Academic literature on the topic 'Ergodic Diffusion Processe'
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Journal articles on the topic "Ergodic Diffusion Processe"
Corradi, Valentina. "Comovements Between Diffusion Processes." Econometric Theory 13, no. 5 (1997): 646–66. http://dx.doi.org/10.1017/s0266466600006113.
Full textKamarianakis, Yiannis. "Ergodic control of diffusion processes." Journal of Applied Statistics 40, no. 4 (2013): 921–22. http://dx.doi.org/10.1080/02664763.2012.750440.
Full textWong, Bernard. "On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications." Journal of Applied Mathematics and Stochastic Analysis 2009 (September 23, 2009): 1–16. http://dx.doi.org/10.1155/2009/215817.
Full textSwishchuk, Anatoliy, and M. Shafiqul Islam. "Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas." International Journal of Stochastic Analysis 2010 (December 19, 2010): 1–21. http://dx.doi.org/10.1155/2010/347105.
Full textKutoyants, Yury A., and Nakahiro Yoshida. "Moment estimation for ergodic diffusion processes." Bernoulli 13, no. 4 (2007): 933–51. http://dx.doi.org/10.3150/07-bej1040.
Full textKiessler, Peter C. "Statistical Inference for Ergodic Diffusion Processes." Journal of the American Statistical Association 101, no. 474 (2006): 846. http://dx.doi.org/10.1198/jasa.2006.s98.
Full textChen, Mu Fa. "Ergodic theorems for reaction-diffusion processes." Journal of Statistical Physics 58, no. 5-6 (1990): 939–66. http://dx.doi.org/10.1007/bf01026558.
Full textMagdziarz, Marcin, and Aleksander Weron. "Ergodic properties of anomalous diffusion processes." Annals of Physics 326, no. 9 (2011): 2431–43. http://dx.doi.org/10.1016/j.aop.2011.04.015.
Full textBel, Golan, and Ilya Nemenman. "Ergodic and non-ergodic anomalous diffusion in coupled stochastic processes." New Journal of Physics 11, no. 8 (2009): 083009. http://dx.doi.org/10.1088/1367-2630/11/8/083009.
Full textDi Masp, G. B., and Ł. Stettner. "Bayesian ergodic adaptive control of diffusion processes." Stochastics and Stochastic Reports 60, no. 3-4 (1997): 155–83. http://dx.doi.org/10.1080/17442509708834104.
Full textDissertations / Theses on the topic "Ergodic Diffusion Processe"
Wasielak, Aramian. "Various Limiting Criteria for Multidimensional Diffusion Processes." Diss., The University of Arizona, 2009. http://hdl.handle.net/10150/195115.
Full textMaillet, Raphaël. "Analyse statistique et probabiliste de systèmes diffusifs en présence de bruit." Electronic Thesis or Diss., Université Paris sciences et lettres, 2024. http://www.theses.fr/2024UPSLD025.
Full textAeckerle-Willems, Cathrine [Verfasser], and Claudia [Akademischer Betreuer] Strauch. "Nonparametric statistics for scalar ergodic diffusion processes / Cathrine Aeckerle-Willems ; Betreuer: Claudia Strauch." Mannheim : Universitätsbibliothek Mannheim, 2019. http://d-nb.info/1202012035/34.
Full textSera, Toru. "Functional limit theorem for occupation time processes of intermittent maps." Kyoto University, 2020. http://hdl.handle.net/2433/259719.
Full textMélykúti, Bence. "Theoretical advances in the modelling and interrogation of biochemical reaction systems : alternative formulations of the chemical Langevin equation and optimal experiment design for model discrimination." Thesis, University of Oxford, 2010. http://ora.ox.ac.uk/objects/uuid:d368c04c-b611-41b2-8866-cde16b283b0d.
Full textKadlec, Karel. "Optimální řízení stochastických rovnic s Lévyho procesy v Hilbertových proctorech." Doctoral thesis, 2020. http://www.nusl.cz/ntk/nusl-437018.
Full textBooks on the topic "Ergodic Diffusion Processe"
S, Borkar Vivek, and Ghosh Mrinal K. 1956-, eds. Ergodic control of diffusion processes. Cambridge University Press, 2011.
Find full textKutoyants, Yury A. Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2.
Full textHerrmann, Samuel. Stochastic resonance: A mathematical approach in the small noise limit. American Mathematical Society, 2014.
Find full textBorkar, Vivek S., Ari Arapostathis, and Mrinal K. Ghosh. Ergodic Control of Diffusion Processes. Cambridge University Press, 2011.
Find full textBorkar, Vivek S., Ari Arapostathis, and Mrinal K. Ghosh. Ergodic Control of Diffusion Processes. Cambridge University Press, 2011.
Find full textBorkar, Vivek S., Ari Arapostathis, and Mrinal K. Ghosh. Ergodic Control of Diffusion Processes. Cambridge University Press, 2013.
Find full textBorkar, Vivek S., Ari Arapostathis, and Mrinal K. Ghosh. Ergodic Control of Diffusion Processes. Cambridge University Press, 2011.
Find full textKutoyants, Yury A. Statistical Inference for Ergodic Diffusion Processes. Springer London, Limited, 2013.
Find full textKutoyants, Yury A. Statistical Inference for Ergodic Diffusion Proces. Springer London, 2010.
Find full textBook chapters on the topic "Ergodic Diffusion Processe"
Kutoyants, Yury A. "Diffusion Processes and Statistical Problems." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_2.
Full textKutoyants, Yury A. "Introduction." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_1.
Full textKutoyants, Yury A. "Parameter Estimation." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_3.
Full textKutoyants, Yury A. "Special Models." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_4.
Full textKutoyants, Yury A. "Nonparametric Estimation." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_5.
Full textKutoyants, Yury A. "Hypotheses Testing." In Statistical Inference for Ergodic Diffusion Processes. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3866-2_6.
Full textArnold, Ludwig, and Hans Crauel. "Iterated Function Systems and Multiplicative Ergodic Theory." In Diffusion Processes and Related Problems in Analysis, Volume II. Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0389-6_13.
Full textKutoyants, Yury A., and Li Zhou. "Asymptotically Parameter-Free Tests for Ergodic Diffusion Processes." In Statistical Models and Methods for Reliability and Survival Analysis. John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781118826805.ch11.
Full textColonius, Fritz, and Wolfgang Kliemann. "Remarks on Ergodic Theory of Stochastic Flows and Control Flows." In Diffusion Processes and Related Problems in Analysis, Volume II. Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0389-6_9.
Full textKutoyants, Yu A. "On Parameter Estimation by Contaminated Observations of Ergodic Diffusion Processes." In Statistics for Industry and Technology. Birkhäuser Boston, 2004. http://dx.doi.org/10.1007/978-0-8176-8206-4_28.
Full textConference papers on the topic "Ergodic Diffusion Processe"
Piera, Francisco J., and Ravi R. Mazumdar. "An ergodic result for queue length processes of state-dependent queueing networks in the heavy-traffic diffusion limit." In 2008 46th Annual Allerton Conference on Communication, Control, and Computing. IEEE, 2008. http://dx.doi.org/10.1109/allerton.2008.4797600.
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