E-LIB Suche - Ergebnisse für: Herrmann, Samuel

1

Strong Approximation of Bessel Processes:

Deaconu, Madalina ; Herrmann, Samuel
Methodology and Computing in Applied Probability. 25 (2023) 1 - p. , 2023

Link: https://doi.org/10.1007/..

2

Exact simulation of the first passage time through a given ..:

Herrmann, Samuel ; Massin, Nicolas
Mathematics and Computers in Simulation. 203 (2023) - p. 553-576 , 2023

Link: https://doi.org/10.1016/..

3

Exact simulation of first exit times for one-dimensional di..:

Herrmann, Samuel ; Zucca, Cristina
ESAIM: Mathematical Modelling and Numerical Analysis. 54 (2020) 3 - p. 811-844 , 2020

Link: https://doi.org/10.1051/..

4

Approximation of exit times for one-dimensional linear diff..:

Herrmann, Samuel ; Massin, Nicolas
Computers & Mathematics with Applications. 80 (2020) 6 - p. 1668-1682 , 2020

Link: https://doi.org/10.1016/..

5

Simulation of hitting times for Bessel processes with non-i..:

DEACONU, MADALINA ; HERRMANN, SAMUEL
Bernoulli. 23 (2018) 4B - p. 3744-3771 , 2018

Link: https://www.jstor.org/st..

6

INITIAL-BOUNDARY VALUE PROBLEM FOR THE HEAT EQUATION—A STOC..:

Deaconu, Madalina ; Herrmann, Samuel
The Annals of Applied Probability. 28 (2018) 3 - p. 1943-1976 , 2018

Link: https://www.jstor.org/st..

7

HITTING TIME FOR BESSEL PROCESSES—WALK ON MOVING SPHERES AL..:

Deaconu, Madalina ; Herrmann, Samuel
The Annals of Applied Probability. 23 (2013) 6 - p. 2259-2289 , 2013

Link: https://www.jstor.org/st..

8

Self-stabilizing processes: uniqueness problem for stationa..:

Herrmann, Samuel ; Tugaut, Julian
ESAIM: Probability and Statistics. 16 (2012) - p. 277-305 , 2012

Link: https://doi.org/10.1051/..

9

Large Deviations and a Kramers' Type Law for Self-Stabilizi..:

Herrmann, Samuel ; Imkeller, Peter ; Peithmann, Dierk
The Annals of Applied Probability. 18 (2008) 4 - p. 1379-1423 , 2008

Link: https://www.jstor.org/st..

10

Transition Times and Stochastic Resonance for Multidimensio..:

Herrmann, Samuel ; Imkeller, Peter ; Peithmann, Dierk
The Annals of Applied Probability. 16 (2006) 4 - p. 1851-1892 , 2006

Link: https://www.jstor.org/st..

11

The Exit Problem for Diffusions with Time-Periodic Drift an..:

Herrmann, Samuel ; Imkeller, Peter
The Annals of Applied Probability. 15 (2005) 1A - p. 39-68 , 2005

Link: https://www.jstor.org/st..

12

Rate of convergence of some self-attracting diffusions:

Herrmann, Samuel ; Scheutzow, Michael
Stochastic Processes and their Applications. 111 (2004) 1 - p. 41-55 , 2004

Link: https://doi.org/10.1016/..

13

Système de processus auto-stabilisants

Dissertationes mathematicae ; 414

Herrmann, Samuel , 2003

Exemplar: Zentrale:Magazin by 5801

14

Boundedness and convergence of some self-attracting diffusi..:

Herrmann, Samuel ; Roynette, Bernard
Mathematische Annalen. 325 (2003) 1 - p. 81-96 , 2003

Link: https://doi.org/10.1007/..

15

Phénomène de Peano et grandes déviations:

Herrmann, Samuel
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. 332 (2001) 11 - p. 1019-1024 , 2001

Link: https://doi.org/10.1016/..