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Latest additions: 2018-06-14 11:12 PDF The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus Pu, Fei ; Dalang, Robert 2018 | Theses | Detailed record - Similar records 2017-12-04 17:19 PDF Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization Ciccarella, Carlo ; Dalang, Robert 2017 | Theses | Detailed record - Similar records 2017-11-28 16:25 PDF Stochastic partial differential equations driven by Lévy white noises generalized random processes, random field solutions and regularity Humeau, Thomas Marie Jean-Baptiste ; Dalang, Robert 2017 | Theses | Detailed record - Similar records 2016-02-16 10:22 Moments And Growth Indices For The Nonlinear Stochastic Heat Equation With Rough Initial Conditions Chen, Le ; Dalang, Robert C. Annals Of Probability, 43 (6), 3006-3051 (2015) 2015 | Journal Articles | Detailed record - Similar records 2015-09-28 09:50 Multiple Points Of The Brownian Sheet In Critical Dimensions Dalang, Robert C. ; Mueller, Carl Annals Of Probability, 43 (4), 1577-1593 (2015) 2015 | Journal Articles | Detailed record - Similar records 2015-05-29 12:50 Stochastic optimization of sailing trajectories in an upwind regatta Dalang, Robert C. ; Dumas, Frederic ; Sardy, Sylvain ; Morgenthaler, Stephan[...] Journal Of The Operational Research Society, 66 (5), 807-821 (2015) 2015 | Journal Articles | Detailed record - Similar records 2015-05-29 12:50 A Quickest Detection Problem With An Observation Cost Dalang, Robert C. ; Shiryaev, Albert N. Annals Of Applied Probability, 25 (3), 1475-1512 (2015) 2015 | Journal Articles | Detailed record - Similar records 2015-04-13 14:41 Moment bounds and asymptotics for the stochastic wave equation Chen, Le ; Dalang, Robert C. Stochastic Processes And Their Applications, 125 (4), 1605-1628 (2015) 2015 | Journal Articles | Detailed record - Similar records 2014-12-30 09:44 Optimal expulsion and optimal confinement of a Brownian particle with a switching cost Dalang, Robert C. ; Vinckenbosch, Laura Stochastic Processes And Their Applications, 124 (12), 4050-4079 (2014) 2014 | Journal Articles | Detailed record - Similar records 2013-10-14 09:23 PDF Modeling an America's Cup Regatta as a Sequential Stochastic Game Rossel, Jean-Benoît ; Dalang, Robert 2013 | Theses | Detailed record - Similar records [>> more]