Magdalena Kobylanski
- Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
2010/12/12 by Magdalena Kobylanski, Kobylanski, Magdalena · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Stochastic processes and financial applications #math.OC #math.PR #msc:49J15 #msc:49L20S #msc:49L25 #msc:60F10 #msc:60G40
- A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton-Jacobi Integrodifferential Systems on Networks
2015/10/05 by Dan Goreac, Magdalena Kobylanski, Goreac, Dan +4 · 1 citation
Business, Management and Accounting · Engineering · Mathematics · #Advanced Queuing Theory Analysis #Markov Chains and Monte Carlo Methods #Traffic control and management #math.OC #math.PR