Items where Subject is "MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes"

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Number of items at this level: 160.

A

Amelunxen, Dennis and Lotz, Martin (2016) Average-case complexity without the black swans. [MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin (2014) Gordon's inequality and condition numbers in conic optimization. [MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin (2015) Intrinsic Volumes of Polyhedral Cones: A combinatorial perspective. [MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin and Mccoy, Michael B. and Tropp, Joel A. (2013) Living on the edge: A geometric theory of phase transitions in convex optimization. [MIMS Preprint]

Amexlunxen, Dennis and Lotz, Martin and Walvin, Jake (2017) Effective Condition Number Bounds for Convex Regularization. [MIMS Preprint]

Appleby, J.A.D. and Mao, X. and Riedle, M. (2007) Geometric Brownian Motion with delay: mean square characterisation. Proceedings of the AMS. ISSN 0002-9939 (In Press)

Arhosalo, I. and Järvenpää, E. and Järvenpää, M. and Rams, M. and Shmerkin, P. (2009) Visible parts of fractal percolation. [MIMS Preprint]

Arwini, Khadiga and Dodson, CTJ (2008) Information Geometry: Near Randomness and Near Independence. Lecture Notes in Mathematics, 1953 . Springer-Verlag, Berlin, Heidelberg, Germany. ISBN 978-3-540-69391-8 (In Press)

Arwini, Khadiga and Dodson, CTJ (2005) Neighbourhoods of independence and associated geometry. [MIMS Preprint]

Arwini, Khadiga and Dodson, CTJ (2007) Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussians and Freund distributions. Central European Journal of Mathematics, 51. pp. 50-83. ISSN 1644-3616

B

Ball, Frank and Neal, Peter (2004) Poisson approximations for epidemics with two levels of mixing. The Annals of Probability, 32 (1B). pp. 1168-1200. ISSN 0091-1798

Blair, J.W. (2013) Real option analysis in resilient energy networks. Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

Boshnakov, Georgi N. (2003) Confidence characteristics of distributions. Statistics and Probability Letters, 63 (4). pp. 353-360. ISSN 0167-7152

Boshnakov, Georgi N. (2002) Multi-companion matrices. Linear Algebra and its Applications, 354 (1-3). p. 53. ISSN 0024-3795

Boshnakov, Georgi N. (2004) On Some Concepts of Residuals. Pliska Studia Mathematica Bulgarica, 16. pp. 23-33. ISSN 0204-9805

Boshnakov, Georgi N. (2005) On the asymptotic properties of multivariate sample autocovariances. Journal of Multivariate Analysis, 92 (1). pp. 42-52. ISSN 0047-259X

Broomhead, D. S. and Sidorov, Nikita (2004) Mutual information and capacity of a linear digital channel. Nonlinearity, 17 (6). pp. 2203-2223. ISSN 1361-6544

Bryn-Jones, A. and Doney, R. A. (2006) A Functional Limit Theorem for Random Walk Conditioned to Stay Non-negative. [MIMS Preprint]

Buckwar, Evelyn and Kuske, Rachel and Mohammed, Salah-Eldin and Shardlow, Tony (2006) The Weak Euler Scheme for Stochastic Differential Delay Equations. [MIMS Preprint]

Buckwar, Evelyn and Kuske, Rachel and Mohammed, Salah-Eldin and Shardlow, Tony (2006) The Weak Euler Scheme for Stochastic Differential Delay Equations. [MIMS Preprint]

Bujorianu, L. M. (2012) Stochastic Reachability Analysis of Hybrid Systems. Communications and Control Engineering . Springer, London, UK. ISBN 978-1-4471-2794-9

Bujorianu, L.M. and Bujorianu, M.C. (2011) State constrained reachability for stochastic hybrid systems. Nonlinear Analysis: Hybrid Systems, 5 (2). pp. 320-342. ISSN 1751-570X

Bujorianu, M. L. and Katoen, J. P. (2008) Symmetry reduction for stochastic hybrid systems. In: 47th IEEE Conference on Decision and Control 2008, 9-11 Dec 2008, Cancun, Mexico.

