Wang, Fengru; Yang, Jerry Zhijian; Yuan, Cheng Practical absorbing boundary conditions for wave propagation on arbitrary domain. (English) Zbl 07409080 Adv. Appl. Math. Mech. 12, No. 6, 1384-1415 (2020). MSC: 35L15 62J07 35L05 35L20 65M99 PDF BibTeX XML Cite \textit{F. Wang} et al., Adv. Appl. Math. Mech. 12, No. 6, 1384--1415 (2020; Zbl 07409080) Full Text: DOI OpenURL
Ernst, P. A.; Peskir, Goran; Zhou, Q. Optimal real-time detection of a drifting Brownian coordinate. (English) Zbl 1476.60078 Ann. Appl. Probab. 30, No. 3, 1032-1065 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J65 60H30 35J15 45G10 62C10 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Ann. Appl. Probab. 30, No. 3, 1032--1065 (2020; Zbl 1476.60078) Full Text: DOI arXiv Euclid OpenURL
Fiori, Anna Maria On firm size distribution: statistical models, mechanisms, and empirical evidence. (English) Zbl 1458.62284 Stat. Methods Appl. 29, No. 3, 447-482 (2020). MSC: 62P20 62E15 60E05 60G12 PDF BibTeX XML Cite \textit{A. M. Fiori}, Stat. Methods Appl. 29, No. 3, 447--482 (2020; Zbl 1458.62284) Full Text: DOI OpenURL
Hoyos, Milena Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English) Zbl 1478.62242 J. Time Ser. Anal. 41, No. 2, 249-267 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62M09 60H10 PDF BibTeX XML Cite \textit{M. Hoyos}, J. Time Ser. Anal. 41, No. 2, 249--267 (2020; Zbl 1478.62242) Full Text: DOI OpenURL
Giordano, Matteo; Kekkonen, Hanne Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems. (English) Zbl 1436.62161 SIAM/ASA J. Uncertain. Quantif. 8, 342-373 (2020). MSC: 62G20 65N21 35J25 35K05 46E22 PDF BibTeX XML Cite \textit{M. Giordano} and \textit{H. Kekkonen}, SIAM/ASA J. Uncertain. Quantif. 8, 342--373 (2020; Zbl 1436.62161) Full Text: DOI arXiv OpenURL
Farcaş, I.-G.; Latz, J.; Ullmann, E.; Neckel, T.; Bungartz, H.-J. Multilevel adaptive sparse Leja approximations for Bayesian inverse problems. (English) Zbl 1432.35250 SIAM J. Sci. Comput. 42, No. 1, A424-A451 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 35R30 65D30 35J25 62F15 65N30 68T05 62-08 PDF BibTeX XML Cite \textit{I. G. Farcaş} et al., SIAM J. Sci. Comput. 42, No. 1, A424--A451 (2020; Zbl 1432.35250) Full Text: DOI arXiv OpenURL
Fan, Wenping; Zhang, Hui The inverse problem and the second order \(\theta\) scheme with finite element method used for 2D nonlinear space fractional Schrödinger equation. (English) Zbl 1464.65101 Appl. Math. Lett. 98, 240-247 (2019). MSC: 65M32 65M60 65M06 65N30 65N50 62F15 35Q55 35R11 PDF BibTeX XML Cite \textit{W. Fan} and \textit{H. Zhang}, Appl. Math. Lett. 98, 240--247 (2019; Zbl 1464.65101) Full Text: DOI OpenURL
Bréhier, Charles-Edouard; Lelièvre, Tony On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. (English) Zbl 1462.62148 Chaos 29, No. 3, 033126, 13 p. (2019). MSC: 62F10 60G12 60H10 PDF BibTeX XML Cite \textit{C.-E. Bréhier} and \textit{T. Lelièvre}, Chaos 29, No. 3, 033126, 13 p. (2019; Zbl 1462.62148) Full Text: DOI arXiv OpenURL
He, Ziying; Duan, Jinqiao; Cheng, Xiujun A parameter estimator based on Smoluchowski-Kramers approximation. (English) Zbl 1442.60062 Appl. Math. Lett. 90, 54-60 (2019). MSC: 60H10 49J45 62F12 PDF BibTeX XML Cite \textit{Z. He} et al., Appl. Math. Lett. 90, 54--60 (2019; Zbl 1442.60062) Full Text: DOI arXiv OpenURL
