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Found 1,050 Documents (Results 1–100)

Analysis of high-dimensional distributions using pathwise methods. (English) Zbl 07821690

Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4246-4270 (2023).
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Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions. arXiv:2310.12582

Preprint, arXiv:2310.12582 [math.NA] (2023).
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Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9. arXiv:2309.12384

Preprint, arXiv:2309.12384 [q-fin.RM] (2023).
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Bernstein processes, isovectors and mechanics. (English) Zbl 1499.60247

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 213-229 (2021).
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Lanchester model with the random coefficients. (English) Zbl 1483.60099

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 407-418 (2021).
MSC:  60H30 91C99
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A probabilistic interpretation of conservation and balance laws. (English) Zbl 1483.60097

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 19-41 (2021).
MSC:  60H30 60J60 60H15
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