Two effective variance-reduction techniques for estimating probabilities and quantiles in the tails of bootstrap distributions--importance sampling and concomitants of order statistics--are based on ...
Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...