Bujorianu, M.L. (2009) Dealing with stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 2935-2940.

Bujorianu, M.L. and Bujorianu, M.C. (2009) State constrained reachability for stochastic hybrid systems. In: Proceedings of Analysis and Design of Hybrid Systems. IFAC, Elsevier, Zaragoza, Spain.

Bujorianu, M.L. and Wang, Hong (2009) Large deviation methods for stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 3932-3937.

Bujorianu, Marius and Bujorianu, Manuela and Barringer, Howard (2009) A Formal Framework for User-centric Control of Multi-Agent Cyber-physical Systems. In: Proceeding of the 9th CLIMA workshop. Lecture Notes in Computer Science . Springer Verlag, Berlin, Germany. (In Press)

Burgisser, Peter and Cucker, Felipe and Lotz, Martin (2010) Coverage processes on spheres and condition numbers for linear programming. Annals of Probability, 38 (2). pp. 570-604.

C

Chahlaoui, Younes and Korovina, Margarita (2014) CICADA Collection. [MIMS Preprint]

Chaumont, L. and Doney, R.A. (2006) On Levy Processes Conditioned to Stay Positive. [MIMS Preprint]

Chen, Zhen-Qing and Zhang, Tusheng (2002) Girsanov and Feynman-Kac type transformations for symmetric Markov processes. Annales de l'Institut Henri poincaré (B) Probability and Statistics, 38 (4). pp. 475-505. ISSN 0246-0203

Cherny, A. S. and Shiryaev, A. N. and Yor, M. (2003) Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle. Theory of Probability and its Applications, 47 (3). pp. 377-394. ISSN 1095-7219

Cook, John D. and Nadarajah, Saralees (2006) Stochastic inequality probabilities for adaptively randomized clinical trials. Biometrical Journal, 48 (3). pp. 356-365. ISSN 0323-3847

Cotter, Simon (2015) Constrained Approximation of Effective Generators for Multiscale Stochastic Reaction Networks and Application to Conditioned Path Sampling. [MIMS Preprint]

D

Deijfen, M. and Haggstrom, O. and Bagley, J. (2004) A stochastic model for competing growth on Rd. Markov Processes and Related Fields, 10 (2). pp. 217-248. ISSN 1024-2953

Dingle, Nicholas (2011) GPU-based solution of Continuous Time Markov Chains using CUSP. [MIMS Preprint]

Dingle, Nicholas (2011) GPU-based solution of Continuous Time Markov Chains using CUSP. [MIMS Preprint]

Dingle, Nicholas (2011) HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP. In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas (2011) HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP. In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas (2011) HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP. In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas J. (2013) Inexact Sparse Matrix-Vector Products in the Calculation of Passage Time Distributions in Large Semi-Markov Models. [MIMS Preprint]

Dingle, Nicholas J. and Knottenbelt, William J. and Spanias, Demetris (2012) On the (Page)Ranking of Professional Tennis Players. In: 28th UK Performance Engineering Workshop (UKPEW 2012), 2 July 2012, Edinburgh.

Dodson, CTJ (2015) Information distance estimation between mixtures of multivariate Gaussians. In: ICMS Workshop on Computational information geometry for image and signal processing, 21-25 September 2015, Edinburgh. (Unpublished)

Dodson, CTJ (2009) Information geometry and entropy in a stochastic epidemic rate process. [MIMS Preprint]

Dodson, CTJ (2008) On the entropy flows to disorder. In: The 2nd Chaotic Modeling and Simulation International Conference, 1-5 June 2009, Charnia, Crete. (In Press)

Dodson, CTJ (2011) Some illustrations of information geometry in biology and physics. In: Handbook of Research on Computational Science and Engineering: Theory and Practice. IGI-Global, Hershey, USA, pp. 1-27. ISBN 9781613501160 (In Press)

Dodson, CTJ (2005) Topics in Information Geometry. In: Workshop on Recent Results in Information Geometry, 13-19 Dec 2005, Santiago de Compostela, Spain. (Unpublished)

