2.2k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Fermi National Accelerator LaboratoryUS301 papers
- Argonne National LaboratoryUS255 papers
- Brookhaven National LaboratoryUS205 papers
- University of CincinnatiUS186 papers
- Tufts UniversityUS171 papers
- University of PittsburghUS158 papers
- University of OxfordGB155 papers
- Yale UniversityUS155 papers
- University of MinnesotaUS141 papers
- Virginia TechUS137 papers
- University of ChicagoUS135 papers
- University of Wisconsin–MadisonUS135 papers
4 papers · 2 filters
Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions
Paul M. N. Feehan, Ruoting Gong, Jian Song
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model c…
Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences
Ruoting Gong, Christian Houdré, Jüri Lember
We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequence…
Conditional Markov Chains Part II: Consistency and Copulae
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niewęgłowski (2015). Here, we turn o…
Conditional Markov Chains Revisited Part I: Construction and properties
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niewęgłowski (2014a) in an effort to…