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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Large deviations
3
Stochastic process
3
Theorie
3
Theory
3
Analysis
1
Buffered probability
1
Constrained diffusions
1
Coupling
1
Diffusion equation with Poisson point source
1
Euler-Lagrange equations
1
Exit time
1
Exponential leveling
1
Freidlin–Wentzell asymptotics
1
Importance sampling
1
Innovation diffusion
1
Innovationsdiffusion
1
Invariant measures
1
Laplace principle
1
Lyapunov functions
1
Mathematical analysis
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Poisson random measure
1
Polyhedral domains
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Probability theory
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Pseudo-atom
1
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1
SDE with local time
1
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1
Singular diffusion processes
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Skew Brownian motion
1
Skorohod problem
1
Skorokhod Problem
1
Skorokhod problem
1
Small noise asymptotics
1
Split chains
1
Stichprobenerhebung
1
Stochastic optimization
1
Stochastic partial differential equation
1
Variational representation
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Budhiraja, Amarjit
3
Atar, Rami
1
Chen, Jiang
1
Lu, Shu
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Ramanan, Kavita
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Rubenthaler, Sylvain
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Tran-Dinh, Quoc
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Annals of operations research ; volume 302, number 1 (July 2021)
1
Mathematics of operations research
1
Probability theory and related fields
1
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ECONIS (ZBW)
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Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Atar, Rami
;
Budhiraja, Amarjit
;
Ramanan, Kavita
- In:
Probability theory and related fields
142
(
2008
)
1/2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10003730928
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2
A numerical scheme for invariant distributions of constrained diffusions
Budhiraja, Amarjit
;
Chen, Jiang
;
Rubenthaler, Sylvain
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 262-289
Persistent link: https://www.econbiz.de/10010384214
Saved in:
3
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Budhiraja, Amarjit
;
Lu, Shu
;
Yu, Yang
;
Tran-Dinh, Quoc
-
2021
Persistent link: https://www.econbiz.de/10012605874
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