Ben Alaya, Mohamed; Hajji, Kaouther; Kebaier, Ahmed Adaptive importance sampling for multilevel Monte Carlo Euler method. (English) Zbl 1517.60024 Stochastics 95, No. 2, 303-327 (2023). MSC: 60E07 60G51 60F05 62L20 65C05 60H35 PDFBibTeX XMLCite \textit{M. Ben Alaya} et al., Stochastics 95, No. 2, 303--327 (2023; Zbl 1517.60024) Full Text: DOI
Pagès, Gilles; Panloup, Fabien Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds. (English) Zbl 1515.65032 Ann. Appl. Probab. 33, No. 1, 726-779 (2023). MSC: 65C30 37M25 60F05 60H10 62L20 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{F. Panloup}, Ann. Appl. Probab. 33, No. 1, 726--779 (2023; Zbl 1515.65032) Full Text: DOI arXiv
Zheng, Yu; Qian, Siying; Arshad, Sadia; Huang, Jianfei A modified Euler-Maruyama method for Riemann-Liouville stochastic fractional integro-differential equations. (English) Zbl 07677415 J. Stat. Comput. Simulation 93, No. 2, 249-265 (2023). MSC: 62-XX 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Zheng} et al., J. Stat. Comput. Simulation 93, No. 2, 249--265 (2023; Zbl 07677415) Full Text: DOI
Blömker, Dirk; Schillings, Claudia; Wacker, Philipp; Weissmann, Simon Continuous time limit of the stochastic ensemble Kalman inversion: strong convergence analysis. (English) Zbl 1521.65117 SIAM J. Numer. Anal. 60, No. 6, 3181-3215 (2022). Reviewer: Temur A. Jangveladze (Tbilisi) MSC: 65N21 62F15 65N75 65C30 90C56 65M06 35R60 35R30 PDFBibTeX XMLCite \textit{D. Blömker} et al., SIAM J. Numer. Anal. 60, No. 6, 3181--3215 (2022; Zbl 1521.65117) Full Text: DOI arXiv
Lu, Jianya; Tan, Yuzhen; Xu, Lihu Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme. (English) Zbl 1489.60039 Bernoulli 28, No. 2, 937-964 (2022). MSC: 60F05 60F10 62E20 62F03 60G50 65C30 PDFBibTeX XMLCite \textit{J. Lu} et al., Bernoulli 28, No. 2, 937--964 (2022; Zbl 1489.60039) Full Text: DOI arXiv Link
Alldredge, Graham; Frank, Martin; Kusch, Jonas; McClarren, Ryan A realizable filtered intrusive polynomial moment method. (English) Zbl 1524.65504 J. Comput. Appl. Math. 407, Article ID 114055, 20 p. (2022). MSC: 65M60 35L65 65C30 35R60 82C40 35Q84 35B45 35Q31 35B65 35B05 65M06 65N30 65K10 62M20 PDFBibTeX XMLCite \textit{G. Alldredge} et al., J. Comput. Appl. Math. 407, Article ID 114055, 20 p. (2022; Zbl 1524.65504) Full Text: DOI arXiv Link
Giesselmann, Jan; Meyer, Fabian; Rohde, Christian Error control for statistical solutions of hyperbolic systems of conservation laws. (English) Zbl 1503.65227 Calcolo 58, No. 2, Paper No. 23, 29 p. (2021). Reviewer: Kai Schneider (Marseille) MSC: 65M60 65L06 65M15 35L65 62G30 76N15 35Q31 PDFBibTeX XMLCite \textit{J. Giesselmann} et al., Calcolo 58, No. 2, Paper No. 23, 29 p. (2021; Zbl 1503.65227) Full Text: DOI
Majka, Mateusz B.; Mijatović, Aleksandar; Szpruch, Łukasz Nonasymptotic bounds for sampling algorithms without log-concavity. (English) Zbl 1466.65008 Ann. Appl. Probab. 30, No. 4, 1534-1581 (2020). MSC: 65C05 65C30 65C40 60J22 62H12 60H10 PDFBibTeX XMLCite \textit{M. B. Majka} et al., Ann. Appl. Probab. 30, No. 4, 1534--1581 (2020; Zbl 1466.65008) Full Text: DOI arXiv Euclid
