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Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases

Applied mathematics & optimization, 2024-04, Vol.89 (2), p.34, Article 34

2024

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Partial‐depth search and search pattern comparisons

Managerial and decision economics, 2024-04, Vol.45 (3), p.1333-1342

2024

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Discrete mixture representations of spherical distributions

Statistical papers (Berlin, Germany), 2024-04, Vol.65 (2), p.557-596

2024

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How efficient are natural gas markets in practice? A wavelet-based approach

Annals of operations research, 2024-03, Vol.334 (1-3), p.623-677

2024

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On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science

Risks (Basel), 2024-01, Vol.12 (1), p.6

2024

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On the Diversification Effect in Solvency II for Extremely Dependent Risks

Risks (Basel), 2023-08, Vol.11 (8), p.143

2023

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Convex duality for partial hedging of American options: continuous price processes

Positivity : an international journal devoted to the theory and applications of positivity in analysis, 2023-07, Vol.27 (3), p.40, Article 40

2023

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Last passage isometries for the directed landscape

Probability theory and related fields, 2023-06, Vol.186 (1-2), p.391-437

Dauvergne, Duncan

2023

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A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Scandinavian journal of statistics, 2023-03, Vol.50 (1), p.3-12

Corander, Jukka

2023

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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes (Boston), 2023-03, Vol.26 (1), p.183-239

2023

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Regression-type analysis for multivariate extreme values

Extremes (Boston), 2022-12, Vol.25 (4), p.595-622

2022

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On Some Distributional Properties of Subordinated Gaussian Random Fields

Methodology and computing in applied probability, 2022-12, Vol.24 (4), p.2661-2688

2022

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Feller generators with measurable lower order terms

Positivity : an international journal devoted to the theory and applications of positivity in analysis, 2022-11, Vol.26 (5), Article 85

2022

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Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions

Mathematical programming, 2022-09, Vol.195 (1-2), p.693-734

Patel, Vivak

2022

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Convergence Rates of Attractive-Repulsive MCMC Algorithms

Methodology and computing in applied probability, 2022-09, Vol.24 (3), p.2029-2054

2022

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White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps

Probability theory and related fields, 2022-08, Vol.183 (3-4), p.1027-1073

2022

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Limit laws for empirical optimal solutions in random linear programs

Annals of operations research, 2022-08, Vol.315 (1), p.251-278

2022

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Cutoff profile of ASEP on a segment

Probability theory and related fields, 2022-06, Vol.183 (1-2), p.229-253

2022

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Well-formed decompositions of generalized additive independence models

Annals of operations research, 2022-05, Vol.312 (2), p.827-852

2022

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Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Extremes (Boston), 2022-03, Vol.25 (1), p.79-105

2022

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes (Boston), 2022-03, Vol.25 (1), p.107-173

Soulier, Philippe

2022

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On rates of convergence for sample average approximations in the almost sure sense and in mean

Mathematical programming, 2022-01, Vol.191 (1), p.307-345

2022

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Using Semi-Markov Chains to Solve Semi-Markov Processes

Methodology and computing in applied probability, 2021-12, Vol.23 (4), p.1419-1431

2021

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In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Mathematical finance, 2021-10, Vol.31 (4), p.1099-1110

2021

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Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Extremes (Boston), 2021-09, Vol.24 (3), p.617-651

2021

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Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases

Partial‐depth search and search pattern comparisons

Discrete mixture representations of spherical distributions

How efficient are natural gas markets in practice? A wavelet-based approach

On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science

On the Diversification Effect in Solvency II for Extremely Dependent Risks

Convex duality for partial hedging of American options: continuous price processes

Last passage isometries for the directed landscape

A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Regression-type analysis for multivariate extreme values

On Some Distributional Properties of Subordinated Gaussian Random Fields

Feller generators with measurable lower order terms

Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions

Convergence Rates of Attractive-Repulsive MCMC Algorithms

White-noise driven conditional McKean–Vlasov limits for systems of particles with simultaneous and random jumps

Limit laws for empirical optimal solutions in random linear programs

Cutoff profile of ASEP on a segment

Well-formed decompositions of generalized additive independence models

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

The tail process and tail measure of continuous time regularly varying stochastic processes

On rates of convergence for sample average approximations in the almost sure sense and in mean

Using Semi-Markov Chains to Solve Semi-Markov Processes

In memoriam: Mark H. A. Davis and his contributions to mathematical finance

Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

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