Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

نتائج البحث

Display Settings
النتائج لكل صفحة: 10
Sort By: Relevance
Filter
  • 1-10 ل  457 نتائج ل ""[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]""

فلترة النتائج

Publisher : society for industrial and applied mathematics
إعادة تعيين خيارات الفبترة
Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request
Academic Journal

Pricing Bermudan options using regression trees/random forests

Subjects: Regression trees; Random forests; Bermudan options

  • Source: EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-03436046 ; SIAM Journal on Financial Mathematics, 2023,

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

An effective fractional paraxial wave equation for wave-fronts in randomly layered media with long-range correlations

Subjects: wave propagation; paraxial approximation; lossy wave equation

  • Source: ISSN: 1540-3459 ; EISSN: 1540-3467.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

Averaging of a stochastic slow-fast model for population dynamics: application to the development of ovarian follicles

Subjects: Continuous time Markov chain; Singular perturbations; Stochastic coupling techniques

  • Source: ISSN: 0036-1399 ; SIAM Journal on Applied Mathematics ; https://hal.science/hal-03405177 ; SIAM Journal on Applied Mathematics, 2022,

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

On asymptotic preserving schemes for a class of stochastic differential equations in averaging and diffusion approximation regimes

Subjects: Asymptotic preserving schemes; multiscale methods; slow-fast Stochastic Differ- ential Equations

  • Source: ISSN: 1540-3459 ; EISSN: 1540-3467.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise

Subjects: linear quadratic optimal stochastic control; multiplicative space-time white noise; stochastic partial differential equation

  • Source: ISSN: 0363-0129.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

American options in the Volterra Heston model

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]; [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR]; [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

  • Source: EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-03178306 ; SIAM Journal on Financial Mathematics, 2022,

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

Newton method for stochastic control problems

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]; [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]; [STAT.AP]Statistics [stat]/Applications [stat.AP]

  • Source: ISSN: 0363-0129.

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

A Spectral Independence View on Hard Spheres via Block Dynamics

Subjects: hard-sphere model; Markov chain; partition function

  • Source: ISSN: 0895-4801 ; SIAM Journal on Discrete Mathematics ; https://hal.science/hal-03904167 ; SIAM Journal on Discrete Mathematics, 2022,

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

Stability and string stability of car-following models with reaction-time delay

Subjects: Car-following model; Traffic control; Transportation networks

  • Source: ISSN: 0036-1399 ; SIAM Journal on Applied Mathematics ; https://inria.hal.science/hal-03697661 ; SIAM Journal on Applied Mathematics,

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
Academic Journal

Maximum entropy methods for texture synthesis: theory and practice

Subjects: MSC : 94A17; 94A20; 62B10

  • Source: EISSN: 2577-0187 ; SIAM Journal on Mathematics of Data Science ; https://hal.science/hal-03037099 ; SIAM Journal on Mathematics of Data

تفاصيل العنوان

اقرأ أكثر حفظ في قائمتي
×
  • 1-10 ل  457 نتائج ل ""[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]""