Items where Subject is "Stochastic processes"

A

Aguilera Díaz, Jaime (2020) Control de ecuaciones diferenciales estocásticas. [Trabajo Fin de Grado]

Arribas Francisco, Cristina (2018) Entropía relativa y riesgo de modelo en Swaps de tipos de interés. [Trabajo Fin de Máster]

Aceto, L. and Frutos Escrig, David de and Ingolfsdottir, Anna (2017) Trace simulation semantics is not finitely based over BCCSP. Acta Cybernetica, 23 (1). pp. 81-90. ISSN 0324721X

Artalejo, Jesús R. and Gómez-Corral, Antonio and López-García, M. and Molina París, C. (2016) Stochastic descriptors to study the fate and potential of naive T cell clonotypes in the periphery. Journal of Mathematical Biology . pp. 1-36. ISSN 0303-6812 (In Press)

Artalejo, Jesús R. and Economou, A. and López Herrero, María Jesús (2012) Stochastic epidemic models revisited: analysis of some continuous performance measures. Journal of biological dynamics, 6 (2). pp. 189-211. ISSN 1751-3758

Artalejo, Jesús R. and Economou, A. and Lopez-Herrero, M. J. (2010) On the number of recovered individuals in the SIS and SIR stochastic epidemic models. Mathematical Biosciences, 228 (1). pp. 45-55. ISSN 0025-5564

Artalejo, Jesús R. and López-Herrero, M.J. (2010) Quasi-stationary and ratio of expectations distributions: A comparative study. Journal of Theoretical Biology, 266 (2). pp. 264-274. ISSN 0022-5193

Artalejo, Jesús R. and Gómez-Corral, Antonio (2010) A state-dependent Markov-modulated mechanism for generating events and stochastic models. Mathematical Methods in the Applied Sciences, 33 (11). pp. 1342-1349. ISSN 0170-4214

Artalejo, Jesús R. and Gómez-Corral, Antonio and Qi-Ming, He (2010) Markovian arrivals in stochastic modelling: a survey and some new results. Sort: Statistics and Operations Research Transactions, 34 (2). pp. 101-156. ISSN 1696-2281

Artalejo, Jesús R. and Resing, J.A.C. (2010) Mean Value Analysis Of Single Server Retrial Queues. Asia-Pacific Journal of Operational Research, 27 (3). pp. 335-345. ISSN 0217-5959

Andrés Sánchez, César (2008) Two quantitative extensions to perform formal testing of timed systems. [Trabajo Fin de Máster]

Artalejo, Jesús R. and Gómez-Corral, Antonio (2007) Modelling communication systems with phase type service and retrial times. IEEE Communications letters, 11 (12). pp. 955-957. ISSN 1089-7798

Artalejo, Jesús R. and Economou, A. and Lopez-Herrero, M. J. (2007) Evaluating growth measures in an immigration process subject to binomial and geometric catastrophes. Mathematical Biosciences and Engineering , 4 (4). pp. 573-594. ISSN 1547-1063

Avram, F. and Gómez-Corral, Antonio (2006) On bulk-service MAP/PHL,N/1/N G-Queues with repeated attempts. Annals of Operations Research, 141 (1). pp. 109-137. ISSN 0254-5330

Avram, F. and Gómez-Corral, Antonio (2006) On the optimal control of a two-queue polling model. Operations Research Letters, 34 (3). pp. 339-348. ISSN 0167-6377

Artalejo, Jesús R. and Gómez-Corral, Antonio (1999) Performance analysis of a single-server queue with repeated attempts. Mathematical and Computer Modelling, 30 . pp. 79-88. ISSN 0895-7177

Artalejo, Jesús R. and Gómez-Corral, Antonio (1999) On a single server queue with negative arrivals and request repeated. Journal of Applied Probability, 36 (3). pp. 907-918. ISSN 0021-9002

Artalejo, Jesús R. and Gómez-Corral, Antonio (1997) Steady state solution of a single-server queue with linear repeated requests. Journal of Applied Probability, 34 (1). pp. 223-233. ISSN 0021-9002

Artalejo, Jesús R. and Gómez-Corral, Antonio (1995) Information theoretic analysis for queueing systems with quasi-random input. Mathematical and Computer Modelling, 22 (3). pp. 65-76. ISSN 0895-7177

B

Bodnar, Marek and Velázquez, J.J. L. (2005) Derivation of macroscopic equations for individual cell-based models. A formal approach. Mathematical Methods in the Applied Sciences, 28 (15). pp. 1757-1779. ISSN 1099-1476

