Tania Kosenkova - Info zur Person mit Bilder, News & Links

	Potsdam

	Högele Institut für Mathematik Mathematik Potsdam Michael Monahan

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HCM: Participants

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Participants. Panorama of Mathematics; Participants; Schedule; Poster; Participants; Contact; Name Affiliation; ... Tania Kosenkova: University of Potsdam: Pagona ...

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Tatjana Kosenkowa, Moskau, Russland. Melden Sie sich an oder registrieren Sie sich, um Tatjana Kosenkowa zu kontaktieren oder weitere Freunde zu finden.

Dokumente zum Namen

[ ] How close are time series to power tail Lévy diffusions?

arxiv.org

Authors:Jan Gairing, Michael A. Högele, Tania Kosenkova, Adam H. Monahan. (Submitted on 20 Apr 2017). Abstract: This article presents a ...

Wissenschaftliche Veröffentlichungen

Stochastic Analysis and Related Topics (StART TU Dresden

www.math.tu-dresden.de

Tania Kosenkova. Noise sensitivity of Lévy driven SDE's: estimates and applications. The topic of this talk is induced by the following question: ...

BERLIN, 31 January 2019: Lecture “Some aspects of modelling with...

ukrainet.eu

We cordially invite you to our next lecture within our “Science first hand” lecture series: Title: “Some aspects of modelling with stochastic ...

Berlin-Paris Workshop · Speakers

www3.math.tu-berlin.de

Workshop

Sonstiges

Jan M. Gairing , Michael A. Högele , Tania Kosenkova , Adam H. Monahan . How close are time series to power tail Lévy diffusions?. Chaos: An Interdisciplinary Journal of Nonlinear Science 2017; 27: [CrossRef] ...

5 th Workshop on Anomalous Diffusion

prac.im.pwr.edu.pl

Tania Kosenkova, University of Potsdam 3. Yousof Mardoukhi, university of Potsdam 4. Prof. Ralf Metzler, University of Potsdam 5. Prof. Arkady Pikovsky, University of Potsdam 6. Dr. Ralf Toenjes, University of Potsdam 7. Michal Balcerek, WrUT 8. Prof. Krzysztof Burnecki, WrUT 9. Dr. Janusz Gajda, WrUT

Die α-skalierte Brownsche Brücke: Einige Eigenschaften - Psychology

slidedocument.com

Institut für Mathematik Mathematisch-Naturwissenschaftliche Fakultät Universität Potsdam Die α-skalierte Brownsche Brücke: Einige Eigenschaften Masterarbeit…

Chaos: An interdisciplinary journal of nonlinear science , Vol....

dialnet.unirioja.es

Información de la revista Chaos: An interdisciplinary journal of nonlinear science

Martin eigel tu berlin :: nelascha

nelascha.ga

... TU Berlin Moritz Gerlach, U Potsdam Felix Gnther, TU Berlin Matthias Hammer, TU Berlin Ren Henrion, WIAS Thorsten Herrig, HU Berlin Tania Kosenkova, ...

Martin eigel tu berlin | prottotche

prottotche.ga

... U Potsdam Felix Gnther, TU Berlin Matthias Hammer, TU Berlin Ren Henrion, WIAS Thorsten Herrig, HU Berlin Tania Kosenkova, U Potsdam ...

Programme - Pwrprac.im.pwr.wroc.pl › HSC › imprezy › ADTA5

prac.im.pwr.wroc.pl

10: :15 Tania Kosenkova: Distances between Levy measures and their applications to noise sensitivity of Lévy driven SDE's

Stochastic Analysis and Related Topics (StART 2016) - PDF Free...

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Modern Stochastics: Theory and Applications, 2(4) (2015), Victoria Knopova V.M. Glushkov Institute of Cybernetics Tania Kosenkova Noise sensitivity of Lévy driven SDE s: estimates and applications The topic of this talk is induced by the following question: whether the deviation between the solutions of two different Lévy ...

Vorbemerkungen. Inhaltsverzeichnis: - PDF Free Download

docplayer.org

1028, Fax:-1001, schulzea Dr. Tania Kosenkova, Zi.1.08, Tel , Dr. Iurii Ganychenko, Zi.1.08, Tel , Professur für Mathematische Statistik Prof. Dr. Gilles ...

au:Kosenkova_T in:math - SciRate Search

scirate.com

We finally show that our method remains valid for linearly perturbed Lévy processes like periodic Ornstein-Uhlenbeck processes driven by Lévy noise. How close are time series to power tail Lévy diffusions? Jan Gairing, Michael A. Högele, Tania Kosenkova, Adam H. Monahan. Apr math.PR arXiv: v1.

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