Johnson, Peter; Peskir, Goran Sequential testing problems for Bessel processes. (English) Zbl 1406.60061 Trans. Am. Math. Soc. 370, No. 3, 2085-2113 (2018). MSC: 60G40 60J60 60H30 35K10 45G10 62C10 PDF BibTeX XML Cite \textit{P. Johnson} and \textit{G. Peskir}, Trans. Am. Math. Soc. 370, No. 3, 2085--2113 (2018; Zbl 1406.60061) Full Text: DOI OpenURL
Zhou, You; Wang, Pengfei; Zha, Fusheng; Guo, Wei; Li, Mantian Affine transformation-based life signal filtering algorithm for two-order differential equation. (Chinese. English summary) Zbl 1389.92026 J. Harbin Eng. Univ. 38, No. 5, 752-758 (2017). MSC: 92C55 60G35 94A12 62M20 PDF BibTeX XML Cite \textit{Y. Zhou} et al., J. Harbin Eng. Univ. 38, No. 5, 752--758 (2017; Zbl 1389.92026) Full Text: DOI OpenURL
Polunchenko, Aleksey S. Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. (English) Zbl 1338.62183 Sequential Anal. 35, No. 1, 108-143 (2016). MSC: 62L10 60G40 60J25 60J60 35K20 PDF BibTeX XML Cite \textit{A. S. Polunchenko}, Sequential Anal. 35, No. 1, 108--143 (2016; Zbl 1338.62183) Full Text: DOI arXiv OpenURL
Liu, Gi-Ren; Shieh, Narn-Rueih Multi-scaling limits for relativistic diffusion equations with random initial data. (English) Zbl 1316.60076 Trans. Am. Math. Soc. 367, No. 5, 3423-3446 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G60 60H30 60H25 60G15 60H05 35R60 35K15 35S05 62M15 PDF BibTeX XML Cite \textit{G.-R. Liu} and \textit{N.-R. Shieh}, Trans. Am. Math. Soc. 367, No. 5, 3423--3446 (2015; Zbl 1316.60076) Full Text: DOI arXiv OpenURL
Ghosh, Indranil; Balakrishnan, N. Partial or complete characterization of a bivariate distribution based on one conditional distribution and partial specification of the mode function of the other conditional distribution. (English) Zbl 07035543 Stat. Methodol. 16, 1-13 (2014). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Ghosh} and \textit{N. Balakrishnan}, Stat. Methodol. 16, 1--13 (2014; Zbl 07035543) Full Text: DOI OpenURL
Wang, Yunyan; Zhang, Lixin; Wang, Hanchao Empirical likelihood based inference for second-order diffusion models. (Chinese. English summary) Zbl 07449096 Sci. Sin., Math. 42, No. 8, 803-820 (2012). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{Y. Wang} et al., Sci. Sin., Math. 42, No. 8, 803--820 (2012; Zbl 07449096) Full Text: DOI OpenURL
Oud, J. H. L. Second-order stochastic differential equation model as an alternative for the ALT and CALT models. (English) Zbl 1443.62415 AStA, Adv. Stat. Anal. 94, No. 2, 203-215 (2010). MSC: 62P15 60H10 62M10 62P25 PDF BibTeX XML Cite \textit{J. H. L. Oud}, AStA, Adv. Stat. Anal. 94, No. 2, 203--215 (2010; Zbl 1443.62415) Full Text: DOI OpenURL
Vigo-Aguiar, Jesús; Ramos, Higinio Variable stepsize implementation of multistep methods for \(y\prime\prime =f(x,y,y^{\prime})\). (English) Zbl 1094.65071 J. Comput. Appl. Math. 192, No. 1, 114-131 (2006). Reviewer: R. Militaru (Craiova) MSC: 65L06 65L05 65L50 62L20 34A34 PDF BibTeX XML Cite \textit{J. Vigo-Aguiar} and \textit{H. Ramos}, J. Comput. Appl. Math. 192, No. 1, 114--131 (2006; Zbl 1094.65071) Full Text: DOI OpenURL