C

Crespo Miguel, Rodrigo (2023) Statistical physics applied to population dynamics. [Thesis]

Carpio, Ana and Cebrián, Elena and Duro, Gema (2021) Well posedness and numerical solution of kinetic models for angiogenesis. In Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones. XVI Congreso de Matemática Aplicada. Universidad de Oviedo, pp. 109-113. ISBN 9788418482212

Capistrán, Marcos A. and Infante del Río, Juan Antonio (2019) Estimating a pressure dependent thermal conductivity coefficient with applications in food technology. Inverse Problems in Science and Engineering, 28 (2). pp. 277-293. ISSN 1741-5977

Castro Cantalejo, Javier and Gómez González, Daniel and Molina, Elienda and Tejada Cazorla, Juan Antonio (2017) Improving polynomial estimation of the Shapley value by stratified random sampling with optimum allocation. Computers & Operations Research, 82 . pp. 180-188. ISSN 0305-0548

Carabias López, Susana (2003) Análisis estocástico de los procesos de inversión. [Thesis]

Caballero, R. and Cerdá Tena, Emilio and Muñoz, M.M. and Rey, L. and Stancu-Minasian, I. (2000) Efficient solution concepts and their relations in stochastic multiobjective programming. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 2000, ]

Caballero, Rafael and Cerdá Tena, Emilio and Muñoz, María del Mar and Rey, Lourdes (1998) Relations among several efficiency concepts in stochastic multiple objective programming. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 1998, ]

Cerdá Tena, Emilio (1991) Control de sistemas lineales con expectativas racionales en caso de información incompleta. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 02, 1991, ISSN: 2255-5471 ]

D

Díaz Díaz, Jesús Ildefonso and Faghloumi, Ch. (2008) Actions on Environment under uncertainty: stochastic formulation and the associated deterministic problem. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A: Matemáticas, 102 (2). pp. 335-353. ISSN 1578-7303

Díaz Díaz, Gregorio and Díaz Díaz, Jesús Ildefonso and Faghloumi, C. (2007) On an evolution problem associated to the modelling of incertitude into the environment. Nonlinear analysis. Real world applications : an international multidisciplinary journal, 8 (1). pp. 399-404. ISSN 1468-1218

Díaz Díaz, Gregorio and Díaz Díaz, Jesús Ildefonso (2002) On a stochastic parabolic PDE arising in Climatology. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas, 96 (1). pp. 123-128. ISSN 1578-7303

E

Escudero Medina, Sergio (2021) Análisis fractal de la precipitación en España. [Trabajo Fin de Grado]

Estrella Salvador, Jorge Rainiero (2020) Geoid undulation models for Madrid topographic network through geostatistical techniques designed from free and commercial software. [Trabajo Fin de Máster]

Economou, Antonis and Gómez-Corral, Antonio and Kanta, Spyridoula (2011) Optimal balking strategies in single-server queues with general service and vacation times. Performance Evaluation, 68 (10). pp. 967-982. ISSN 0166-5316

Economou, A. and Gómez-Corral, Antonio (2007) The batch Markovian arrival process subject to renewal generated geometric catastrophes. Stochastic Models, 23 (2). pp. 211-233. ISSN 1532-6349

F

Fenoy, Mar (2017) The invariant optimal sampling plan in a sequentially planned decision procedure. Sequential Analysis, 36 (2). pp. 194-209. ISSN 07474946

Fenoy, Mar (2004) Procedimientos secuenciales generalizados. [Thesis]

Falin, Guennadi I. and Gómez-Corral, Antonio (2000) On a bivariate Markov process arising in the theory of single-server retrial queues. Statistica Neerlandica, 54 (1). pp. 67-78. ISSN 0039-0402

Flores de Frutos, Rafael and Jerez Méndez, Miguel (1998) Testing for invertibility in univariate ARIMA processes. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 03, 1998, ]

Flores de Frutos, Rafael and Jerez Méndez, Miguel (1997) Testing for invertibility in a MA(1) process. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 1997, ]

Flores de Frutos, Rafael and Novales Cinca, Alfonso (1994) Permanent components in seasonal variables. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 1994, ]

G

Gómez-Corral, Antonio and López-García, M. (2018) A Within-Host Stochastic Model for Nematode Infection. Mathematics, 6 (9). p. 143. ISSN 2227-7390

Gómez-Corral, Antonio and Escribano Martos, Manuel David (2009) Marked Markovian Arrivals in a Tandem G-Network with Blocking. Methodology and computing in applied probability, 11 (4). pp. 621-649. ISSN 1387-5841

