Monitoring multivariate time series
Keywords: primary; 60F17; 62L10; secondary; 60J65; 62P05; Online-monitoring; CUSUM; Change points; Invariance principle; Ratio-type detector;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
Keywords: 60J60; 58J65; 60J65; 60F10; 82C31; Excursion theory; Bessel process; Haldane equality; Cycle flux; Nonequilibrium;
Keywords: primary; 60J65; secondary; 60G15; Range of Wiener process; Continuous recurrence; First hitting time;
Keywords: Edwards model; self-intersection local time; Varadhan renormalization; white noise analysis28C20; 41A25; 60H40; 60J55; 60J65; 82D60
Keywords: 60G40; 60J60; 65R20; 60J65; 60J70Bivariate Wiener process; Error analysis; Hitting time; System of Volterra–Fredholm integral equations; Bivariate Kolmogorov forward equation
Keywords: Non-Lipschitz condition; Successive approximation; Variable delays; 60H15; 34G20; 60J65; 60J75;
Keywords: primary; 60J75; secondary; 60J65; 60G51; Brownian Linear motion with negative drift; Wiener-Hopf factorization; Limit of convolution of exponential mixtures; Laplace transform;
Keywords: 60J65; 60G17; 28A80; 43A46; 42B10; Brownian motion; Rapid points; Hausdorff dimension; Fourier dimension; Salem set;
Keywords: primary; 60G50; 60D05; secondary; 60J65; 60F05; 60F17; Convex hull; Random walk; Brownian motion; Variance asymptotics; Scaling limits;
Keywords: 60J65; 60G55; 60J55; Brownian bridge; Rescaling; Excursions; Extrema; Kolmogorov-Smirnov statistics;
Keywords: primary; 60D05; secondary; 58C35; 60J75; 37A30; 47G20; 53C21; 60J65; Stochastic algorithms; Simulated annealing; Homogenization; Probability measures on compact Riemannian manifolds; Intrinsic means; Instantaneous invariant measures; Gibbs measures; Spect
Keywords: primary; 60B20; 60G55; secondary; 60J65; 60J10; Dyson's Brownian motion; Diffusions on spectra of minors; Markov process;
Keywords: primary; 60K25; 60F17; 90B22; secondary; 60G57; 60H20; 60J65; Many-server queues; Fluid limits; Measure-valued processes; L1-valued processes; Reneging; Abandonment;
Keywords: 60J60; 60J65; 60G46 15B52; 82C22; Noncolliding diffusion processes; Harmonic Doob transforms; Martingales; Determinantal processes; Random matrix theory;
Keywords: 31A15; 31B15; 60J65; Harmonic measure; Brownian motion; Capacity; Champagne subregion; Champagne subdomain; Unavoidable bubbles;
Keywords: 60J65; 60D05; Brownian motion; Convex hull; Diameter;
Unique stationary distribution and ergodicity of a stochastic Logistic model with distributed delay
Keywords: 60H10; 92D25; 60J65; Stochastic Logistic model; Distributed delay; Stationary distribution; Markov semigroups;
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Keywords: primary; 62J07; secondary; 60J65; Cramer-Rao bound; Stein phenomenon; Malliavin calculus; Cox model;
Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
Keywords: 65C30; 60H20; 60H35; 60J65; Linear Stratonovich Volterra integral equations; Stochastic operational matrix; Computational methods for stochastic equations; Brownian motion process; Block pulse functions; Error analysis;
Integral equations for Rost's reversed barriers: Existence and uniqueness results
Keywords: 60G40; 60J65; 60J55; 35R35; 45D05; Skorokhod embedding; Rost's reversed barriers; Optimal stopping; Free-boundary problems; Volterra integral equations;
On uniqueness for some non-Lipschitz SDE
Keywords: 60H10; 34A12; 60J65; Stochastic differential equations; Path-by-path uniqueness; Ordinary differential equations; Extremal solutions; Brownian motion; Girsanov's theorem;
Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
Keywords: primary; 60G51; 60F15; 60F17; 60F05; secondary; 60J65; 60J75; Lévy process; Variance-Gamma; Multivariate subordination; Generalised Gamma convolutions; Thorin measure; Esscher transformation; Esscher invariance; Superposition; Option pricing;
L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: Exact continuity and gradient moduli, 1/2-derivative criticality, and laws
Keywords: 60H15; 60H20; 60H30; 45H05; 45R05; 35R60; 60J45; 60J35; 60J60; 60J65; Time-fractional stochastic partial-integral equations (SPIDEs); L-Kuramoto-Sivashinsky SPDEs; Brownian-time processes; Gaussian random fields; Kernel stochastic integral equations;
Processes iterated ad libitum
Keywords: primary; 60J05; 60G52; 60J65; secondary; 60G57; 60E99; Iterated Brownian motion; Exchangeability; Weak convergence; Stable processes;
Limit theorems for the estimation of L1 integrals using the Brownian motion
Keywords: 62F10; 60J65; 60F05; Brownian motion; Local time; Point estimate; Ray-Knight theorem; Regenerative process;
L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
Keywords: 35R60; 60H15; 35R11; 35G99; 60H20; 60H30; 42A38; 45H05; 45R05; 60J45; 60J35; 60J60; 60J65; L-Kuramoto-Sivashinsky (S)PDEs; Swift-Hohenberg (S)PDE; Linear and nonlinear fourth order (S)PDEs; L-KS kernel; Imaginary-Brownian-time-Brownian-angle process
A remark on quasi-ergodicity of ultracontractive Markov processes
