[图书][B] Interacting multiagent systems: kinetic equations and Monte Carlo methods
L Pareschi, G Toscani - 2013 - books.google.com
The description of emerging collective phenomena and self-organization in systems
composed of large numbers of individuals has gained increasing interest from various …
composed of large numbers of individuals has gained increasing interest from various …
Stochastic models with power-law tails
D Buraczewski, E Damek, T Mikosch - The equation X= AX+ B. Cham …, 2016 - Springer
Dariusz Buraczewski Ewa Damek Thomas Mikosch The Equation X = AX + B Page 1
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …
[图书][B] Renewal theory for perturbed random walks and similar processes
A Iksanov - 2016 - Springer
The present book offers a detailed treatment of perturbed random walks, perpetuities, and
random processes with immigration. These objects are of major importance in modern …
random processes with immigration. These objects are of major importance in modern …
Statistical methods for stochastic differential equations
M Kessler, A Lindner… - Monographs on Statistics …, 2012 - api.taylorfrancis.com
The chapters of this volume represent the revised versions of the main papers given at the
seventh Séminaire Européen de Statistique on “Statistics for Stochastic Differential …
seventh Séminaire Européen de Statistique on “Statistics for Stochastic Differential …
Quantitative ergodicity for some switched dynamical systems
We provide quantitative bounds for the long time behavior of a class of Piecewise
Deterministic Markov Processes with state space R^d*E where E is a finite set. The …
Deterministic Markov Processes with state space R^d*E where E is a finite set. The …
Long time behavior of diffusions with Markov switching
Let $ Y $ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov
process $ X $: $ dY_t=-\lambda (X_t) Y_tdt+\sigma (X_t) dB_t $, $ Y_0 $ given. Under …
process $ X $: $ dY_t=-\lambda (X_t) Y_tdt+\sigma (X_t) dB_t $, $ Y_0 $ given. Under …
A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
G Alsmeyer, A Iksanov - 2009 - projecteuclid.org
Infinite sums of iid random variables discounted by a multiplicative random walk are called
perpetuities and have been studied by many authors. The present paper provides a log-type …
perpetuities and have been studied by many authors. The present paper provides a log-type …
A note on the Kesten–Grincevičius–Goldie theorem
P Kevei - 2016 - projecteuclid.org
Consider the perpetuity equation XD=AX+B, where (A,B) and X on the right-hand side are
independent. The Kesten–Grincevičius–Goldie theorem states that if EA^κ=1 …
independent. The Kesten–Grincevičius–Goldie theorem states that if EA^κ=1 …
[HTML][HTML] Stationary solutions of the stochastic differential equation dVt= Vt− dUt+ dLt with Lévy noise
For a given bivariate Lévy process [Formula: see text], necessary and sufficient conditions
for the existence of a strictly stationary solution of the stochastic differential equation dVt …
for the existence of a strictly stationary solution of the stochastic differential equation dVt …
Random iteration with place dependent probabilities
R Kapica, M Ślęczka - arXiv preprint arXiv:1107.0707, 2011 - arxiv.org
Markov chains arising from random iteration of functions $ S_ {\theta}: X\to X $,
$\theta\in\Theta $, where $ X $ is a Polish space and $\Theta $ is arbitrary set of indices are …
$\theta\in\Theta $, where $ X $ is a Polish space and $\Theta $ is arbitrary set of indices are …