Danumjaya, P.; Pani, Amiya K. Orthogonal cubic spline collocation method for the extended Fisher–Kolmogorov equation. (English) Zbl 1067.65107 J. Comput. Appl. Math. 174, No. 1, 101-117 (2005). Reviewer: Kai Schneider (Marseille) MSC: 65M70 65M15 62M20 35Q35 65L06 65L80 34A09 PDF BibTeX XML Cite \textit{P. Danumjaya} and \textit{A. K. Pani}, J. Comput. Appl. Math. 174, No. 1, 101--117 (2005; Zbl 1067.65107) Full Text: DOI OpenURL
Parker, Gary A second order stochastic differential equation for the force of interest. (English) Zbl 0835.62102 Insur. Math. Econ. 16, No. 3, 211-224 (1995). MSC: 62P05 60H10 PDF BibTeX XML Cite \textit{G. Parker}, Insur. Math. Econ. 16, No. 3, 211--224 (1995; Zbl 0835.62102) Full Text: DOI OpenURL
Lehnigk, Siegfried H. The generalized Feller equation and related topics. (English) Zbl 0820.35002 Pitman Monographs and Surveys in Pure and Applied Mathematics. 68. Harlow: Longman Scientific & Technical. New York, NY: John Wiley & Sons, Inc.. xvi, 292 p. (1993). Reviewer: J.Dolbeault (Paris) MSC: 35-02 60-02 35G10 35K25 35K10 60J60 60J70 62F10 35Cxx PDF BibTeX XML Cite \textit{S. H. Lehnigk}, The generalized Feller equation and related topics. Harlow: Longman Scientific \& Technical; New York, NY: John Wiley \& Sons, Inc. (1993; Zbl 0820.35002) OpenURL
Vanneste, M.; Goovaerts, M. J.; De Vylder, F.; Kaas, R. Evaluation techniques for distributions arising from stochastic processes defined from a Lagrangian. (English) Zbl 0807.62084 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1-12 (1993). MSC: 62P05 60H99 60E99 60G99 PDF BibTeX XML Cite \textit{M. Vanneste} et al., Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1--12 (1993; Zbl 0807.62084) Full Text: DOI OpenURL
O’Sullivan, Finbarr Sensitivity analysis for regularized estimation in some system identification problems. (English) Zbl 0737.65093 SIAM J. Sci. Stat. Comput. 12, No. 6, 1266-1283 (1991). Reviewer: Y.Cherruault (Paris) MSC: 65Z05 65C99 35R30 35K15 35L05 62J02 PDF BibTeX XML Cite \textit{F. O'Sullivan}, SIAM J. Sci. Stat. Comput. 12, No. 6, 1266--1283 (1991; Zbl 0737.65093) Full Text: DOI OpenURL
Wolthuis, Henk; Hoem, Jan M. The retrospective premium reserve. (English) Zbl 0721.62105 Insur. Math. Econ. 9, No. 2-3, 229-234 (1990). MSC: 62P05 PDF BibTeX XML Cite \textit{H. Wolthuis} and \textit{J. M. Hoem}, Insur. Math. Econ. 9, No. 2--3, 229--234 (1990; Zbl 0721.62105) Full Text: DOI OpenURL
Klaassen, Chris A. J. Efficient estimation in the Cox model for survival data. (English) Zbl 0698.62030 Asymptotic statistics, 4th Prague Symp., Prague/Czech. 1988, 313-319 (1989). MSC: 62F12 PDF BibTeX XML OpenURL
Yoshida, Nakahiro Robust M-estimators in diffusion processes. (English) Zbl 0671.62035 Ann. Inst. Stat. Math. 40, No. 4, 799-820 (1988). MSC: 62F35 62M05 60H10 PDF BibTeX XML Cite \textit{N. Yoshida}, Ann. Inst. Stat. Math. 40, No. 4, 799--820 (1988; Zbl 0671.62035) Full Text: DOI OpenURL
Onose, Hiroshi Note on the failure rate characterizations. (English) Zbl 0664.62100 Bull. Fac. Sci., Ibaraki Univ., Ser. A 20, 47-49 (1988). MSC: 62N05 62E10 PDF BibTeX XML Cite \textit{H. Onose}, Bull. Fac. Sci., Ibaraki Univ., Ser. A 20, 47--49 (1988; Zbl 0664.62100) Full Text: DOI OpenURL
