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Found 283 Documents (Results 1–100)

Tail probabilities for randomized program runtimes via martingales for higher moments. (English) Zbl 1527.68037

Vojnar, Tomáš (ed.) et al., Tools and algorithms for the construction and analysis of systems. 25th international conference, TACAS 2019, held as part of the European joint conferences on theory and practice of software, ETAPS 2019, Prague, Czech Republic, April 6–11, 2019. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 11428, 135-153 (2019).
MSC:  68N19 60G48 68Q87
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An example of martingale representation in progressive enlargement by an accessible random time. (English) Zbl 1498.60166

Cohen, Samuel N. (ed.) et al., Frontiers in stochastic analysis – BSDEs, SPDEs and their applications. International workshop on BSDEs, SPDEs and their applications, Edinburgh, UK, July 3–7, 2017. Selected, revised and extended contributions. Cham: Springer. Springer Proc. Math. Stat. 289, 109-121 (2019).
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Pointwise properties of martingales with values in Banach function spaces. (English) Zbl 1443.60043

Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 321-340 (2019).
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Universality of limiting spectral distribution under projective criteria. (English) Zbl 1448.60079

Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 241-276 (2019).
MSC:  60F17 60G15 60G48
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Stochastic epidemics in a homogeneous community. (English) Zbl 1447.92402

Britton, Tom (ed.) et al., Stochastic epidemic models with inference. Lectures given at the ICPAM/CIMPA school on “Stochastic models of epidemics”, Ziguinchor, Senegal, December 5–16, 2015. Cham: Springer. Lect. Notes Math. 2255, 5-120 (2019).
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The UMD property for Musielak-Orlicz spaces. (English) Zbl 1454.46016

Buskes, Gerard (ed.) et al., Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop “Positivity and Noncommutative Analysis”, Delft, The Netherlands, September 26–28, 2018. Cham: Birkhäuser. Trends Math., 349-363 (2019).
MSC:  46B09 42B20 46E30
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Time-like graphical models. (English) Zbl 1437.62005

Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019).
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Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration. (English) Zbl 1423.60002

Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.). viii, 175 p. (2019).
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