References in zbMATH (referenced in 62 articles , 1 standard article )

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  1. Kirkby, J. L.; Nguyen, Dang H.; Nguyen, Duy; Nguyen, Nhu N.: Maximum likelihood estimation of diffusions by continuous time Markov chain (2022)
  2. Chen, Ding-Geng; Gao, Haipeng; Ji, Chuanshu; Chen, Xinguang: Stochastic cusp catastrophe model and its Bayesian computations (2021)
  3. Contreras-Reyes, Javier E.: Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors (2021)
  4. Denis, Christophe; Dion-Blanc, Charlotte; Martinez, Miguel: A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (2021)
  5. El Fatini, Mohamed; Louriki, Mohammed; Pettersson, Roger; Zararsiz, Zarife: Epidemic modeling: diffusion approximation vs. stochastic differential equations allowing reflection (2021)
  6. Genon-Catalot, Valentine; Larédo, Catherine: Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (2021)
  7. Hu, Xiaochuan; Jang, Sophia R.-J.: Stochasticity and cooperative hunting in predator-prey interactions (2021)
  8. Kuznetsov, Mikhail Dmitrievich; Kuznetsov, Dmitriy Feliksovich: SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series (2021)
  9. Li, Xiantao: Markovian embedding procedures for non-Markovian stochastic Schrödinger equations (2021)
  10. Nipa, Kaniz Fatema; Jang, Sophia R.-J.; Allen, Linda J. S.: The effect of demographic and environmental variability on disease outbreak for a dengue model with a seasonally varying vector population (2021)
  11. Wang, Qi; Rao, Vinayak; Teh, Yee Whye: An exact auxiliary variable Gibbs sampler for a class of diffusions (2021)
  12. Zheng, Yayun; Yang, Fang; Duan, Jinqiao; Kurths, Jürgen: Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (2021)
  13. Albano, G.; Giorno, V.: Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (2020)
  14. Arsalane Chouaib Guidoum, Kamal Boukhetala: Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc (2020) not zbMATH
  15. Comte, Fabienne; Genon-Catalot, Valentine: Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (2020)
  16. Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter: Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (2020)
  17. Kaino, Yusuke; Nakakita, Shogo H.; Uchida, Masayuki: Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (2020)
  18. Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N.: Parameter estimation for non-stationary Fisher-Snedecor diffusion (2020)
  19. Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing: Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (2020)
  20. Bluhmki, Tobias; Dobler, Dennis; Beyersmann, Jan; Pauly, Markus: The wild bootstrap for multivariate Nelson-Aalen estimators (2019)

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