Aurzada, Frank
129  Ergebnisse:
Personensuche X
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3

Persistence probabilities of weighted sums of stationary Ga..:

Aurzada, Frank ; Mukherjee, Sumit
Stochastic Processes and their Applications.  159 (2023)  - p. 286-319 , 2023
 
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4

Scaling limit of stretched Brownian chains:

Aurzada, Frank ; Betz, Volker ; Lifshits, Mikhail
Journal of Physics A: Mathematical and Theoretical.  56 (2023)  43 - p. 435006 , 2023
 
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5

Risk-Sensitive Optimization and Learning for Minimizing Age..:

, In: 2023 IEEE International Conference on Communications Workshops (ICC Workshops),
de Sombre, Wanja ; Ortiz, Andrea ; Aurzada, Frank. - p. 1161-1166 , 2023
 
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6

Persistence probabilities of mixed FBM and other mixed proc..:

Aurzada, Frank ; Kilian, Martin ; Sönmez, Ercan
Journal of Physics A: Mathematical and Theoretical.  55 (2022)  30 - p. 305003 , 2022
 
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7

Brownian motion conditioned to spend limited time below a b..:

Aurzada, Frank ; Schickentanz, Dominic T.
Stochastic Processes and their Applications.  146 (2022)  - p. 360-381 , 2022
 
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8

Analysis of Time- versus Event-Triggered Consensus for a Si..:

, In: 2022 IEEE 61st Conference on Decision and Control (CDC),
 
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9

Persistence exponents via perturbation theory 

autoregressive and moving average processes 
 
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10

Universal break law for a class of models of polymer ruptur:

Aurzada, Frank ; Betz, Volker ; Lifshits, Mikhail
Journal of Physics A: Mathematical and Theoretical.  54 (2021)  30 - p. 305204 , 2021
 
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11

Stochastic Processes under Constraints:

Aurzada, Frank ; Kolb, Martin ; Pène, Francoise.
Oberwolfach Reports.  17 (2021)  4 - p. 1601-1656 , 2021
 
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13

Ruin probabilities in the Cramér–Lundberg model with tempor..:

Aurzada, Frank ; Buck, Micha
European Actuarial Journal.  10 (2020)  1 - p. 261-269 , 2020
 
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14

Large deviations for infinite weighted sums of stretched ex..:

Aurzada, Frank
Journal of Mathematical Analysis and Applications.  485 (2020)  2 - p. 123814 , 2020
 
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15

Penalizing fractional Brownian motion for being negative:

Aurzada, Frank ; Buck, Micha ; Kilian, Martin
Stochastic Processes and their Applications.  130 (2020)  11 - p. 6625-6637 , 2020
 
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