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Found 156 Documents (Results 1–100)

Pairs trading under geometric Brownian motion models. (English) Zbl 1504.91305

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 357-380 (2022).
MSC:  91G15 60J70 49L12
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Structural stability threshold for the condition of robust no deterministic sure arbitrage with unbounded profit. (English. Russian original) Zbl 1467.91179

Mosc. Univ. Comput. Math. Cybern. 45, No. 1, 34-44 (2021); translation from Vestn. Mosk. Univ., Ser. XV 2021, No. 1, 38-49 (2021).
MSC:  91G15
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Estimating the position of a moving object based on test disturbance of camera position. (English. Russian original) Zbl 1346.93359

Autom. Remote Control 77, No. 2, 297-312 (2016); translation from Avtom. Telemekh. 2016, No. 2, 142-161 (2016).
MSC:  93E10 93E25 93C95
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Convergence of the Robbins-Monro process with small steps from below. (English. Russian original) Zbl 1311.93074

Vestn. St. Petersbg. Univ., Math. 45, No. 1, 26-29 (2012); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2012, No. 1, 31-34 (2012).
MSC:  93E03 62L20
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