:: Library Catalog

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Détails bibliographiques
Auteurs principaux:	Yoshioka, Hidekazu, Yoshioka, Yumi
Format:	Preprint
Publié:	2025
Sujets:	Probability
Accès en ligne:	https://arxiv.org/abs/2502.10535
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Superposition of interacting stochastic processes with memory and its application to migrating fish counts
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Orlicz regrets to consistently bound statistics of random variables with an application to environmental indicators
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A mean field Jacobi process for modeling sustainable tourism
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Non-negative diffusion bridge of the McKean-Vlasov type: analysis of singular diffusion and application to fish migration
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CIR bridge for modeling of fish migration on sub-hourly scale
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A rate-induced tipping in the Pearson diffusion
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Diffusion bridge with misspecification: theory construction and application to high-resolution fish count data
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Environmental management and restoration under unified risk and uncertainty using robustified dynamic Orlicz risk
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Rate-induced tipping in a solvable model with the Allee effect
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Non-exchangeable evolutionary and mean field games and their applications
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Generalized replicator dynamics based on mean-field pairwise comparison dynamic
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Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management
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Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management
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Computational analysis on a linkage between generalized logit dynamic and discounted mean field game
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On the Palm distribution of superposition of point processes
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A Jump‐Driven Self‐Exciting Stochastic Fish Migration Model and Its Fisheries Applications
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The robust Orlicz risk with an application to the green photovoltaic power generation
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Exploration and aging of non-Markovian processes
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Fixation of leadership in non-Markovian growth processes
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Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators
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Markovian multivariate Hawkes population processes: Efficient evaluation of moments
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Rational arrival processes with strictly positive densities need not be Markovian
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Inverting the Markovian projection for pure jump processes
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