Dodson, CTJ and Sampson, WW (2013) Dimensionality reduction for classification of stochastic fibre radiographs. In: Geometric Science of Information GSI2013. Lecture Notes in Computer Science, 8085 (8085). Springer, Heidelberg, pp. 158-165. ISBN ISBN 978-3-642-40020-9 (In Press)

Dodson, CTJ and Sampson, WW (2009) Intrinsic correlation in planar Poisson line processes. Applied Mathematics Letters, 22 (7). pp. 981-983. ISSN 0893-9659

Dodson, CTJ and Sampson, WW (2007) Planar line processes for void and density statistics in thin stochastic fibre networks. Journal of Statistical Physics, 129. pp. 311-322. ISSN 0022-4715

Doney, R. A. (2004) Small-time behaviour of Lévy processes. Electronic Journal of Probability, 9. pp. 209-229. ISSN 1083-6489

Doney, R. A. (2004) Stochastic bounds for Lévy processes. The Annals of Probability, 32 (2). pp. 1545-1552. ISSN 0091-1798

Doney, R. A. and Kyprianou, A. E. (2006) Overshoots and undershoots of Lèvy processes. Annals of Applied Probability, 16 (1). pp. 91-106. ISSN 1050-5164

Doney, R. A. and Kyprianou, A. E. (2006) Overshoots and undershoots of Lévy Processes. [MIMS Preprint]

Doney, R. A. and Maller, R. A. (2006) Almost Sure Relative Stability of the Overshoot of Power Law Boundaries. [MIMS Preprint]

Doney, R. A. and Maller, R.A. (2005) Passage times of random walks and Lévy processes across power law boundaries. Probability Theory and Related Fields, 133 (1). pp. 57-70. ISSN 1432-2064

Doney, R. A. and Maller, R.A. (2002) Stability of the overshoot for Lévy processes. The Annals of Probability, 30 (1). pp. 188-212. ISSN 0091-1798

Doney, Ron and Maller, Ross (2006) Curve Crossing for the Reflected Process. [MIMS Preprint]

Doumerc, You and Moriarty, John (2009) Exit problems associated with affine reflection groups. Probability Theory and Related Fields, 145 (3-4). pp. 351-383. ISSN 0178-8051

du Toit, Jacques and Peskir, Goran (2007) The Trap of Complacency in Predicting the Maximum. Ann. Probability, 35. pp. 340-365.

E

Ekström, Erik (2004) Properties of American option prices. Stochastic Processes and their Applications, 114 (2). pp. 265-278. ISSN 0304-4149

Ekström, Erik and Janson, Svante and Tysk, Johan (2005) Superreplication of options on several underlying assets. Journal of Applied Probability, 42 (1). pp. 27-39. ISSN 0021-9002

Ekström, Erik and Tysk, Johan (2006) Properties of Option Prices in a Jump Diffusion Model. [MIMS Preprint]

Ekström, Erik and Villeneuve, Stephane (2006) On the Value of Optimal Stopping Games. [MIMS Preprint]

Ellison, J.A. and Patel, L. and Kecojevic, T. and Foster, P.J. and David, T.J. and Clayton, P.E. (2006) Pattern of growth and adiposity from infancy to adulthood in atopic dematitis. British Journal of Dermatology, 155 (3). pp. 532-538. ISSN 0007-0963

Evatt, G.W. and Moriarty, J. and Johnson, P.V and Duck, P.W. (2011) Regulating Industries under Exogenous Uncertainty. Working Paper. (Submitted)

Evatt, G.W. and Moriarty, J. and Johnson, P.V and Duck, P.W. (2011) Regulating Industries under Exogenous Uncertainty. [MIMS Preprint]

Evatt, G.W. and johnson, P.V. and Duck, P.W. and Howell, S.D. (2010) Mine Valuation in the Presence of a Stochastic Ore-Grade Uncertainty. Proceedings of the World Congress on Engineering, III. pp. 1-6.

