10 results
On a generalization of the Rényi–Srivastava characterization of the Poisson law
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 68-82
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- March 2021
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A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations
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- Communications in Computational Physics / Volume 20 / Issue 3 / September 2016
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- 31 August 2016, pp. 703-732
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- September 2016
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A New Approach for Error Reduction in the Volume Penalization Method
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- Communications in Computational Physics / Volume 16 / Issue 5 / November 2014
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- 03 June 2015, pp. 1181-1200
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- November 2014
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A Numerical Study of Jet Propulsion of an Oblate Jellyfish Using a Momentum Exchange-Based Immersed Boundary-Lattice Boltzmann Method
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- Advances in Applied Mathematics and Mechanics / Volume 6 / Issue 3 / June 2014
- Published online by Cambridge University Press:
- 03 June 2015, pp. 307-326
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- June 2014
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Adaptive Locally Weighted Projection Regression Method for Uncertainty Quantification
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- Communications in Computational Physics / Volume 14 / Issue 4 / October 2013
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- 03 June 2015, pp. 851-878
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- October 2013
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A Compressed Sensing Approach for Partial Differential Equations with Random Input Data
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- Communications in Computational Physics / Volume 12 / Issue 4 / October 2012
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- 20 August 2015, pp. 919-954
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- October 2012
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Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 911-924
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- December 2011
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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 217-237
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- March 2011
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A symmetrized Euler scheme for an efficient approximation of reflected diffusions
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 877-889
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- September 2004
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On a new approach to calculating expectations for option pricing
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- Journal of Applied Probability / Volume 39 / Issue 4 / December 2002
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- 14 July 2016, pp. 889-895
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- December 2002
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