We shall consider a discrete time version of Vasicek (1977) model with continuous state space. Unlike traditional approaches, we regard that continuous time and states models are approximation to the ...
This Collection supports and amplifies research related to SDG 3: Good Health & Well-Being. Understanding how complex biological behaviors emerge from interacting molecular, cellular, or ecological ...
Congratulations to Dr. Nizar Bouguila and his student, Ms. Elise Epaillard, whose conference paper entitled "Hybrid Hidden Markov Model for Mixed Continuous/Continuous and Discrete/Continuous Data ...
to speed up the construction of the discrete-time model by turning to Newton-type methods for solving the Schrödinger system (in the next section, we show numerically that a mixed Newton–Sinkhorn ...