Results 181 to 190 of about 5,443 (259)
Introducing a novel mean-reverting Ornstein-Uhlenbeck process based stochastic epidemic model. [PDF]
Nabati P.
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Stopping and set-indexed local martingales
Set-indexed local martingales are defined and studied. We present some optional sampling theorems for strong martingales, martingales and weak martingales. The class of set-indexed processes which are locally of class (D) is introduced.
Ivanoff, B. Gail, Merzbach, Ely
core
Multicyclic Norias: A First-Transition Approach to Extreme Values of the Currents. [PDF]
Polettini M, Neri I.
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CLT for NESS of a reaction-diffusion model. [PDF]
Gonçalves P +3 more
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A unified stochastic SIR model driven by Lévy noise with time-dependency. [PDF]
Easlick T, Sun W.
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Quantifying Direct and Indirect Effects through Joint Modeling of Terminal Events and Gap Times between Recurrent Events. [PDF]
Niu F, Zheng C, Liu L.
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Stochastic responses and marginal valuation. [PDF]
Hansen LP, Souganidis P.
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Analysis of dynamics of COVID-19 pandemic
Elbaz IM, Sohaly MA, El-Metwally H.
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Beyond Bonferroni: new multiple contrast tests for time-to-event data under non-proportional hazards. [PDF]
Dormuth I +5 more
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