Henryk Gzyl : rechercher sur Z-Library

Le plus grand référentiel d'articles scientifiques au monde. 70,000,000+ d'articles gratuitement.

Don't use scam websites

Livres
Articles (130)
Les plus populaires
Liste
- Liste
- Tableau

1

The Weierstrass Approximation Theorem and Large Deviations

Henryk Gzyl and José Luis Palacios

Journal:

American Mathematical Monthly

Année:

1997

Langue:

english

Fichier:

PDF, 175 KB

english, 1997

2

Calibration of short rate term structure models from bid–ask coupon bond prices

Gomes-Gonçalves, Erika, Gzyl, Henryk, Mayoral, Silvia

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2018

Langue:

english

Fichier:

PDF, 627 KB

english, 2018

3

The Feynman-Kac formula and the Hamilton-Jacobi equation

Journal:

Journal of Mathematical Analysis and Applications

Année:

1989

Langue:

english

Fichier:

PDF, 368 KB

english, 1989

4

Multidimensional extension of Faa di Bruno's formula

Journal:

Journal of Mathematical Analysis and Applications

Année:

1986

Langue:

english

Fichier:

PDF, 180 KB

english, 1986

5

Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness

Journal:

Applied Mathematics and Computation

Année:

2001

Langue:

english

Fichier:

PDF, 141 KB

english, 2001

6

Determination of zero-coupon and spot rates from treasury data by maximum entropy methods

Gzyl, Henryk, Mayoral, Silvia

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2016

Langue:

english

Fichier:

PDF, 425 KB

english, 2016

7

Noise-induced transitions: Theory and applications in physics, chemistry and biology

Journal:

Acta Applicandae Mathematicae

Année:

1988

Langue:

english

Fichier:

PDF, 115 KB

english, 1988

8

A generalized maxentropic inversion procedure for noisy data

Amos Golan, Henryk Gzyl

Journal:

Applied Mathematics and Computation

Année:

2002

Langue:

english

Fichier:

PDF, 121 KB

english, 2002

9

Maxentropic construction of risk neutral measures: discrete market models

Journal:

Applied Mathematical Finance

Année:

2000

Langue:

english

Fichier:

PDF, 314 KB

english, 2000

10

Stochastic volatility models including open, close, high and low prices

Horst, Enrique Ter, Rodriguez, Abel, Gzyl, Henryk, Molina, German

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 669 KB

english, 2012

11

Recent Advances in Applied Probability ||

Baeza-Yates, Ricardo, Glaz, Joseph, Gzyl, Henryk, Hüsler, Jürgen, Palacios, José Luis

Année:

2005

Langue:

english

Fichier:

PDF, 12.00 MB

english, 2005

12

A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean

Gzyl, Henryk, ter Horst, Enrique

Journal:

Année:

2014

Langue:

english

Fichier:

PDF, 123 KB

english, 2014

13

Recent Advances in Applied Probability || The Arov-Grossman Model and Burg’s Entropy

Baeza-Yates, Ricardo, Glaz, Joseph, Gzyl, Henryk, Hüsler, Jürgen, Palacios, José Luis

Année:

2005

Langue:

english

Fichier:

PDF, 484 KB

english, 2005

14

Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean

Gzyl, Henryk, Mayoral, Silvia

Journal:

Applied Mathematical Finance

Année:

2012

Langue:

english

Fichier:

PDF, 279 KB

english, 2012

15

Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods

Gomes-Gonçalves, Erika, Gzyl, Henryk, Mayoral, Silvia

Journal:

Insurance: Mathematics and Economics

Année:

2016

Langue:

english

Fichier:

PDF, 838 KB

english, 2016

16

Loss Data Analysis (The Maximum Entropy Approach) || 4 Some detailed examples

Gzyl, Henryk, Mayoral, Silvia, Gomes-Gonçalves, Erika

Année:

2018

Langue:

english

Fichier:

PDF, 126 KB

english, 2018

17

Loss Data Analysis (The Maximum Entropy Approach) || 6 Laplace transforms and fractional moment problems

Gzyl, Henryk, Mayoral, Silvia, Gomes-Gonçalves, Erika

Année:

2018

Langue:

english

Fichier:

PDF, 158 KB

english, 2018

18

The Weierstrass Approximation Theorem and Large Deviations

Gzyl, Henryk, Palacios, José Luis

Journal:

American Mathematical Monthly

Année:

1997

Langue:

english

Fichier:

PDF, 407 KB

english, 1997

19

Hitting spheres with Brownian motion revisited

Journal:

Statistics & Probability Letters

Année:

2019

Langue:

english

Fichier:

PDF, 296 KB

english, 2019

20

Construction of contingency tables by maximum entropy in the mean

Journal:

Communication in Statistics- Theory and Methods

Année:

2020

Fichier:

PDF, 997 KB

2020

21

Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean

Arratia, Argimiro, Gzyl, Henryk

Journal:

Computational Economics

Année:

2019

Fichier:

PDF, 474 KB

2019

22

Bayesian parameter inference for models of the Black and Scholes type

Henryk Gzyl, Enrique ter Horst, Samuel W. Malone

Journal:

Applied Stochastic Models in Business and Industry

Année:

2008

Langue:

english

Fichier:

PDF, 166 KB

english, 2008

23

Assessment and propagation of input uncertainty in tree-based option pricing models

Henryk Gzyl, German Molina, Enrique ter Horst

Journal:

Applied Stochastic Models in Business and Industry

Année:

2009

Langue:

english

Fichier:

PDF, 904 KB

english, 2009

24

Evolution semigroups and Hamiltonian flows

Journal:

Journal of Mathematical Analysis and Applications

Année:

1985

Langue:

english

Fichier:

PDF, 688 KB

english, 1985

25

Canonical transformations, umbral calculus, and orthogonal theory

Journal:

Journal of Mathematical Analysis and Applications

Année:

1985

Langue:

english

Fichier:

PDF, 452 KB

english, 1985

26

Canonical equivalence of integrable systems, their associated (semi) — groups, and moment systems

Journal:

Journal of Mathematical Analysis and Applications

Année:

1986

Langue:

english

Fichier:

PDF, 430 KB

english, 1986

27

Umbral calculus via integral transforms

Journal:

Journal of Mathematical Analysis and Applications

Année:

1988

Langue:

english

Fichier:

PDF, 373 KB

english, 1988

28

Maxentropic reconstruction of Fourier and Laplace transforms

Journal:

Applied Mathematics and Computation

Année:

1995

Langue:

english

Fichier:

PDF, 301 KB

english, 1995

29

Integration of the linear filtering problem by means of canonical transformations

Journal:

Systems & Control Letters

Année:

1983

Langue:

english

Fichier:

PDF, 192 KB

english, 1983

30

Characterization of vector valued, gaussian, stationary, markov processes

Journal:

Statistics & Probability Letters

Année:

1987

Langue:

english

Fichier:

PDF, 187 KB

english, 1987

31

Diffusions on some submanifolds of euclidean spaces

Journal:

Statistics & Probability Letters

Année:

1990

Langue:

english

Fichier:

PDF, 208 KB

english, 1990

32

Remarks on the equation dXt = a(Xt)dBt

Cristina Betz, Henryk Gzyl

Journal:

Stochastic Processes and their Applications

Année:

1981

Langue:

english

Fichier:

PDF, 218 KB

english, 1981

33

Probabilistic approach to wave propagation problems II: Boundary value problems

Journal:

Mathematical and Computer Modelling

Année:

1990

Langue:

english

Fichier:

PDF, 618 KB

english, 1990

34

Probabilistic approach to wave propagation problems, I

Henryk Gzyl, Raul Jimenez

Journal:

Mathematical and Computer Modelling

Année:

1990

Langue:

english

Fichier:

PDF, 603 KB

english, 1990

35

The max-ent approach to linear programming with quadratic errors

Journal:

Mathematical and Computer Modelling

Année:

1991

Langue:

english

Fichier:

PDF, 347 KB

english, 1991

36

Probabilistic approach to wave propagation problems III: Brownian local times and waves in layered media

Journal:

Mathematical and Computer Modelling

Année:

1991

Langue:

english

Fichier:

PDF, 510 KB

english, 1991

37

Probabilistic approach to wave propagation problems IV: Reflecting boundaries

Christina Betz, Henryk Gzyl

Journal:

Mathematical and Computer Modelling

Année:

1991

Langue:

english

Fichier:

PDF, 726 KB

english, 1991

38

Maxentropic solution of fractional moment problems

Henryk Gzyl, Pier Luigi Novi Inverardi, Aldo Tagliani, Minaya Villasana

Journal:

Applied Mathematics and Computation

Année:

2006

Langue:

english

Fichier:

PDF, 192 KB

english, 2006

39

A method for determining risk aversion functions from uncertain market prices of risk

Henryk Gzyl, Silvia Mayoral

Journal:

Insurance: Mathematics and Economics

Année:

2010

Langue:

english

Fichier:

PDF, 393 KB

english, 2010

40

Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions

Journal:

Applied Mathematics and Computation

Année:

2002

Langue:

english

Fichier:

PDF, 120 KB

english, 2002

41

A perturbative approach for reconstructing diffusion coefficients

Henryk Gzyl, Minaya Villasana

Journal:

Applied Mathematics and Computation

Année:

2004

Langue:

english

Fichier:

PDF, 496 KB

english, 2004

42

Maxentropic reconstruction of Fourier and Laplace transforms under nonlinear constraints

Journal:

Applied Mathematics and Computation

Année:

1997

Langue:

english

Fichier:

PDF, 346 KB

english, 1997

43

Linear reconstruction problems with convex constraints: influence of the a priori data

Henryk Gzyl, Yurayh Velasquez

Journal:

Applied Mathematics and Computation

Année:

2000

Langue:

english

Fichier:

PDF, 203 KB

english, 2000

44

On the equivalence of some exact master equations

Journal:

Journal of Statistical Physics

Année:

1981

Langue:

english

Fichier:

PDF, 100 KB

english, 1981

45

Linearized Boltzmann equations I: Representation of solutions

Journal:

Journal of Statistical Physics

Année:

1982

Langue:

english

Fichier:

PDF, 292 KB

english, 1982

46

Integration of the boltzmann equation in the relaxation time approximation

Journal:

Journal of Statistical Physics

Année:

1982

Langue:

english

Fichier:

PDF, 223 KB

english, 1982

47

Determination of risk pricing measures from market prices of risk

Henryk Gzyl, Silvia Mayoral

Journal:

Insurance: Mathematics and Economics

Année:

2008

Langue:

english

Fichier:

PDF, 1.78 MB

english, 2008

48

Inverse problems for random walks on trees: Network tomography

Victor de la Pena, Henryk Gzyl, Patrick McDonald

Journal:

Statistics & Probability Letters

Année:

2008

Langue:

english

Fichier:

PDF, 567 KB

english, 2008

49

Parameter estimation in superposition of decaying exponentials

Carolina Chang, Henryk Gzyl

Journal:

Applied Mathematics and Computation

Année:

1998

Langue:

english

Fichier:

PDF, 526 KB

english, 1998

50

Maxentropic Reconstruction of Some Probability Distributions

Journal:

Studies in Applied Mathematics

Année:

2000

Langue:

english

Fichier:

PDF, 109 KB

english, 2000