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Persistent link: https://www.econbiz.de/10003400842
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modelled by considering perturbations of the transition probabilities within a proximity in Wasserstein distance. As a...
Persistent link: https://www.econbiz.de/10012606402
The Oso landslide, one of the most recent disasters, occurred on March 22nd, 2014 in western Washington State. It caused significant property damage and killed over 40 people. As a result, a renewed interest has emerged for creating more accurate landslide susceptibility maps for this region....
Persistent link: https://www.econbiz.de/10012042825
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modelled by considering perturbations of the transition probabilities within a proximity in Wasserstein distance. As a...
Persistent link: https://www.econbiz.de/10012550243
Persistent link: https://www.econbiz.de/10014012506