Keywords: 60J65; 60J35; 60J70; 60F15Killed Markov process; Quasi-stationary distribution; Quasi-ergodicity; Dirichlet eigenvalue; Spectral gaps
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
Keywords: 60F17; 60G17; 60G40; 60G44; 60G50; 60G52; 60J55; 60J65; Lindley process; Local score; Donsker invariance theorem; Reflected Brownian motion; Inverse of the local time; Brownian excursions;
Robust monitoring of CAPM portfolio betas II
Keywords: 60F17; 60G10; 60J65; 62F35; 62L10; 62P05Robust monitoring; Functional capital asset pricing model; Portfolio beta; MM-estimate; Change-point detection
Jump-diffusion processes in random environments
Keywords: 60H20; 60H30; 60J65; 60G55; 60G50Jump-diffusion; Stochastic differential equations; Markov switching
Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
Keywords: 60J50; 60J65; 60G15; Langevin process; Integrated Brownian motion; Lagrangian stochastic model; Reflecting boundary;
On the Fourier structure of the zero set of fractional Brownian motion
Keywords: 60J65; 60G17; 28A80; 43A46; 42B10Fractional Brownian motion; Local times; Hausdorff dimension; Salem sets
On a perturbed MAP risk model under a threshold dividend strategy
Keywords: 60J65; 62P05Markovian arrival process; Gerber–Shiu function; Threshold dividend strategy; Discounted dividend payments; Matrix renewal equation
Robust monitoring of CAPM portfolio betas
Keywords: 60F17; 60G10; 60J65; 62F35; 62L10; 62P05Robust monitoring; Capital asset pricing model; Portfolio beta; MM-estimate; Change-point detection
The set-indexed Lévy process: Stationarity, Markov and sample paths properties
Keywords: 60G10; 60G15; 60G17; 60G51; 60G57; 60G60; 60E07; 60J65; Compound Poisson process; Increment stationarity; Infinitely divisible distribution; Lévy-Itô decomposition; Lévy processes; Markov processes; Random field; Independently scattered random measur
The quadratic variation of Brownian motion on a time scale
Keywords: 60J65; 26E70; 60G05Brownian motion; Time scales; Quadratic variation; Stochastic dynamic equations
Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
Keywords: 60H07; 60J65; 28C20BVBV functions; Wiener space; Ocone–Karatzas formula
Bessel processes and hyperbolic Brownian motions stopped at different random times
Keywords: 60J65; 60J60; 26A33Iterated and subordinated Bessel process; Iterated Brownian first-passage times; Subordinated hyperbolic Brownian motions; Higher-order PDE
Fluctuations of the empirical quantiles of independent Brownian motions
Keywords: primary; 60F05; secondary; 60F17; 60G15; 60G17; 60G18; 60J65; Quantile process; Order statistics; Fluctuations weak convergence; Fractional Brownian motion; Quartic variation;
On the first passage problem for correlated Brownian motion
Keywords: 60J65
Successive approximation of neutral functional stochastic differential equations with jumps
Keywords: 60H15; 34G20; 60J65; 60J75
Particle representations of superprocesses with dependent motions
Keywords: 60G57; 60J25; 60J65; 60J80; 60K35Particle representation; Superprocess; Dependent motions; Coalescing Brownian motion; Interacting Brownian flow
Poisson point processes, excursions and stable processes in two-dimensional structures
Keywords: 60G55; 60G18; 60J55; 60J60; 60J65; 60J67Excursions; Poisson point processes; Brownian motion; Bessel processes; Schramm–Loewner evolutions; Conformal loop ensembles; Loop soups
Itô’s excursion theory and random trees
Keywords: 60J65; 60J80; 60C05Itô’s excursion theory; Brownian excursion; Random tree; Galton–Watson tree
On a discrete version of the Laugesen–Morpurgo conjecture
Keywords: 60J10; 60J65; 60J35
A canonical setting and separating times for continuous local martingales
Keywords: 60G44; 60G48; 60G30; 60G40; 60J65; 60H10Continuous local martingales; Brownian motion; Dambis–Dubins–Schwarz theorem; Canonical setting; Pure continuous local martingales; Absolute continuity and singularity; Separating times
Truncated sequential change-point detection based on renewal counting processes II
Keywords: primary 62G10;; 62G20; 62G32; 62L10; secondary 60F17;; 60G40; 60G70; 60J65; 60K05; Change-point; Training period; Extreme value asymptotics; First passage time; Increments; Renewal counting process; Sequential test; Stopping time; Strong approximation; Wi
Tree structured independence for exponential Brownian functionals
Keywords: 60J65; 60E05Brownian motion; Exponential Brownian functionals; Generalized inverse Gaussian distribution; Gamma distribution; Independence properties; Initial enlargements of filtrations; Directed and undirected trees
On exponential local martingales associated with strong Markov continuous local martingales
Keywords: 60G44; 60G48; 60G30; 60J25; 60J65; 60H10Continuous local martingales; Continuous strong Markov processes; Stochastic differential equations; Brownian motion; Brownian motion with drift; Integral functionals; 0–1-laws; Continuous exponential local martinga
The alternating marked point process of h-slopes of drifted Brownian motion
Keywords: 60J65; 60G55Brownian motion; Marked point processes; Palm–Khinchin theory; Fluctuation theory