Levit, B. Ya. Second-order asymptotic optimality and positive solutions of Schrödinger’s equation. (English. Russian original) Zbl 0608.62035 Theory Probab. Appl. 30, 333-363 (1986); translation from Teor. Veroyatn. Primen. 30, No. 2, 309-338 (1985). Reviewer: J.Melamed MSC: 62F10 62C15 35J10 62F12 PDF BibTeX XML Cite \textit{B. Ya. Levit}, Theory Probab. Appl. 30, 333--363 (1986; Zbl 0608.62035); translation from Teor. Veroyatn. Primen. 30, No. 2, 309--338 (1985) Full Text: DOI OpenURL
Steyn, H. S. The fundamental importance of differential equations with three singularities in mathematical statistics. (Afrikaans. English summary) Zbl 0559.62008 S.-Afr. Tydskr. Natuurwet. Tegnol. 4, 18-24 (1985). MSC: 62E10 34A30 PDF BibTeX XML Cite \textit{H. S. Steyn}, S.-Afr. Tydskr. Natuurwet. Tegnol. 4, 18--24 (1985; Zbl 0559.62008) Full Text: DOI OpenURL
Shimizu, Kunio Covariances between UMVU estimators for means of transformed variables. (English) Zbl 0555.62045 Commun. Stat., Theory Methods 12, 2525-2532 (1983). Reviewer: H.N.Nagaraja MSC: 62H12 33C60 PDF BibTeX XML Cite \textit{K. Shimizu}, Commun. Stat., Theory Methods 12, 2525--2532 (1983; Zbl 0555.62045) Full Text: DOI OpenURL
Baras, John S.; Blankenship, Gilmer L.; Hopkins, William E. jun. Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients. (English) Zbl 0535.93063 IEEE Trans. Autom. Control 28, 203-214 (1983). Reviewer: R.Elliott MSC: 93E11 60H15 35A05 35B05 60G35 35K10 62M20 60J60 PDF BibTeX XML Cite \textit{J. S. Baras} et al., IEEE Trans. Autom. Control 28, 203--214 (1983; Zbl 0535.93063) Full Text: DOI OpenURL
Tapiero, Charles S.; Zuckerman, Dror; Kahane, Yehuda Optimal investment-dividend policy of an insurance firm under regulation. (English) Zbl 0519.62090 Scand. Actuarial J. 1983, 65-76 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{C. S. Tapiero} et al., Scand. Actuarial J. 1983, 65--76 (1983; Zbl 0519.62090) Full Text: DOI OpenURL
Chang, I. S.; Hsiung, Chao A. Consistency in regression models specified by differential equations. (English) Zbl 0505.62051 Bull. Inst. Math., Acad. Sin. 10, 95-112 (1982). MSC: 62J02 62J05 62G20 PDF BibTeX XML Cite \textit{I. S. Chang} and \textit{C. A. Hsiung}, Bull. Inst. Math., Acad. Sin. 10, 95--112 (1982; Zbl 0505.62051) OpenURL
Witten, Mathew; Siegel, David A kinetics model of abrin binding in a virus transformed lymphocyte cell culture. (English) Zbl 0486.92010 Bull. Math. Biol. 44, 453-476 (1982). MSC: 92Cxx 34C05 62P10 80A30 34C25 PDF BibTeX XML Cite \textit{M. Witten} and \textit{D. Siegel}, Bull. Math. Biol. 44, 453--476 (1982; Zbl 0486.92010) Full Text: DOI OpenURL
Chang, Der-Shin A note on sampling from stochastic differential equation model. (English) Zbl 0446.62087 Chin. J. Math. 8, 27-31 (1980). MSC: 62M05 60H10 62M10 PDF BibTeX XML Cite \textit{D.-S. Chang}, Chin. J. Math. 8, 27--31 (1980; Zbl 0446.62087) OpenURL
Kushner, H. B.; Meisner, Morris Eigenfunctions of expected value operators in the Wishart distribution. (English) Zbl 0446.62046 Ann. Stat. 8, 977-988 (1980). MSC: 62H10 62H99 45C05 PDF BibTeX XML Cite \textit{H. B. Kushner} and \textit{M. Meisner}, Ann. Stat. 8, 977--988 (1980; Zbl 0446.62046) Full Text: DOI OpenURL