Gómez-Corral, Antonio and Escribano Martos, Manuel David (2008) A. B. Clarke's Tandem Queue Revisited-Sojourn Times. Stochastic Analysis and Applications, 26 (6). pp. 1111-1135. ISSN 0736-2994

Gómez-Corral, Antonio and Escribano Martos, Manuel David (2006) Performance of two-stage tandem queues with blocking: The impact of several flows of signals. Performance Evaluation, 63 . pp. 910-938. ISSN 0166-5316

Gómez-Corral, Antonio (2006) A bibliographical guide to the analysis of retrial queues through matrix analytic techniques. Annals of Operations Research, 141 . pp. 163-191. ISSN 0254-5330

Gómez-Corral, Antonio and Krishnamoorthy, A. and Narayanan, V.C. (2005) The impact of self-generation of priorities on multi-server queues with finite capacity. Stochastic Models, 21 . pp. 427-447. ISSN 1532-6349

García Aguado, Ana María (2003) Programación estocástica por metas : teoría y aplicaciones económicas. [Thesis]

Gómez-Corral, Antonio (2002) A tandem queue with blocking and Markovian Arrival Process. Queueing Systems, 41 (4). pp. 343-370. ISSN 0257-0130

Gómez-Corral, Antonio (2002) On a tandem G-network with blocking. Advances in Applied Probability, 34 (3). pp. 626-661. ISSN 0001-8678

Gómez-Corral, Antonio (2001) On extreme values of orbit lengths in M/G/1 queues with constant retrial rate. Or Spektrum, 23 (3). pp. 395-409. ISSN 0171-6468

Gómez-Corral, Antonio and Ramalhoto, M.F. (1999) The stationary distribution of a Markovian process arising in the theory of multiserver retrial queueing systems. Mathematical and Computer Modelling, 30 . pp. 141-158. ISSN 0895-7177

Gómez-Corral, Antonio (1999) Stochastic analysis of a single server retrial queue with general retrial times. Naval Research Logistics (NRL), 46 (5). pp. 561-581. ISSN 0894-069X

Gracia-Díez, Mercedes and Serrano García, Gregorio R. (1994) Observaciones anómalas en modelos de elección binaria. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 05, 1994, ]

H

Herrera de la Cruz, Jorge (2021) Resolución numérica de juegos diferenciales deterministas y estocásticos en equilibrios de Nash. [Thesis]

Henares Vilaboa, Kevin (2018) Sistema avanzado de predicción de crisis migrañosas. [Trabajo Fin de Máster]

J

Jarrín Vivar, Carlos Andrés (2019) Como influye la información personal, social en el consumo de drogas (Estudio de predicción en la población escolar de Chile) [sic]. [Trabajo Fin de Máster]

Jiménez Martín, Juan Ángel (2004) Los modelos de equilibrio general estocástico y el tipo de cambio. [Thesis]

L

León Caballero, Javier and Vitoriano, Begoña and Hearne, John (2023) A risk-averse solution for the prescribed burning problem. Safety Science, 158 . p. 105951. ISSN 0925-7535

Li, Hao (2021) Estudio y predicción de la demanda de bicis de BiciMAD usando técnicas de minería de datos. [Trabajo Fin de Máster]

León Caballero, Javier and Puerto, Justo and Vitoriano, Begoña (2020) A Risk-Aversion Approach for the Multiobjective Stochastic Programming Problem. Mathematics, 8 (11). 1 -26. ISSN 2227-7390

Lahoz Beltrá, Rafael and Martin Zorrila, Juan Vicente and Bru Espino, Antonio and Pérez-Urria Carril, Elena and Puelles Gallo, Maria and González Casanovas, Jorge (2015) Newton 2.0: Diseño de un kit y metodología docente innovadores para el modelado de "sistemas cambiantes" con ladrillos-N. [Proyecto de Innovación Docente]

Landaburu Jiménez, María Elena and Pardo Llorente, Leandro (2006) Weighted (h,theta)-divergences in goodness-of-fit with composite null hypotheses. Kybernetes , 35 (5-6 ). 713-725 . ISSN 0368-492X

López Barquilla, Natalia (2004) Semánticas para álgebras de procesos estocásticos no markovianos. [Thesis]

Leguey Galán, Santiago (2002) Las bases estocásticas de la modelización financiera. [Thesis]

M

Moreno, Manuel and Novales Cinca, Alfonso and Platania, Federico (2019) Long-term swings and seasonality in energy markets. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 29, 2019, ISSN: 2341-2356 ]