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. (English) Zbl 1454.62528 SIAM/ASA J. Uncertain. Quantif. 8, 1446-1492 (2020). MSC: 62P35 60H15 76D05 35Q31 35Q35 65C35 65C40 PDFBibTeX XMLCite \textit{C. Cotter} et al., SIAM/ASA J. Uncertain. Quantif. 8, 1446--1492 (2020; Zbl 1454.62528) Full Text: DOI arXiv
Taguchi, Dai; Tanaka, Akihiro Probability density function of SDEs with unbounded and path-dependent drift coefficient. (English) Zbl 07242827 Stochastic Processes Appl. 130, No. 9, 5243-5289 (2020). MSC: 65C30 62G07 35K08 60H35 PDFBibTeX XMLCite \textit{D. Taguchi} and \textit{A. Tanaka}, Stochastic Processes Appl. 130, No. 9, 5243--5289 (2020; Zbl 07242827) Full Text: DOI arXiv
Gobet, Emmanuel Monte-Carlo methods and stochastic processes. From linear to non-linear. (English) Zbl 1359.65012 Boca Raton, FL: CRC Press (ISBN 978-1-4987-4622-9/hbk; 978-1-315-36875-7/ebook). xxv, 309 p. (2016). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C35 82C80 65C60 65C10 65C05 65-02 65C50 90C15 90C27 60H15 35R60 60F05 60H35 60H10 34F05 62J02 62F25 PDFBibTeX XMLCite \textit{E. Gobet}, Monte-Carlo methods and stochastic processes. From linear to non-linear. Boca Raton, FL: CRC Press (2016; Zbl 1359.65012)
Spencer, Jack; Chen, Ke A convex and selective variational model for image segmentation. (English) Zbl 1327.62387 Commun. Math. Sci. 13, No. 6, 1453-1472 (2015). MSC: 62H35 35A15 65C20 65N22 68U10 74G65 74G75 PDFBibTeX XMLCite \textit{J. Spencer} and \textit{K. Chen}, Commun. Math. Sci. 13, No. 6, 1453--1472 (2015; Zbl 1327.62387) Full Text: DOI
Ben Alaya, Mohamed; Kebaier, Ahmed Central limit theorem for the multilevel Monte Carlo Euler method. (English) Zbl 1320.60073 Ann. Appl. Probab. 25, No. 1, 211-234 (2015). Reviewer: Peter Parczewski (Mannheim) MSC: 60F05 65C05 62F12 60H35 PDFBibTeX XMLCite \textit{M. Ben Alaya} and \textit{A. Kebaier}, Ann. Appl. Probab. 25, No. 1, 211--234 (2015; Zbl 1320.60073) Full Text: DOI arXiv Euclid
Rada, Lavdie; Chen, Ke A variational model and its numerical solution for local, selective and automatic segmentation. (English) Zbl 1291.62122 Numer. Algorithms 66, No. 2, 399-430 (2014). MSC: 62H35 65N22 68U10 74G65 74G75 PDFBibTeX XMLCite \textit{L. Rada} and \textit{K. Chen}, Numer. Algorithms 66, No. 2, 399--430 (2014; Zbl 1291.62122) Full Text: DOI
Kou, S. C.; Olding, Benjamin P.; Lysy, Martin; Liu, Jun S. A multiresolution method for parameter estimation of diffusion processes. (English) Zbl 1258.62089 J. Am. Stat. Assoc. 107, No. 500, 1558-1574 (2012). MSC: 62M05 62F15 65C60 PDFBibTeX XMLCite \textit{S. C. Kou} et al., J. Am. Stat. Assoc. 107, No. 500, 1558--1574 (2012; Zbl 1258.62089) Full Text: DOI
Wu, Hulin; Xue, Hongqi; Kumar, Arun Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research. (English) Zbl 1274.62906 Biometrics 68, No. 2, 344-352 (2012). MSC: 62P10 65C60 65D05 65L06 92C50 PDFBibTeX XMLCite \textit{H. Wu} et al., Biometrics 68, No. 2, 344--352 (2012; Zbl 1274.62906) Full Text: DOI Link
