Works matching DE "BROWNIAN bridges (Mathematics)"
Results: 263
The Computational Cost of Blocking for Sampling Discretely Observed Diffusions.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 3007, doi. 10.1007/s11009-022-09949-y
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Weighting Cusums for Increased Power Near the End Points.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 2, p. 379, doi. 10.1007/s11009-011-9249-4
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A Factorisation of Diffusion Measure and Finite Sample Path Constructions.
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- Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 85, doi. 10.1007/s11009-007-9060-4
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Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 4, p. 483, doi. 10.1007/s11009-006-9006-2
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A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance.
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- Methodology & Computing in Applied Probability, 2006, v. 8, n. 3, p. 321, doi. 10.1007/s11009-006-9749-9
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Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend.
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- Methodology & Computing in Applied Probability, 2003, v. 5, n. 3, p. 271, doi. 10.1023/A:1026242019110
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Extremes of Gaussian Processes with Maximal Variance near the Boundary Points.
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- Methodology & Computing in Applied Probability, 2000, v. 2, n. 3, p. 255, doi. 10.1023/A:1010029228490
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The Distribution of the Sojourn Time for the Brownian Excursion.
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- Methodology & Computing in Applied Probability, 1999, v. 1, n. 1, p. 7, doi. 10.1023/A:1010060107265
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Some integral equations related to random Gaussian processes.
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- Theoretical & Mathematical Physics, 2010, v. 164, n. 2, p. 992, doi. 10.1007/s11232-010-0079-2
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Topological Correlations in Trivial Knots: New Arguments in Favor of the Representation of a Crumpled Polymer Globule.
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- Theoretical & Mathematical Physics, 2003, v. 134, n. 2, p. 142, doi. 10.1023/A:1022267802220
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Lots of movement, little progress: a review of reptile home range literature.
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- PeerJ, 2021, p. 1, doi. 10.7717/peerj.11742
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Second Moment Convergence Rates for Uniform Empirical Processes.
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- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/972324
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Exploring Strategic Functions of Sleeping Sites in Crested Macaques (Macaca nigra): Evidence from Intergroup Encounters.
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- International Journal of Primatology, 2023, v. 44, n. 4, p. 722, doi. 10.1007/s10764-023-00389-0
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On the Numbers of Particles in Cells in an Allocation Scheme Having an Even Number of Particles in Each Cell.
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- Mathematics (2227-7390), 2022, v. 10, n. 7, p. 1099, doi. 10.3390/math10071099
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Two Gaussian Bridge Processes for Mapping Continuous Trait Evolution along Phylogenetic Trees.
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- Mathematics (2227-7390), 2021, v. 9, n. 16, p. 1998, doi. 10.3390/math9161998
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Spatial overlap of gray wolves and ungulate prey changes seasonally corresponding to prey migration.
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- Movement Ecology, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40462-024-00466-w
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Environmental and anthropogenic influences on movement and foraging in a critically endangered lemur species, Propithecus tattersalli: implications for habitat conservation planning.
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- Movement Ecology, 2022, v. 10, n. 1, p. 1, doi. 10.1186/s40462-022-00320-x
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African wild dog movements show contrasting responses to long and short term risk of encountering lions: analysis using dynamic Brownian bridge movement models.
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- Movement Ecology, 2022, v. 10, n. 1, p. 1, doi. 10.1186/s40462-022-00316-7
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Spatial Ecology of an Arboreal Iguana (Oplurus cyclurus) in a Treeless Landscape.
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- Animals (2076-2615), 2023, v. 13, n. 20, p. 3198, doi. 10.3390/ani13203198
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Sex-Specific Movement Responses of Reeves's Pheasant to Human Disturbance: Importance of Body Characteristics and Reproductive Behavior.
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- Animals (2076-2615), 2022, v. 12, n. 13, p. N.PAG, doi. 10.3390/ani12131619
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Very Small Home Ranges of Two Gravid European Brown Bears during Hyperphagia.
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- Animals (2076-2615), 2021, v. 11, n. 12, p. 3580, doi. 10.3390/ani11123580
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Spatial Ecology and Diel Activity of European Wildcat (Felis silvestris) in a Protected Lowland Area in Northern Greece.
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- Animals (2076-2615), 2021, v. 11, n. 11, p. 3030, doi. 10.3390/ani11113030
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Tests of Short Memory With Thick-Tailed Errors.
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- Journal of Business & Economic Statistics, 2012, v. 30, n. 3, p. 381, doi. 10.1080/07350015.2012.669668
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A Direct Test for Changing Trend.
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- Journal of Business & Economic Statistics, 1992, v. 10, n. 3, p. 289, doi. 10.2307/1391543
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A framework for understanding semi-permeable barrier effects on migratory ungulates.
