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Otros proyectos DML
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Ayuda
INICIO
| 27 de julio de 2024
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Revistas
Boletín de Estadística e Investigación Operativa. BEIO
Collectanea Mathematica
Disertaciones Matemáticas del Seminario de Matemáticas Fundamentales
Extracta Mathematicae
Gaceta de la Real Sociedad Matemática Española
Gaceta Matemática
Historia de la Matemática
Mathware and Soft Computing
PNA
Publicacions Matemàtiques
Qüestiió
RACSAM
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
Revista Matemática Complutense
Revista Matemática de la Universidad Complutense de Madrid
Revista Matemática Hispanoamericana
Revista Matemática Iberoamericana
SORT
Stochastica
Trabajos de Estadística
Trabajos de Estadística e Investigación Operativa
Trabajos de Investigación Operativa
Libros
Artículos de Procesos estocásticos
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry.
(0213-2230)
A logarithmic Sobolev form of the Li-Yau parabolic inequality.
(0213-2230)
Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds.
(0213-2230)
Random walks on graphs with volume and time doubling.
(0213-2230)
Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle.
(0213-2230)
On the multiple overlap function of the SK model.
(0214-1493)
On some mean oscillation inequalities for martingales.
(0214-1493)
Multifractional processes with random exponent.
(0214-1493)
Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
(0214-1493)
On Poisson-Dirichlet problems with polynomial data
(0214-1493)
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
(0214-1493)
Density estimates on a parabolic SPDE.
(0214-1493)
Théorèmes limites pour certaines fonctionnelles associées aux processus stables sur l'espace de Hölder.
(0214-1493)
Singular measures and the key of G.
(0214-1493)
Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique.
(0214-1493)
Fluctuations of brownian motion with drift.
(0214-1493)
Limite ergodique de processus de diffusion infini-dimensionnels.
(0214-1493)
Intégrales stochastiques de processus anticipants et projections duales prévisibles.
(0214-1493)
On the self-intersection local time of Brownian motion via chaos expansion.
(0214-1493)
Existence of density for the solution to the three-dimensional wave equation.
(1578-7303)
Probabilistic models for vortex filaments based on fractional brownian motion.
(1578-7303)
On a stochastic parabolic PDE arising in climatology.
(1578-7303)
On the efficiency of procedures for estimation of parameters in ARIMA models.
(0041-0241)
On the most powerful test of a simple hypothesis against a simple alternative.
(0041-0241)
Measure of association between discrete random variables.
(0041-0241)
Study of the strong Markovian character and regularities of the solution process of generalized Ito-type stochastic integral equations.
(0041-0241)
A method for the simulation of second order stationary random functions.
(0041-0241)
Estimation of the spectral moment by means of the extrema.
(0041-0241)
Les opérateurs integraux dont le noyau est une covariance.
(0041-0241)
Riccati's differential equation in birth-death processes.
(0041-0241)
Regularity properties of Cabaña's random integrals on separable Hilbert spaces.
(0041-0241)
A theorem of the relativistic statistical mechanics and the Hilbert-Lobatchewsky spaces.
(0041-0241)
An axiomatic characterization for variance.
(0041-0241)
Nonparametric estimation of the age and the probability of extintion in Galton-Watson processes.
(0041-0241)
Estimation of the age and initial number of individuals in pure birth and Galton-Watson processes.
(0041-0241)
The output process study in the D/E
r
/1 queue.
(0213-8204)
An M/G/1 queueing system with compulsory server vacations.
(0213-8204)
Shock models with NBUFR and NBAFR survivals.
(0213-8190)
On the Karhunen-Loeve expansion for transformed processes.
(0213-8190)
Variable embedding in brownian motion with drift.
(0213-8190)
Estimation of the spectral density of a homogeneous random stable discrete time field.
(1696-2281)
Positivity theorem for a general manifold.
(1696-2281)
Asymptotically optimal filtering in linear systems with fractional Brownian noises.
(1696-2281)
Detection of M Gaussian signals using the modified approximate Karhunen-Loève expansion of a stochastic process.
(0210-8054)
A generalization of the log-normal and Gompertz stochastic processes as Itô processes.
(0210-8054)
Remarques sur l'équation dX
t
= σ(X
t
)dB
t
.
(0213-8743)
Remarque sur l'unicité trajectorielle des E.D.S.
(0213-8743)
Non-linear stochastic partial differential equations with delays: existence and uniqueness of solutions.
(0213-8743)
Asymptotic behaviour of stochastic semigroups.
(0213-8743)
On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.
(0213-8743)
Stochastic differential calculus for processes with n-dimensional parameter.
(0210-7821)
Independence of time and position for a random walk.
(0213-2230)
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations.
(0213-2230)
Hausdorff dimension of the graph of the fractional Brownian sheet.
(0213-2230)
Branching process associated with 2d-Navier Stokes equation.
(0213-2230)
Path-wise solutions of stochastic differential equations driven by Lévy processes.
(0213-2230)
Elliptic self-similar stochastic processes.
(0213-2230)
Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities.
(0213-2230)
On certain Markov processes attached to exponential functionals of Brownian motion: application to Asian options.
(0213-2230)
Poissonian products of random weights: uniform convergence and related measures.
(0213-2230)
Differential equations driven by rough signals.
(0213-2230)
Elliptic gaussian random processes.
(0213-2230)
An endpoint estimate for some maximal operators.
(0213-2230)
Transformée en paquets d'ondelettes des signaux stationnaires: comportement asymptotique des densités spectrales.
(0213-2230)
On the spectral representation of the sampling cardinal series expansion of weakly stationary stochastic processes.
(0210-7821)
Shuffles of Min.
(0210-7821)
Equations of modal decomposition of ARMA processes.
(0210-7821)
On m-dimensional stochastic processes in Banach spaces.
(0210-7821)
On the measurement of the activity of a radioactive source and a related stochastic process.
(0210-7821)
Decomposition of two parameter martingales.
(0210-7821)
Arrêt optimal dans une classe de temps d'arrêt.
(0210-7821)
A note on regularity in stochastic matrices.
(0210-7821)
Canonical input-output representation of linear multivariable stochastic systems and joint optimal parameter and state estimation.
(0210-7821)
A Markov property for two parameter Gaussian processes.
(0210-7821)
Interpolation and forecasting in Poisson's processes.
(0210-7821)
Contribution to the study of the stochastic integral.
(0210-7821)
Interpolation and forecasting in Brownian functions of two parameters.
(0210-7821)
Contribution to the study of the ergodic theory of random processes with values in compact metric spaces.
(0210-7821)
Quadratic estimation from non-independent uncertain observations with coloured noise.
(0213-8743)
Filtering and fixed-point smoothing from an innovation approach in systems with uncertainty.
(0213-8743)
A note on the L
1
-convergence of a superadditive bisexual Galton-Watson process.
(0213-8743)
Some theoretical results about the distribution of a doubly stochastic Poisson process.
(0213-8743)
Rth order Markov models based in multiple logistic regression for covariate dependence of sequences.
(0213-8743)
A lagrangian approach to optimal stopping.
(0213-8743)
Boundedness on stochastic Petri nets.
(0214-3577)
Differential equations driven by fractional Brownian motion.
(0010-0757)
Stochastic processes and applications to countably additive restriction of group-valued finitely additive measures.
(0010-0757)
The central limit theorem for stochastic integrals.
(0010-0757)
Equipo DML-E
Instituto de Ciencias Matemáticas (ICMAT - CSIC)
rmm()icmat.es