Donnet, Sophie; Foulley, Jean-Louis; Samson, Adeline Bayesian analysis of growth curves using mixed models defined by stochastic differential equations. (English) Zbl 1203.62187 Biometrics 66, No. 3, 733-741 (2010). MSC: 62P10 62F15 60H10 92D25 65C50 PDFBibTeX XMLCite \textit{S. Donnet} et al., Biometrics 66, No. 3, 733--741 (2010; Zbl 1203.62187) Full Text: DOI
Joulin, Aldéric; Ollivier, Yann Curvature, concentration and error estimates for Markov chain Monte Carlo. (English) Zbl 1207.65006 Ann. Probab. 38, No. 6, 2418-2442 (2010). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C05 60J22 62E17 65C40 82C44 82C80 60K25 60J60 65C30 PDFBibTeX XMLCite \textit{A. Joulin} and \textit{Y. Ollivier}, Ann. Probab. 38, No. 6, 2418--2442 (2010; Zbl 1207.65006) Full Text: DOI arXiv
Donnet, Sophie; Samson, Adeline Parametric inference for mixed models defined by stochastic differential equations. (English) Zbl 1182.62164 ESAIM, Probab. Stat. 12, 196-218 (2008). MSC: 62M05 60H10 62F10 62M99 62M09 62L20 62P10 65C60 60J60 92C45 PDFBibTeX XMLCite \textit{S. Donnet} and \textit{A. Samson}, ESAIM, Probab. Stat. 12, 196--218 (2008; Zbl 1182.62164) Full Text: DOI EuDML
Kebaier, Ahmed Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing. (English) Zbl 1099.65011 Ann. Appl. Probab. 15, No. 4, 2681-2705 (2005). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C05 62P05 60H10 60H35 60F05 91G20 91G60 65L70 65L06 34F05 PDFBibTeX XMLCite \textit{A. Kebaier}, Ann. Appl. Probab. 15, No. 4, 2681--2705 (2005; Zbl 1099.65011) Full Text: DOI arXiv
Mechenov, Alexander S. Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. (English) Zbl 1077.62052 Mathematics and its Applications (Springer) 576. New York, NY: Springer (ISBN 0-387-24505-7/hbk). ix, 238 p. (2005). Reviewer: Yuehua Wu (Toronto) MSC: 62J05 62-02 65Q05 65R20 65-02 39B05 45A05 65C60 PDFBibTeX XMLCite \textit{A. S. Mechenov}, Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. New York, NY: Springer (2005; Zbl 1077.62052)
Tocino, A.; Vigo-Aguiar, J. Weak second order conditions for stochastic Runge-Kutta methods. (English) Zbl 1025.65011 SIAM J. Sci. Comput. 24, No. 2, 507-523 (2002). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 34F05 62L20 65L06 60H10 60H35 PDFBibTeX XMLCite \textit{A. Tocino} and \textit{J. Vigo-Aguiar}, SIAM J. Sci. Comput. 24, No. 2, 507--523 (2002; Zbl 1025.65011) Full Text: DOI
Horvat-Bokor, Roža; Huzak, Miljenko; Limić, Nedžad A numerical approach to the estimation of search effort in a search for a moving object. (English) Zbl 1047.62123 Rogina, M. (ed.) et al., Applied mathematics and computation. Proceedings of the conference applied mathematics and computation, Dubrovnik, Croatia, September 13–18, 1999. Zagreb: Univ. Zagreb, Department of Mathematics (ISBN 953-6076-70-5/pbk). 129-136 (2001). Reviewer: Evelyn Buckwar (Berlin) MSC: 62P99 62M05 90B40 65C60 60H10 62F10 65C05 65C20 PDFBibTeX XMLCite \textit{R. Horvat-Bokor} et al., in: Applied mathematics and computation. Proceedings of the conference applied mathematics and computation, Dubrovnik, Croatia, September 13--18, 1999. Zagreb: Univ. Zagreb, Department of Mathematics. 129--136 (2001; Zbl 1047.62123)
