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Uniqueness in g-measures

Nonlinearity, 2003-03, Vol.16 (2), p.403-410

Stenflo, Örjan

2003

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Smallest singular value of a random rectangular matrix

Communications on pure and applied mathematics, 2009-12, Vol.62 (12), p.1707-1739

2009

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Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Stochastic analysis and applications, 2007-09, Vol.25 (5), p.1043-1056

2007

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Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model

Communications on pure and applied mathematics, 2011-09, Vol.64 (9), p.1165-1198

2011

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The Lee-Yang and Pólya-Schur programs. II. Theory of stable polynomials and applications

Communications on pure and applied mathematics, 2009-12, Vol.62 (12), p.1595-1631

2009

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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

Stochastic analysis and applications, 2009-04, Vol.27 (3), p.555-573

2009

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SPARSE TENSOR DISCRETIZATION OF ELLIPTIC SPDES

SIAM journal on scientific computing, 2010-01, Vol.31 (6), p.4281-4304

2010

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Convergence rate for the Bayesian approach to linear inverse problems

Inverse problems, 2007-12, Vol.23 (6), p.2469-2484

2007

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Dynamic modelling of life table data

Applied stochastic models and data analysis, 1995-03, Vol.11 (1), p.35-49

1995

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Regularization of statistical inverse problems and the Bakushinskiĭ veto

Inverse problems, 2011-11, Vol.27 (11), p.115010

Becker, S M A

2011

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On the structure of the k-additive fuzzy measures

Fuzzy sets and systems, 2010-09, Vol.161 (17), p.2314-2327

2010

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Half-inverse spectral problems for Sturm–Liouville operators with singular potentials

Inverse problems, 2004-10, Vol.20 (5), p.1423-1444

2004

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A stochastic gradient type algorithm for closed-loop problems

Mathematical programming, 2009-06, Vol.119 (1), p.51-78

2009

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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

Stochastic analysis and applications, 2010-01, Vol.28 (1), p.86-102

2010

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The recurrence time for ergodic systems with infinite invariant measures

Nonlinearity, 2006-11, Vol.19 (11), p.2567-2580

2006

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Thermodynamic formalism for suspension flows over countable Markov shifts

Nonlinearity, 2011-10, Vol.24 (10), p.2763-2775

Kempton, Tom

2011

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Statistical mechanics of classical particles with logarithmic interactions

Communications on pure and applied mathematics, 1993-01, Vol.46 (1), p.27-56

Kiessling, Michael K.-H.

1993

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Stochastic method for the solution of unconstrained vector optimization problems

Journal of optimization theory and applications, 2002-07, Vol.114 (1), p.209-222

2002

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On the shape of the ground state eigenvalue density of a random Hill's equation

Communications on pure and applied mathematics, 2006-07, Vol.59 (7), p.935-976

2006

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Lowness for the class of schnorr random reals

SIAM journal on computing, 2005, Vol.35 (3), p.647-657

2005

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Approximation for the Normal Inverse Gaussian Process Using Random Sums

Stochastic analysis and applications, 2009-10, Vol.27 (6), p.1191-1200

Pacheco-González, Carlos G.

2009

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Nondegeneracy of the random double oscillator

Zeitschrift für angewandte Mathematik und Mechanik, 2007-12, Vol.87 (11-12), p.845-859

Wihstutz, V.

2007

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A Supplement to the Einmahl-Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables

Stochastic analysis and applications, 2008-09, Vol.26 (5), p.1095-1110

2008

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Optimal dynamic portfolio selection with earnings-at-risk

Journal of optimization theory and applications, 2007-03, Vol.132 (3), p.459-473, Article 459

2007

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Constant-length substitutions and countable scrambled sets

Nonlinearity, 2004-05, Vol.17 (3), p.817-833

2004

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Uniqueness in g-measures

Smallest singular value of a random rectangular matrix

Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model

The Lee-Yang and Pólya-Schur programs. II. Theory of stable polynomials and applications

Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

SPARSE TENSOR DISCRETIZATION OF ELLIPTIC SPDES

Convergence rate for the Bayesian approach to linear inverse problems

Dynamic modelling of life table data

Regularization of statistical inverse problems and the Bakushinskiĭ veto

On the structure of the k-additive fuzzy measures

Half-inverse spectral problems for Sturm–Liouville operators with singular potentials

A stochastic gradient type algorithm for closed-loop problems

On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

The recurrence time for ergodic systems with infinite invariant measures

Thermodynamic formalism for suspension flows over countable Markov shifts

Statistical mechanics of classical particles with logarithmic interactions

Stochastic method for the solution of unconstrained vector optimization problems

On the shape of the ground state eigenvalue density of a random Hill's equation

Lowness for the class of schnorr random reals

Approximation for the Normal Inverse Gaussian Process Using Random Sums

Nondegeneracy of the random double oscillator

A Supplement to the Einmahl-Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables

Optimal dynamic portfolio selection with earnings-at-risk

Constant-length substitutions and countable scrambled sets

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