Add to ORKGDiffusion approximation algorithms for stochastic systems in split and merging phase space are represented in servey form. The main mathematical tools of such algorithms are described in our book ”Stochastic Systems in Merging Phase Space” (World Scientific Publishing, 2005)
The problem of singularly perturbed di erential systems decomposition by the method of integral mani...
AbstractIn this paper, we consider hyperbolic equations with continuous distributed deviating argume...
In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydr...
International audienceA longstanding problem in sequential Monte Carlo (SMC) is to mathematically pr...
In finance, the strong convergence properties of discretisations of stochastic differential equation...
We consider a special class of two-dimensional Markov processes, finding the relationship between tr...
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions o...
The asymptotic behavior of the general type third order non-autonomous oscillating system under the ...
AbstractWe define and examine certain matrix-valued multiplicative functionals with local Kato poten...
2000 Mathematics Subject Classification: 60J27, 60K25.We consider nonstationary birth and death proc...
International audienceStatistical analysis of shapes, performed by constructing an atlas composed of...
International audienceMinimum mean square error estimation for linear systems with Markov jump param...
We present an efficient algorithm for calculating multiloop Feynman integrals perturbativel
International audienceLeveraging an equivalence property in the state-space of a Markov Decision Pro...
International audienceA characteristic pattern with sequences of alternating quiescent ('down') and ...
The problem of singularly perturbed di erential systems decomposition by the method of integral mani...
AbstractIn this paper, we consider hyperbolic equations with continuous distributed deviating argume...
In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydr...
International audienceA longstanding problem in sequential Monte Carlo (SMC) is to mathematically pr...
In finance, the strong convergence properties of discretisations of stochastic differential equation...
We consider a special class of two-dimensional Markov processes, finding the relationship between tr...
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions o...
The asymptotic behavior of the general type third order non-autonomous oscillating system under the ...
AbstractWe define and examine certain matrix-valued multiplicative functionals with local Kato poten...
2000 Mathematics Subject Classification: 60J27, 60K25.We consider nonstationary birth and death proc...
International audienceStatistical analysis of shapes, performed by constructing an atlas composed of...
International audienceMinimum mean square error estimation for linear systems with Markov jump param...
We present an efficient algorithm for calculating multiloop Feynman integrals perturbativel
International audienceLeveraging an equivalence property in the state-space of a Markov Decision Pro...
International audienceA characteristic pattern with sequences of alternating quiescent ('down') and ...
The problem of singularly perturbed di erential systems decomposition by the method of integral mani...
AbstractIn this paper, we consider hyperbolic equations with continuous distributed deviating argume...
In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydr...