Projecto de la EG "Statistical Methods for Dynamical Stochastic Systems"

Resultados publicados del grupo de Berlin

Preprints:

• Gilsing, Hagen; Küchler, Prof.Uwe; Platen, Prof.Eckhard
  Über die Stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis (bzip2 compressed)
• Jaschke, Dr.Stephan
  The Cornish-Fisher expansion in the context of delta-gamma normal approximation (bzip2 compressed)
• Jaschke, Dr.Stephan
  Quantile-VaR is the Wrong Measure to quantify Market Risks for Regulatory Purposes (bzip2 compressed)
• Küchler, Uwe; Gushchin, Alexander
  On parametric statistical models for stationary solutions of affine stochastic delay differential equations (bzip2 compressed)
• Küchler, Prof.Uwe; Gushchin, Prof.Alexander
  Addendum to "Asymptotic Inference for a Linear Stochastic Differential Equations with Time Delay" (bzip2 compressed)
• Küchler, Prof.Uwe; Platen, Prof.Eckhard
  Weak discrete time approximation of stochastic differential equations with time delay (bzip2 compressed)
• Reiß, Markus
  Minimax rates for non-parametric estimation of the drift functional in affine stochastic delay equations (bzip2 compressed)

Publicaciones en Journales:

• Buckwar, Dr.Evelyn
  Introduction to the Numerical Analysis of Stochastic Delay Differential Equations
  Journal of Computational and Applied Mathematics 125, pp.297--307, 2000.
  http://www.elsevier.com/locate/cam
  
• Buckwar, Dr.Evelyn; Baker, Prof. C.T.H.
  Numerical Analysis of Explicit One-step Methods for Stochastic Delay Differential Equations
  LMS-Journal of Computational Mathematics, Vol 3., pp.~315--335, 2000.
  http://www.lms.ac.uk/ (subscription necessary)
• Buckwar, Dr.Evelyn; Baker, Prof. C.T.H.
  Continuous $\Theta$-methods for the Stochastic Pantograph Equation
  Electronic Transactions on Numerical Analysis, Vol. 11, pp.~131--151, 2000.
  http://etna.mcs.kent.edu/

Ultima modificatión: 13.11.2001, Hagen Gilsing