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Search: subject:"random environment"
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Random environment
17
Random walk
6
Theorie
5
Theory
5
random environment
5
Markov chain
4
Large deviations
3
Markov-Kette
3
Queueing theory
3
Random Walk
3
Stochastic process
3
Stochastischer Prozess
3
Warteschlangentheorie
3
Branching process
2
Branching process in random environment
2
Geometric ergodicity
2
Instandhaltung
2
Maintenance policy
2
Nonlinear time series
2
Option pricing theory
2
Optionspreistheorie
2
Random walk in a random environment
2
Random walk in random environment
2
Random walks
2
$$\mu_q\times\lambda$$ -Irreducibility
1
Adjoint non-recurrence
1
Annual leave
1
Asia
1
Asian options
1
Asien
1
Asymmetric inclusion process (ASIP)
1
Ballistic regime
1
Barrier option
1
Bayesian Computation
1
Bayesian Inference
1
Benchmark tracking problems
1
Benchmarking
1
Bi-infinite random environment
1
Bienayme-Galton-Watson branching process
1
Black-Scholes model
1
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36
Free
1
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36
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2
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Article in journal
11
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11
research-article
2
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Undetermined
24
English
14
Author
All
Hou, Zhenting
3
Jasso-Fuentes, Héctor
2
Liu, Zaiming
2
Shi, Peng
2
Wu, Jinbiao
2
Yu, Senlin
2
Yu, Zheng
2
Afanasyev, V. I.
1
Afanasyev, Valeriy Ivanovich
1
Al-Mutairi, D. K.
1
Alsmeyer, Gerold
1
Böinghoff, Christian
1
Castro, Isabel
1
Cha, Ji Hwan
1
Chen, Xiaohong
1
Collevecchio, Andrea
1
Comets, Francis
1
FABOZZI, FRANK J.
1
Falconnet, Mikael
1
Finkelstein, Maxim
1
Foryś, Urszula
1
Föllmer, Hans
1
Harrison, J. Michael
1
Holmes, Mark
1
Huang, Chunmao
1
Jacquier, Antoine
1
KIM, YOUNG SHIN
1
Kao, Edward P. C.
1
Leskelä, Lasse
1
Li, Hui
1
Li, Jianjun
1
Li, Ping
1
Li, Yingqiu
1
Lin, Chiunsin
1
Lin, Hao
1
Ling, Xiaoliang
1
Liu, Liwei
1
Liu, Quansheng
1
Liu, Ting
1
Liu, Wei
1
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Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
University of Bonn, Germany
1
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Stochastic Processes and their Applications
11
Statistics & Probability Letters
3
Computational Statistics
2
Operational research : an international journal
2
Stochastics and Quality Control
2
Asia-Pacific Journal of Operational Research (APJOR)
1
Discussion Paper Serie B
1
Finance and stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering
1
Journal of Applied Statistics
1
Journal of the Operational Research Society
1
Management Science
1
Manufacturing & Service Operations Management
1
Mathematical Methods of Operations Research
1
Mathematics and financial economics
1
Metrika
1
OR spectrum : quantitative approaches in management
1
Operations research letters
1
RAIRO
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
Top : transactions in operations research
1
Working Papers / Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
1
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RePEc
25
ECONIS (ZBW)
11
Other ZBW resources
2
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1
ASIP in
random
environment
with disasters
Yeger, Yaron
;
Yechiali, Uri
- In:
Operational research : an international journal
26
(
2026
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015593432
Saved in:
2
A discrete-time benchmark tracking problem in two markets subject to random environments
Jasso-Fuentes, Héctor
;
Salgado-Suárez, Gladys D.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
4
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10015188656
Saved in:
3
A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor
;
Pacheco, Carlos Gabriel
; …
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 562-583
Persistent link: https://www.econbiz.de/10014384720
Saved in:
4
Modeling and pricing with a random walk in
random
environment
Castro, Isabel
;
Pacheco, Carlos G.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603788
Saved in:
5
An intuitionstic fuzzy factorial analysis model for multi-attribute decision-making under
random
environment
Chen, Xiaohong
;
Li, Hui
;
Tan, Chunqiao
- In:
Journal of the Operational Research Society
70
(
2019
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10012211905
Saved in:
6
Limit Theorems for a Strongly Supercritical Branching Process with Immigration in
Random
Environment
Afanasyev, Valeriy Ivanovich
- In:
Stochastics and Quality Control
36
(
2021
)
2
,
pp. 129-143
Abstract We consider a strongly supercritical branching process in
random
environment
with immigration stopped at a …
Persistent link: https://www.econbiz.de/10014591064
Saved in:
7
Linear Fractional Galton–Watson Processes in
Random
Environment
and Perpetuities
Alsmeyer, Gerold
- In:
Stochastics and Quality Control
36
(
2021
)
2
,
pp. 111-127
Abstract Linear fractional Galton–Watson branching processes in i.i.d.
random
environment
are, on the quenched level …
Persistent link: https://www.econbiz.de/10014591065
Saved in:
8
Optimal preventive maintenance for systems having a continuous output and operating in a
random
environment
Cha, Ji Hwan
;
Finkelstein, Maxim
- In:
Top : transactions in operations research
27
(
2019
)
2
,
pp. 327-350
Persistent link: https://www.econbiz.de/10012063840
Saved in:
9
Optimal balking strategies in the M/M/1 queue with multi-phase failures and repairs
Yu, Senlin
;
Liu, Zaiming
;
Wu, Jinbiao
- In:
Operational research : an international journal
19
(
2019
)
2
,
pp. 435-447
Persistent link: https://www.econbiz.de/10012127501
Saved in:
10
Black-Scholes in a CEV
random
environment
Jacquier, Antoine
;
Roome, Patrick
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10011963872
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