Evatt, Geoff and Johnson, Paul and Moriarty, John and Peter, Duck and Syd, Howell and Cindy, Tonkin (2011) The Resource Valuation and Optimisation Model: Real Impact from Real Options. Application of Computers and Operational Research in the Mining Industry, Procee. pp. 535-545.

F

Fang, Shizan and Imkeller, Peter and Zhang, Tusheng (2007) Global flows for stochastic differential equations without global Lipschitz conditions. The Annals of Probability, 35 (1). pp. 180-205. ISSN 0091-1798

Fang, Shizan and Zhang, Tusheng (2006) Isotropic Flow of Homeomorphisms on S^d with Respect to the Metric H^{(d+2)/2}. [MIMS Preprint]

Fang, Shizan and Zhang, Tusheng (2003) A study of stochastic differential equations with non-Lipschitzian coefficients. Probability Theory and Related Fields, 132 (3). pp. 356-390. ISSN 1432-2064

Fedel, Martina and Hosni, Hykel and Montagna, Franco (2010) A logical characterization of coherence for imprecise probabilities. [MIMS Preprint]

Fedel, Martina and Hosni, Hykel and Montagna, Franco (2010) A logical characterization of coherence for imprecise probabilities. [MIMS Preprint]

Fedotov, Sergei (2001) Front propogation into an unstable state of reaction-transport system. Physical Review Letters, 86 (5-9). pp. 926-929. ISSN 0031-9007

Fedotov, Sergei (2003) Non-normal and stochastic amplification of magnetic energy in the turbulent dynamo: subcritical case. Physical Review E, 68. 067301. ISSN 1539-3755

Fedotov, Sergei and Mèndez, Vicenç (2002) Continuous-time random walks and travelling fronts. Physical Review E, 66. 030102. ISSN 1539-3755

Fedotov, Sergei and Okuda, Yuki (2002) Non-markovian random processes and travelling fronts in a reaction-transport system with memory and long-range interactions. Physical Review E, 66. 021113. ISSN 1539-3755

Fusai, Gianluca and Abrahams, David and Sgarra, Carlo (2006) An exact analytical solution for discrete barrier options. Finance and Stochastics, 10 (1). pp. 1-26. ISSN 1432-1122

G

Gilsing, Hagen and Shardlow, Tony (2006) SDELab: stochastic differential equations with MATLAB. [MIMS Preprint]

Gonzalez, J (2015) Modelling and controlling risk in energy systems. Doctoral thesis, The University of Manchester.

Goos, Peter and Donev, A.N. (2007) D-optimal minimum support mixture designs in blocks. Metrika, 65 (1). pp. 53-68. ISSN 0024-6093

Gordon, Andrew D. and Powell, Catherine E. (2010) Solving Stochastic Collocation Systems with Algebraic Multigrid. [MIMS Preprint]

Graversen, S. and Shiryaev, A. N. and Yor, M. (2007) On the problem of stochastic integral representations of functions of the Brownian motion II. Theory of Probability and its Applications, 51 (1). pp. 65-77. ISSN 1095-7219

Guenther, M.C. and Dingle, N.J. and Bradley, J.T. and Knottenbelt, W.J. (2010) Passage-time Computation and Aggregation Strategies for Large Semi-Markov Processes. Performance Evaluation.

Gutin, Gregory and Rafiey, Arash and Yeo, Anders and Tso, Michael (2002) Level of repair analysis and minimum cost homomorphisms of graphs. In: Algorithmic Applications in Management, 22-25 June 2005, China.

Gutin, Gregory and Rafiey, Arash and Yeo, Anders and Tso, Michael (2006) Level of repair analysis and minimum cost homomorphisms of graphs. Discrete Applied Mathematics, 154 (6). pp. 881-889. ISSN 0166-218X

H

Hook, J (2012) Critical path statistics of max-plus linear systems with Gaussian noise. [MIMS Preprint]

Hook, J (2011) Products of random Max-plus matrices. [MIMS Preprint]

Hook, James and Dingle, Nick (2013) Performance Analysis of Asynchronous Parallel Jacobi. [MIMS Preprint]

Howarth, E. and Paris, J.B. (2014) Principles of Remembering and Forgetting. Logique et Analyse, 228. pp. 489-511.

