boundary functionals Latest Research Papers

Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks

Siberian Advances in Mathematics ◽

10.3103/s1055134416040015 ◽

2016 ◽

Vol 26 (4) ◽

pp. 231-246 ◽

Cited By ~ 3

Author(s):

A. A. Borovkov

Keyword(s):

Random Walks ◽

Second Order ◽

Threshold Phenomena ◽

Stability Theorems ◽

Boundary Functionals ◽

Second Order Asymptotics

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Two-sided boundary problem for Kou's process

Researches in Mathematics ◽

10.15421/241313 ◽

2013 ◽

Vol 21 ◽

pp. 92

Author(s):

Ie.V. Karnaukh

Keyword(s):

Boundary Problem ◽

Diffusion Processes ◽

Jump Diffusion ◽

Jump Diffusion Processes ◽

Double Exponential ◽

Boundary Functionals

In this paper the distributions of two-sided boundary functionals for double exponential jump diffusion processes are treated.

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Asymptotic Expansions for the Moments of the Boundary Functionals of the Renewal Reward Process with a Discrete Interference of Chance

Mathematical and Computational Applications ◽

10.3390/mca15010117 ◽

2010 ◽

Vol 15 (1) ◽

pp. 117-126

Author(s):

Rovshan Aliyev ◽

Nurgul Bekar ◽

Tahir Khaniyev ◽

Ihsan Unver

Keyword(s):

Asymptotic Expansions ◽

Reward Process ◽

Renewal Reward Process ◽

Boundary Functionals

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Boundary functionals for the superposition of a random walk and a sequence of independent random variables

Theory of Probability and Mathematical Statistics ◽

10.1090/s0094-9000-07-00710-7 ◽

2008 ◽

Vol 75 (00) ◽

pp. 9-23

Author(s):

I. I. Ezhov ◽

V. F. Kadankov

Keyword(s):

Random Walk ◽

Random Variables ◽

Independent Random Variables ◽

Boundary Functionals

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Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

Ukrainian Mathematical Journal ◽

10.1023/b:ukma.0000045690.31840.ee ◽

2004 ◽

Vol 56 (3) ◽

pp. 466-488 ◽

Cited By ~ 2

Author(s):

T. V. Kadankova

Keyword(s):

Process With Independent Increments ◽

Independent Increments ◽

Semicontinuous Process ◽

Boundary Functionals

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On a generalisation of the method of boundary functionals

Discrete Mathematics and Applications ◽

10.1515/1569392041938794 ◽

2004 ◽

Vol 14 (4) ◽

Author(s):

T. V. Andreeva

Keyword(s):

Boundary Functionals

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The method of boundary functionals for non-regular structures

Discrete Mathematics and Applications ◽

10.1515/156939204774148794 ◽

2004 ◽

Vol 14 (1) ◽

Cited By ~ 1

Author(s):

T.V. Andreeva

Keyword(s):

Regular Structures ◽

Boundary Functionals

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Multilevel Boundary Functionals for Least-Squares Mixed Finite Element Methods

SIAM Journal on Numerical Analysis ◽

10.1137/s0036142997329803 ◽

1999 ◽

Vol 36 (4) ◽

pp. 1065-1077 ◽

Cited By ~ 13

Author(s):

Gerhard Starke

Keyword(s):

Finite Element ◽

Least Squares ◽

Finite Element Methods ◽

Mixed Finite Element ◽

Mixed Finite Element Methods ◽

Boundary Functionals

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Fundamental identities for boundary functionals of additive sequences

Exploring Stochastic Laws ◽

10.1515/9783112318768-016 ◽

1995 ◽

pp. 135-146

Keyword(s):

Boundary Functionals

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Random Walks on the Half-Axis. II. Limit Distributions of Boundary Functionals

Theory of Probability and Its Applications ◽

10.1137/1126053 ◽

1982 ◽

Vol 26 (3) ◽

pp. 452-467

Author(s):

V. M. Shurenkov

Keyword(s):

Random Walks ◽

Axis Ii ◽

Limit Distributions ◽

Half Axis ◽

Boundary Functionals

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boundary functionals
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TOTAL DOCUMENTS

H-INDEX

Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks

Two-sided boundary problem for Kou's process

Asymptotic Expansions for the Moments of the Boundary Functionals of the Renewal Reward Process with a Discrete Interference of Chance

Boundary functionals for the superposition of a random walk and a sequence of independent random variables

Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

On a generalisation of the method of boundary functionals

The method of boundary functionals for non-regular structures

Multilevel Boundary Functionals for Least-Squares Mixed Finite Element Methods

Fundamental identities for boundary functionals of additive sequences

Random Walks on the Half-Axis. II. Limit Distributions of Boundary Functionals

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boundary functionalsRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Stability theorems and the second-order asymptotics in threshold phenomena for boundary functionals of random walks

Two-sided boundary problem for Kou's process

Asymptotic Expansions for the Moments of the Boundary Functionals of the Renewal Reward Process with a Discrete Interference of Chance

Boundary functionals for the superposition of a random walk and a sequence of independent random variables

Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

On a generalisation of the method of boundary functionals

The method of boundary functionals for non-regular structures

Multilevel Boundary Functionals for Least-Squares Mixed Finite Element Methods

Fundamental identities for boundary functionals of additive sequences

Random Walks on the Half-Axis. II. Limit Distributions of Boundary Functionals

boundary functionals
Recently Published Documents