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On characterizations of Metropolis type algorithms in continuous time
Metropolitan type algorithm personality traits
2015/7/7
On characterizations of Metropolis type algorithms in continuous time。
Nonparametric tests of the Markov hypothesis in continuous-time models
Nonparametric tests Markov hypothesis continuous-time models
2010/11/18
We propose several statistics to test the Markov hypothesis for $\beta$-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov equation. We est...
Mean field limit of a continuous time finite state game
Mean field limit continuous time finite state game
2010/11/19
Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agent...
Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time
Dynkin games stopping games equilibrium stochastic analysis
2010/12/14
We prove that every two-player non-zero-sum Dynkin game in continuous time ad-mits an "-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an "-equilibrium ...