Howarth, E. and Paris, J.B. (2015) The Theory of Spectrum Exchangeability. Review of Symbolic Logic, 8 (01). pp. 108-130.

Howarth, E. and Paris, J.B. and Vencovska, A. (2015) An examination of the SEP Candidate Analogical Inference Rule within Pure Inductive Logic. [MIMS Preprint]

Huang, Jianwen and Chen, Shouquan (2014) Convergence rate of extremes of generalized Maxwell distribution. [MIMS Preprint]

Huang, Jianwen and Chen, Shouquan and Tuo, Zhongyou (2014) Tail behavior of the generalized Maxwell distribution. Communications in Statistics-Theory and Methods. ISSN 0361-0926 (Submitted)

J

Jones, Nick S. and Moriarty, John (2011) Evolutionary Inference for Functional Data: Using Gaussian Processes on Phylogenies to Study Shape Evolution. [MIMS Preprint]

K

Kallsen, Jan and Shiryaev, Albert N. (2002) The cumulant process and Esscher's change of measure. Finance and Stochastics, 6 (4). pp. 397-428. ISSN 1432-1122

Kliess, M.S. and Paris, J.B. (2014) Predicate Exchangeability and Language Invariance in Pure Inductive Logic. Logique et Analyse, 228. pp. 413-540.

Kliess, M.S. and Paris, J.B. (2014) Second Order Inductive Logic and Wilmers' Principle. Journal of Applied Logic, 12 (4). pp. 462-476.

Kloeden, P.E. and Lord, G.J. and Neuenkirch, A. and Shardlow, T. (2010) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. [MIMS Preprint]

Kloeden, P.E. and Shardlow, T. (2010) THE MILSTEIN SCHEME FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITHOUT ANTICIPATIVE CALCULUS. [MIMS Preprint]

L

Lord, Gabriel and Shardlow, Tony (2006) Post processing for stochastic parabolic partial differential equations. [MIMS Preprint]

Lotz, Martin (2012) On the volume of tubular neighborhoods of real algebraic varieties. [MIMS Preprint]

Lotz, Martin (2012) On the volume of tubular neighbourhoods of real algebraic varieties. [MIMS Preprint]

Lotz, Martin (2017) Persistent homology for low-complexity models. [MIMS Preprint]

Lotz, Martin (2017) Persistent homology for low-complexity models. [MIMS Preprint]

M

Magalhaes, Bruno R. C. and Dingle, Nicholas J. and Knottenbelt, William J. (2010) GPU-enabled steady-state solution of large Markov models. In: 6th International Workshop on the Numerical Solution of Markov Chains (NSMC'10), 16-17 Sep 2010, Williamsburg, Virginia.

Mason, A.M. and Dingle, N.J. and Knottenbelt, W.J. and Bell, D. and Buchanan, W. and Theummler, C. (2010) Modelling infection spread using location tracking. International Journal of Healthcare Technology and Management, 11 (6). pp. 442-461.

McCrudden, Mick (2006) The Embedding Problem for Probabilities on Locally Compact Groups. In: Probability Measures on Groups: Recent Trends and Directions. Narosa Publishing House. ISBN 81-7319-703-2

Mistry, Hitesh (2007) Stochastic Modeling of Gene Regulatory Networks. Doctoral thesis, The University of Manchester.

