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RISWeak convergence of Markov modulated diffusion processes with rapid switching
ناشر: Elsevier Science
سال: 2014
Preliminary test and estimation in some multifactor diffusion processes
ناشر: Indian Statistical Institute
سال: 2013
On the Markovian projection in the Brunick–Shreve mimicking result
ناشر: Elsevier Science
سال: 2014
A model-free method for wind power plant control with variable wind
ناشر: IEEE
سال: 2014
Parameter estimation for multivariate diffusion systems
ناشر: Elsevier Science
سال: 2013
Minimum density power divergence estimator for diffusion processes
ناشر: Springer
سال: 2013
Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
ناشر: The Institute of Mathematical Statistics
سال: 2014