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- Journal of Applied Ecology, 2013, v. 50, n. 1, p. 68, doi. 10.1111/1365-2664.12013
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The Ito Formula for Perturbed Brownian Martingales.
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- Bulletin of the London Mathematical Society, 2000, v. 32, n. 6, p. 736, doi. 10.1112/S0024609300007712
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Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem.
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- Empirical Economics, 1989, v. 14, n. 2, p. 105, doi. 10.1007/BF01980590
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Brownian Bridges for Late Time Asymptotics of KPZ Fluctuations in Finite Volume.
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- Journal of Statistical Physics, 2018, v. 173, n. 2, p. 322, doi. 10.1007/s10955-018-2136-4
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Irreversible Brownian Heat Engine.
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- Journal of Statistical Physics, 2017, v. 169, n. 2, p. 423, doi. 10.1007/s10955-017-1869-9
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Kardar-Parisi-Zhang Equation and Large Deviations for Random Walks in Weak Random Environments.
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- Journal of Statistical Physics, 2017, v. 166, n. 1, p. 150, doi. 10.1007/s10955-016-1693-7
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Multiple Human Tracking Using Particle Filter with Gaussian Process Dynamical Model.
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- EURASIP Journal on Image & Video Processing, 2008, v. 2008, p. 1, doi. 10.1155/2008/969456
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A Note on the Structural Change Test in Highly Parameterized Psychometric Models.
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- Psychometrika, 2022, v. 87, n. 3, p. 1064, doi. 10.1007/s11336-021-09834-6
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Environmental Drivers of Fine-Scale Predator and Prey Spatial Dynamics in Sydney Harbour, Australia, and Adjacent Coastal Waters.
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- Estuaries & Coasts, 2022, v. 45, n. 5, p. 1465, doi. 10.1007/s12237-021-01020-2
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Estimation and Prediction of a Non-Constant Volatility.
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- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 1, doi. 10.1007/s10690-007-9044-y
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AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES.
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- Stochastics & Dynamics, 2008, v. 8, n. 3, p. 583, doi. 10.1142/S0219493708002469
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Price and Service Discrimination in Queuing Systems: Incentive Compatibility of Gcmu Scheduling.
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- Management Science, 2000, v. 46, n. 9, p. 1249, doi. 10.1287/mnsc.46.9.1249.12238
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Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities.
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- Management Science, 2000, v. 46, n. 9, p. 1171
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Modeling movement probabilities within heterogeneous spatial fields.
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- Journal of Spatial Information Science, 2018, n. 16, p. 85, doi. 10.5311/JOSIS.2018.16.372
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Optimal Timing to Trade along a Randomized Brownian Bridge.
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- International Journal of Financial Studies, 2018, v. 6, n. 3, p. 75, doi. 10.3390/ijfs6030075
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An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives.
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- International Journal of Business & Economics, 2007, v. 6, n. 2, p. 121
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Conditional Full Support and No Arbitrage.
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- General Mathematics Notes, 2016, v. 32, n. 2, p. 54
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Scaling in financial prices: IV. Multifractal concentration.
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- Quantitative Finance, 2001, v. 1, n. 6, p. 641, doi. 10.1088/1469-7688/1/6/306
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Modeling of Time Geographical Kernel Density Function under Network Constraints.
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- ISPRS International Journal of Geo-Information, 2022, v. 11, n. 3, p. 184, doi. 10.3390/ijgi11030184
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Identifying and prioritizing ungulate migration routes for landscape-level conservation.
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- Ecological Applications, 2009, v. 19, n. 8, p. 2016, doi. 10.1890/08-2034.1
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On the existence and the Hölder regularity of the local time of the Brownian bridge.
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- Random Operators & Stochastic Equations, 2022, v. 30, n. 4, p. 259, doi. 10.1515/rose-2022-2087
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Some results on the generalized Brownian bridge.
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- Random Operators & Stochastic Equations, 2022, v. 30, n. 3, p. 197, doi. 10.1515/rose-2022-2082
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Derivative of the expected supremum of fractional Brownian motion at H=1.
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- Queueing Systems, 2022, v. 102, n. 1/2, p. 53, doi. 10.1007/s11134-022-09859-3
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Corrigendum to 'A Gaussian approach for continuous time models of short-term interest rates' (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210-24).
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- Econometrics Journal, 2011, v. 14, n. 1, p. 126, doi. 10.1111/j.1368-423X.2010.00326.x
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GPS Tracking Reveals the White-Tailed Eagle Haliaeetus albicilla as an Ambassador for the Natura 2000 Network.
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- Diversity (14242818), 2024, v. 16, n. 3, p. 145, doi. 10.3390/d16030145
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Potential Effects of Habitat Change on Migratory Bird Movements and Avian Influenza Transmission in the East Asian-Australasian Flyway.
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- Diversity (14242818), 2023, v. 15, n. 5, p. 601, doi. 10.3390/d15050601
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