Forschungsbereich Wahrscheinlichkeitstheorie

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Organization Name (de) Name der Organisation (de)
E105-07 - Forschungsbereich Wahrscheinlichkeitstheorie
 
Country Land
Austria
 
Code Kennzahl
E105-07
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 

OrgUnit's Publications


Results 81-100 of 456 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
81Backhoff-Veraguas, Julio ; Beiglböck, Mathias ; Pammer, Gudmund Weak monotone rearrangement on the lineArtikel Article 2020
82Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias ; Eder, Manu Adapted Wasserstein distances and stability in mathematical financeArtikel Article 2020
83Backhoff-Veraguas, Julio ; Bartl, Daniel ; Beiglböck, Mathias ; Eder, Manu All adapted topologies are equalArtikel Article 2020
84Holynski, Tomasz Goodness-of-fit test for (log-) normality based on a derivative property of the log-normal Laplace transformKonferenzbeitrag Inproceedings2019
85Holynski, Tomasz Robust Estimation of Block-Error Ratio under Excessive Noise Based on Empirical Probability Generating FunctionKonferenzbeitrag Inproceedings2019
86Holynski, Tomasz Tests For Normality Based On Approximated Probability-Weighted Empirical TransformsKonferenzbeitrag Inproceedings2019
87Saffer, Zsolt ; Grill, Karl ; Yue, Wuyi M/M/1 Queue with Controllable Service RateKonferenzbeitrag Inproceedings 2019
88Saffer, Zsolt ; Telek, Miklós ; Horváth, Gábor Analysis of Markov-modulated fluid polling systems with gated disciplineArtikel Article 2019
89Saffer, Zsolt Probabilistic capacity control of queuesPräsentation Presentation2019
90Saffer, Zsolt Probabilistic capacity control of queuesPräsentation Presentation2019
91Källblad, Sigrid Stochastic Control of Measure-valued Martingales with applications to Model-independent Option PricingPräsentation Presentation2018
92Källblad, Sigrid Model-independent pricing and Skorohod embeddings: a dynamic programming approachPräsentation Presentation2018
93Källblad, Sigrid Measure-valued martingales and optimality of solutions to the Skorokhod embedding problemPräsentation Presentation2018
94Backhoff, Julio Causal optimal transport: model misspecification and the role of informationPräsentation Presentation2018
95Beiglböck, Mathias The Geometry of Multi-Marginal Skorokhod EmbeddingPräsentation Presentation2018
96Källblad, Sigrid Optimal Skorokhod embedding given full marginals and application to the maximal reward functionPräsentation Presentation2018
97Källblad, Sigrid Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problemsPräsentation Presentation2018
98Backhoff, Julio Risk-sensitive optimal transport as a limit of particle systemsPräsentation Presentation2018
99Källblad, Sigrid Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problemsPräsentation Presentation2018
100Backhoff, Julio Martingale Benamou-Brenier: a probabilistic perspectivePräsentation Presentation2018