Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
Germain, Maximilien, Mikael, Joseph, Warin, Xavier
Published in Methodology and computing in applied probability (01.12.2022)
Published in Methodology and computing in applied probability (01.12.2022)
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On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process
Goyal, Dheeraj, Hazra, Nil Kamal, Finkelstein, Maxim
Published in Methodology and computing in applied probability (01.09.2022)
Published in Methodology and computing in applied probability (01.09.2022)
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On Cumulative Entropies in Terms of Moments of Order Statistics
Balakrishnan, Narayanaswamy, Buono, Francesco, Longobardi, Maria
Published in Methodology and computing in applied probability (01.03.2022)
Published in Methodology and computing in applied probability (01.03.2022)
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Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
Ascione, Giacomo, Mishura, Yuliya, Pirozzi, Enrica
Published in Methodology and computing in applied probability (01.03.2021)
Published in Methodology and computing in applied probability (01.03.2021)
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On the Laplace Transform of the Lognormal Distribution
Asmussen, Søren, Jensen, Jens Ledet, Rojas-Nandayapa, Leonardo
Published in Methodology and computing in applied probability (01.06.2016)
Published in Methodology and computing in applied probability (01.06.2016)
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Journal Article
Assessment of Shock Models for a Particular Class of Intershock Time Distributions
Kus, Coskun, Tuncel, Altan, Eryilmaz, Serkan
Published in Methodology and computing in applied probability (01.03.2022)
Published in Methodology and computing in applied probability (01.03.2022)
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Sampling from Non-smooth Distributions Through Langevin Diffusion
Luu, Tung Duy, Fadili, Jalal, Chesneau, Christophe
Published in Methodology and computing in applied probability (01.12.2021)
Published in Methodology and computing in applied probability (01.12.2021)
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A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services
Chakravarthy, Srinivas R., Ozkar, Serife
Published in Methodology and computing in applied probability (01.12.2024)
Published in Methodology and computing in applied probability (01.12.2024)
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Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise
López-Mimbela, José Alfredo, Pérez-Suárez, Gerardo
Published in Methodology and computing in applied probability (01.12.2024)
Published in Methodology and computing in applied probability (01.12.2024)
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Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality
Vilar-Zanón, José L., Rogo, Barbara
Published in Methodology and computing in applied probability (01.12.2024)
Published in Methodology and computing in applied probability (01.12.2024)
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