Moriarty, J. and O'Connell, N. (2007) On the free energy of a directed polymer in a Browian environment. Markov Processes and Related Fields, 13 (2). pp. 251-266. ISSN 1024-2953

Moriarty, John and Evatt, Geoffrey W. and Johnson, Paul V. and Duck, Peter W. (2011) Hysteretic regime switching diffusions and resource extraction. [MIMS Preprint]

N

Nadarajah, Saralees and Kotz, Samuel (2006) The Bessel ratio distribution. Comptes Rendus Mathematique, 343 (8). pp. 531-534. ISSN 1631-073X

Neal, P and Roberts, G and Yuen, J (2007) Optimal Scaling of Random Walk Metropolis algorithms with Discontinuous target densities. [MIMS Preprint]

Neal, Pete (2006) Stochastic and Deterministic Analysis of SIS Household Epidemics. [MIMS Preprint]

Neal, Peter (2006) Multitype randomised Reed-Frost epidemics and epidemics upon random graphs. [MIMS Preprint]

Neal, Peter and Roberts, Gareth (2006) Optimal Scaling for Random walk Metropolis on spherically constrained target densities. [MIMS Preprint]

Neal, Peter and Roberts, Gareth (2007) Optimal Scaling for Random walk Metropolis on spherically constrained target densities. [MIMS Preprint]

Neal, Peter and Roberts, Gareth (2006) Optimal scaling for partially updating MCMC algorithms. Annals of Applied Probability, 16 (2). pp. 475-515. ISSN 1050-5164

Nix, C. J. and Paris, J. B. (2008) A Note on Binary Inductive Logic. [MIMS Preprint]

O

Oksendal, Bernt and Proske, Frank and Zhang, Tusheng (2006) Backward Stochastic Partial Differential Equations with Jumps and Application to Optimal Control of Random Jump Fields. [MIMS Preprint]

P

Pan, Jianxin and Mackenzie, Gilbert (2003) On modelling mean-covariance structures in longitudinal studies. Biometrika, 90 (1). pp. 239-244. ISSN 0006-3444

Papayiannis, Andreas (2010) Hedging Strategies : Complete and Incomplete Systems of Markets. Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

Paris, J.B. (2016) An Equivalent of Language Invariance. [MIMS Preprint]

Paris, J.B. and Vencovska, A. (2015) The Twin Continua of Inductive Methods. In: Logic without Borders. Ontos Mathematical Logic, Volume . De Gruyter, Germany, pp. 355-366. ISBN 978-1-61451-772-6

Paris, J.B. and Vencovska, A. (2016) An inequality concerning the expected values of row-sum and column-sum products in Boolean matrices. [MIMS Preprint]

Paris, Jeff and Vencovska, Alena (2017) Translation Invariance and Miller's Weather Example. [MIMS Preprint]

Paris, Jeff and Vencovská, Alena (2017) Analogy as Possible Identity within Pure Inductive Logic. [MIMS Preprint]

Peskir, Goran (2002) Limit at zero of the brownian first-passage density. Probability Theory and Related Fields, 124 (1). pp. 100-111. ISSN 1432-2064

Peskir, Goran (2006) On Reflecting Brownian Motion with Drift. In: Symp. Stoch. Syst., 2005, Osaka.

Peskir, Goran (2005) On the American option problem. Mathematical Finance, 15 (1). pp. 169-181. ISSN 0960-1627

Peskir, Goran (2003) On the diffusion coefficient: The Einstein relation and beyond. Stochastic Models, 19 (3). pp. 383-405. ISSN 1532-4214

Peskir, Goran (2005) The Russian option: Finite horizon. Finance and Stochastics, 9 (2). pp. 251-267. ISSN 1432-1122

Peskir, Goran (2005) A change-of-variable formula with local time on curves. Journal of Theoretical Probability, 18 (3). pp. 499-535. ISSN 1572-9230

Powell, C.E. and Shardlow, T and Lord, G.J. (2014) Preface to "An Introduction to Computational Stochastic PDEs". In: An Introduction to Computational Stochastic PDEs. Cambridge Texts in Applied Mathematics . Cambridge University Press, USA. ISBN 9780521728522

Powell, Catherine E. and Gordon, Andrew D. (2013) A Preconditioner for Fictitious Domain Formulations of Elliptic PDEs on Uncertain Parameterized Domains. [MIMS Preprint]

Powell, Catherine E. and Silvester, David and Simoncini, Valeria (2015) An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations. [MIMS Preprint]