Morales González, Domingo and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen and Vadja, Igor (2003) Limit laws for disparities of spacings. Journal of Nonparametric Statistics, 15 (3). pp. 325-342. ISSN 1048-5252

Muñoz Martos, María del Mar (2003) Programación estocástica : algunas aportaciones teóricas y computacionales. [Thesis]

Morales González, Domingo and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen and Vadja, Igor (2000) Extension of the Wald statistic to models with dependent observations. Metrika, 52 (2). pp. 97-113. ISSN 0026-1335

Moreno Sáez, Alfredo and Montes Botella, José Luis and Trillo del Pozo, David (2000) Measuring the technical efficiency trough maximun likelihood models: a comparison between alternative specifications applied to a university. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 28, 2000, ISSN: 2255-5471 ]

Morales González, Domingo and Pardo Llorente, Leandro and Vadja, Igor (2000) Renyi statistics in directed families of exponential experiments. Statistics, 34 (2). pp. 151-174. ISSN 0233-1888

Mera Rivas, María Eugenia and Morán Cabré, Manuel (2000) Smoothness, degrees of freedom and Liapunov exponents of a time series. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 09, 2000, ISSN: 2255-5471 ]

Martín Moreno, José María (1997) Teoría de los ciclos reales en economía abiertas: una aplicación al caso español. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 14, 1997, ]

Montero, Javier and Tejada Cazorla, Juan Antonio and Yáñez, Javier (1990) Structural properties of continuum systems. European Journal Of Operational Research, 45 (2-3). pp. 231-240. ISSN 0377-2217

N

Novales Cinca, Alfonso and Domínguez, Emilio and Pérez, Javier and Ruiz, Jesús (1998) Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 08, 1998, ]

O

Ortuño, M. T. and Tirado Domínguez, Gregorio and Vitoriano, Begoña (2011) A lexicographical goal programming based decision support system for logistics of Humanitarian Aid. Top, 19 (2). pp. 464-479. ISSN 1134-5764

P

Pérez Cervera, Alberto and Lindner, Benjamin and Thomas, Peter J. (2022) Quantitative comparison of the mean–return-time phase and the stochastic asymptotic phase for noisy oscillators. Biological Cybernetics, 116 (2). pp. 219-234. ISSN 1432-0770

Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2005) Nonadditivity in loglinear models using phi-divergences and MLEs. Journal of Statistical Planning and Inference, 127 (1-2). pp. 237-252. ISSN 0378-3758

Pardo Llorente, María del Carmen (1998) Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence. Information Sciences, 105 (1-4). pp. 115-122. ISSN 0020-0255

Pérez García, Javier-José (1998) A comparison and evaluation of some alternative solution methods to dynamics stochastic models. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 1998, ]

R

Rodríguez Martínez, Adán (2021) Modelización estocástica y generación de escenarios para gestión de desastres. [Thesis]

Relloso Pereda, Silvia (1997) Un modelo multivariante para el empleo por sectores, activos y parados en España. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 1997, ]

S

Sampedro Pascual, Juan Carlos (2022) Approximation schemes for path integration on Riemannian manifolds. Journal of Mathematical Analysis and Applications, 512 (2). p. 126176. ISSN 0022-247X

Stancu-Minasian, I.M. and Caballero, R. and Cerdá Tena, Emilio and Muñoz, M.M. (1997) The Stochastic Bottleneck Linear Programming Problem. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 22, 1997, ]

U

Usábel Rodrigo, Miguel Arturo (1998) Zero coupon bonds assesment using a stochastic model for the discount factor. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 03, 1998, ISSN: 2255-5471 ]

Usábel Rodrigo, Miguel Arturo (1997) Applications to risk theory of a Montecarlo multiple integration method. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 20, 1997, ISSN: 2255-5471 ]

Usábel Rodrigo, Miguel Arturo (1997) Insurance considering a new stochastic model for the discount factor. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 19, 1997, ISSN: 2255-5471 ]

Usábel Rodrigo, Miguel Arturo (1994) Consideraciones sobre los métodos recursivos de cálculo de la probabilidad de ruina: caso horizonte temporal finito y tiempo discreto. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 16, 1994, ISSN: 2255-5471 ]

V

Vilar-Zanón, José Luis and Rogo, Barbara (2022) Application of Convex Duality to the risk hedging of financial claims. [ ]

Y

Yáñez Gestoso, Francisco Javier (2015) Suficiencia en procesos estocásticos controlados. [Thesis]

Á

Álvarez Sánchez, Christian (2018) Despliegue y gestión de plataformas basadas en fog computing en el seno de una ciudad interconectada. [Trabajo Fin de Máster]