496 citations
- University of Southern CaliforniaUS48 papers
- Princeton UniversityUS3 papers
- Laboratoire de Mathématiques Jean LerayFR2 papers
- Nantes UniversitéFR2 papers
- Aarhus UniversityDK1 paper
- Brown UniversityUS1 paper
- California Institute of TechnologyUS1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Normale Supérieure de LyonFR1 paper
- European Southern ObservatoryCL1 paper
- Ghent UniversityBE1 paper
- Google (United States)US1 paper
Showing 2007 · math.PRShow all
3 papers · 2 filters
math.PR2007★ 8 cited
The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs
Said Hamadene, Jianfeng Zhang
This article deals with the starting and stopping problem under Knightian uncertainty, i.e., roughly speaking, when the probability under which the future evolves is not exactly kn…
math.PR2007★ 2 cited
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Igor Cialenco, Sergey V. Lototsky
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite syst…
math.PR2007★ 1 cited
Separation cutoffs for random walk on irreducible representations
Jason Fulman
Random walk on the irreducible representations of the symmetric and general linear groups is studied. A separation distance cutoff is proved and the exact separation distance asymp…