Pagès, Gilles Sur quelques algorithmes récursifs pour les probabilités numériques. (French) Zbl 0998.60073 ESAIM, Probab. Stat. 5, 141-170 (2001). MSC: 60J25 60H10 60J05 65C30 62L20 PDFBibTeX XMLCite \textit{G. Pagès}, ESAIM, Probab. Stat. 5, 141--170 (2001; Zbl 0998.60073) Full Text: DOI Numdam EuDML
Meyer, Carl D. Matrix analysis and applied linear algebra (incl. CD-ROM and solutions manual). (English) Zbl 0962.15001 Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 0-89871-454-0/hbk). xii, 718 p./solutions manual 171 p. (2000). Reviewer: E.Kreyszig (Ottawa) MSC: 15-01 15A06 65Fxx 15A09 15A03 15A60 15A18 15A15 15B48 40G05 34A30 94C05 60J10 92D25 62J05 35J05 PDFBibTeX XMLCite \textit{C. D. Meyer}, Matrix analysis and applied linear algebra (incl. CD-ROM and solutions manual). Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2000; Zbl 0962.15001)
Mächler, Martin B. Variational solution of penalized likelihood problems and smooth curve estimation. (English) Zbl 0843.62044 Ann. Stat. 23, No. 5, 1496-1517 (1995). MSC: 62G07 34B10 41A29 65D10 PDFBibTeX XMLCite \textit{M. B. Mächler}, Ann. Stat. 23, No. 5, 1496--1517 (1995; Zbl 0843.62044) Full Text: DOI
Zhou, Zhenyu; Synolakis, Costas E.; Leahy, Richard M.; Song, Samuel M. Calculation of 3D internal displacement fields from 3D \(X\)-ray computer tomographic images. (English) Zbl 0878.62110 Proc. R. Soc. Lond., Ser. A 449, No. 1937, 537-554 (1995). MSC: 62P99 65K10 62N99 62J02 PDFBibTeX XMLCite \textit{Z. Zhou} et al., Proc. R. Soc. Lond., Ser. A 449, No. 1937, 537--554 (1995; Zbl 0878.62110) Full Text: DOI
Robin, A. C. Approximations to the collector’s problem, and finite sums. (English) Zbl 0772.65098 Bull., Inst. Math. Appl. 28, No. 3, 50-53 (1992). Reviewer: D.D.Stancu (Cluj-Napoca) MSC: 65C99 65B10 62D05 60C05 65D32 PDFBibTeX XMLCite \textit{A. C. Robin}, Bull., Inst. Math. Appl. 28, No. 3, 50--53 (1992; Zbl 0772.65098)
Castillo, José; Steinberg, Stanly; Roache, Patrick J. Parameter estimation in variational grid generation. (English) Zbl 0662.65103 Appl. Math. Comput. 28, No. 2, 155-177 (1988). Reviewer: Raoul F. Gloden (Ispra) MSC: 65N50 62F10 93C20 93B05 65K10 PDFBibTeX XMLCite \textit{J. Castillo} et al., Appl. Math. Comput. 28, No. 2, 155--177 (1988; Zbl 0662.65103) Full Text: DOI
Axelsson, O. On the B-convergence of the \(\theta\)-method over infinite time for time stepping for evolution equations. (English) Zbl 0614.65065 Trends in the theory and practice of nonlinear analysis, Proc. 6th Int. Conf., Arlington/Tex. 1984, North-Holland Math. Stud. 110, 33-40 (1985). Reviewer: Michael Sever (Jerusalem) MSC: 65J15 65L05 62L20 35G10 35K25 34G20 PDFBibTeX XML