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Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields. [PDF]
Bernoulli (Andover), 2018 Cheng D, Schwartzman A.
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Efficient Computation of the Zeros of the Bargmann Transform Under Additive White Noise. [PDF]
Found Comut MathEscudero LA +3 more
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PARAMETER AND UNCERTAINTY ESTIMATION FOR DYNAMICAL SYSTEMS USING SURROGATE STOCHASTIC PROCESSES. [PDF]
SIAM J Sci Comput, 2019 Chung M +6 more
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Scaling limit of the odometer in divisible sandpiles. [PDF]
Probab Theory Relat Fields, 2018 Cipriani A, Hazra RS, Ruszel WM.
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On convex least squares estimation when the truth is linear. [PDF]
Electron J Stat, 2016 Chen Y, Wellner JA.
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On the mixed fractional Brownian motion time changed by inverse α-stable subordinator
, 2020A time-changed mixed fractional Brownian motion by inverse αstable subordinator with index α ∈ (0, 1) is an iterated process Y H Tα(a, b) constructed as the superposition of mixed fractional Brownian motion NH(a, b) and an independent inverse α-stable ...
S. Alajmi, E. Mliki
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Journal of Partial Differential Equations, 2019
In this paper, we study a class of stochastic differential equations with additive noise that contains a non-stationary multifractional Brownian motion (mBm) with a Hurst parameter as a function of time and a Poisson point process of class (QL).
Hailing Liu sci
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In this paper, we study a class of stochastic differential equations with additive noise that contains a non-stationary multifractional Brownian motion (mBm) with a Hurst parameter as a function of time and a Poisson point process of class (QL).
Hailing Liu sci
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