//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematics of operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Brownian motion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
7
Stochastischer Prozess
7
Theorie
5
Theory
5
Brownian motion
3
Bayes-Statistik
2
Bayesian inference
2
Mathematical programming
2
Mathematische Optimierung
2
fractional Brownian motion
2
optimal stopping
2
reflected Brownian motion
2
Analysis
1
Bayesian sequential testing
1
Bayesian switching multiple disorder problem
1
Derivat
1
Derivative
1
Estimation theory
1
HJB-equation
1
Heun’s double confluent function
1
L♮-convexity
1
Markov chain
1
Markov-Kette
1
Mathematical analysis
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Sensitivity analysis
1
Sensitivitätsanalyse
1
Skorokhod reflection problem
1
Walsh Brownian motion
1
a change-of-variable formula with local time on surfaces
1
asymptotic coupling method
1
best constant
1
continuous-time Markov chain
1
coupled parabolic-type free-boundary problem
1
derivative problem
1
derivative process
1
diffusion approximation
1
diffusion process
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bednarz, Ewelina
1
Blanchet, Jose
1
Callegaro, Giorgia
1
Chen, Xinyun
1
Chen, Yi
1
Cohen, Asaf
1
Dong, Jing
1
Ernst, Philip A.
1
Gapeev, Pavel V.
1
Grasselli, Martino
1
Lipshutz, David
1
Ni, Hao
1
Pagès, Gilles
1
Ramanan, Kavita
1
Xu, Zhen
1
Zhang, Jiheng
1
Zhang, Rachel Q.
1
more ...
less ...
Published in...
All
Mathematics of operations research
The European Physical Journal B - Condensed Matter and Complex Systems
161
Physica A: Statistical Mechanics and its Applications
153
Stochastic Processes and their Applications
58
Statistics & Probability Letters
36
Cowles Foundation Discussion Papers
24
Statistical Inference for Stochastic Processes
23
MPRA Paper
20
International journal of theoretical and applied finance
17
Journal of mathematical finance
13
Finance and Stochastics
11
International Journal of Theoretical and Applied Finance (IJTAF)
10
Risks : open access journal
10
Insurance / Mathematics & economics
9
LSE Research Online Documents on Economics
9
Mathematics and financial economics
9
Finance and stochastics
8
Finance research letters
8
Risks
8
SSE/EFI Working Paper Series in Economics and Finance
8
Insurance: Mathematics and Economics
7
International journal of financial engineering
7
Mathematics and Computers in Simulation (MATCOM)
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational Statistics
6
Econometric reviews
6
Economic Modelling
6
Economic modelling
6
SFB 373 Discussion Paper
6
SFB 373 Discussion Papers
6
Scandinavian actuarial journal
6
Tinbergen Institute Discussion Papers
6
Annals of the Institute of Statistical Mathematics
5
CEPR Discussion Papers
5
Computational economics
5
Finance
5
Management Science
5
Mathematical Methods of Operations Research
5
The European journal of finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the diameter of the stopped spider process
Bednarz, Ewelina
;
Ernst, Philip A.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 346-365
Persistent link: https://www.econbiz.de/10014527948
Saved in:
2
Sensitivity analysis for the stationary distribution of reflected
brownian
motion
in a convex polyhedral cone
Lipshutz, David
;
Ramanan, Kavita
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 524-558
Persistent link: https://www.econbiz.de/10012582181
Saved in:
3
E-strong simulation of fractional
brownian
motion
and related stochastic differential equations
Chen, Yi
;
Dong, Jing
;
Ni, Hao
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 559-594
Persistent link: https://www.econbiz.de/10012582184
Saved in:
4
Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
Callegaro, Giorgia
;
Grasselli, Martino
;
Pagès, Gilles
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 221-254
Persistent link: https://www.econbiz.de/10012498120
Saved in:
5
Rates of convergence to stationarity for reflected
brownian
motion
Blanchet, Jose
;
Chen, Xinyun
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 660-681
Persistent link: https://www.econbiz.de/10012242529
Saved in:
6
Instantaneous control of
Brownian
motion
with a positive lead time
Xu, Zhen
;
Zhang, Jiheng
;
Zhang, Rachel Q.
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
Saved in:
7
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
8
Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->