Equations With Displacement Kernels
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Control of displacement fronts in porous media by flow rate partitioning
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Comparison of v-fold data splitting with the jackknife (leave-one-out) procedure for the cross validated likelihood function in the Cox proportional hazards model
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Novel statistical and computational methods for analyzing genome variation
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Dynamic programming-based algorithms and heuristics for routing problems
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Predicting depression in a chronic disease population using automated data
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Stochastic differential equations driven by fractional Brownian motion and Poisson jumps
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Essays on service systems
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Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics
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Controlled McKean-Vlasov equations and related topics
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