R

Rao Jammalamadaka, S and Subba Rao, T and Terdik, Gyorgy (2006) Higher Order Cumulants of Random Vectors and Applications to Statistical Inference and Time Series. [MIMS Preprint]

Reiß, M. and Riedle, M. and Van Gaans, O. (2006) Delay differential equations driven by Lévy processes: Stationarity and Feller properties. Stochastic Processes and their Applications, 116 (10). pp. 1409-1432. ISSN 0304-4149

Reiß, Markus and Riedle, Markus and van Gaans, Onno (2007) On Émery's Inequality and a Variation-of-Constants Formula. Stochastic Analysis and Applications, 25 (2). pp. 353-379. ISSN 1532-9356

Riedle, Markus (2008) Cylindrical Wiener processes. [MIMS Preprint]

Riedle, Markus (2010) Infinitely divisible cylindrical measures on Banach spaces. [MIMS Preprint]

Riedle, Markus (2007) Solutions of affine stochastic functional differential equations in the state space. [MIMS Preprint]

Riedle, Markus and Applebaum, David (2009) Cylindrical Levy processes in Banach spaces. [MIMS Preprint]

Riedle, Markus and van Gaans, Onno (2009) Stochastic Integration for Levy Processes with Values in Banach Spaces. Stochastic Processes and Applications, 119 (6). pp. 1952-1974. ISSN 0304-4149

Rockner, Michael and Zhang, Tusheng (2006) Stochastic Evolution Equations Driven by Compensated Poisson Measures: Existence, Uniqueness and Large Deviation Estimates. [MIMS Preprint]

S

Santos, Sara I and Walkden, Charles (2011) Distributional and local limit laws for a class of iterated maps that contract on average. [MIMS Preprint]

Savov, Mladen (2007) Curve Crossing for the Reflected Levy Process at zero and infinity. [MIMS Preprint]

Shardlow, Tony (2004) Nucleation of waves in excitable media by noise. Multiscale Modeling and Simulation, 3 (1). pp. 151-167. ISSN 1540-3459

Shardlow, Tony (2003) Splitting for dissipative particle dynamics. SIAM Journal on Scientific Computing, 24 (4). pp. 1267-1282. ISSN 1095-7197

Shardlow, Tony (2003) Weak convergence of a numerical method for a stochastic heat equations. BIT Numerical Mathematics, 43 (1). pp. 179-193. ISSN 0385-6984

Sharp, Richard (2007) Critical exponents for groups of isometries. Geometriae Dedicata, 125 (1). pp. 63-74. ISSN 1572-9168

Shiryaev, A. N. and Yor, M. (2004) On the problem of stochastic integral representations of functionals of the Browian motion II. Theory of Probability and its Applications, 48 (2). pp. 304-313. ISSN 1095-7219

Sidorov, Nikita (2007) Combinatorics of linear iterated function systems with overlaps. Nonlinearity, 20 (5). pp. 1299-1312. ISSN 1361-6544

Stark, J. and Broomhead, D. S. and Davies, M. E. and Huke, J. (2003) Delay Embeddings for Forced Systems. II. Stochastic Forcing. Journal of Nonlinear Science, 13 (6). pp. 519-577. ISSN 1432-1467

Subba Rao, Tata and Das, Sourav and Boshnakov, Georgi N. (2012) A Frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes. [MIMS Preprint]

U

Ullmann, Elisabeth and Powell, Catherine (2014) Solving log-transformed random diffusion problems by stochastic Galerkin mixed finite element methods. [MIMS Preprint]

W

Walkden, Charles (2007) Invariance principles for iterated maps that contract on average. Transactions of the American Mathematical Society, 359 (3). pp. 1081-1097. ISSN 0002-9947

Wilmers, George (2010) The Social Entropy Process: Axiomatising the Aggregation of Probabilistic Beliefs. [MIMS Preprint]

X

Xiao, Yimin and Zhang, Tusheng (2002) Local times of fractional Brownian sheet. Probability Theory and Related Fields, 124 (2). pp. 204-226. ISSN 1432-2064

This list was generated on Sat Nov 25 01:00:27 2017 GMT.