Ernesto Mordecki
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
2008/03/01 by Alan Lewis, Alan L. Lewis, Ernesto Mordecki · 6 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Flocking in noisy environments
2007/06/22 by Felipe Cucker, Ernesto Mordecki, Cucker, Felipe +1 · 2 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Engineering · #37H10 #68T05 #Distributed Control Multi-Agent Systems #Dynamical Systems (math.DS) #FOS: Mathematics #Insect and Arachnid Ecology and Behavior #Modular Robots and Swarm Intelligence #Probability (math.PR)
- Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions
2009/12/22 by Federico Dalmao, Ernesto Mordecki, Dalmao, Federico +1 · 1 citation
Biochemistry, Genetics and Molecular Biology · Computer Science · Medicine · #60K99 #Diffusion and Search Dynamics #Distributed Control Multi-Agent Systems #Dynamical Systems (math.DS) #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Probability (math.PR)
- Computing Greeks for Lévy Models: The Fourier Transform Approach
2014/07/04 by Federico De Olivera, De Olivera, Federico, Ernesto Mordecki +1 · 1 citation
Economics, Econometrics and Finance · #91G60 #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Diffusion spiders: Green kernel, excessive functions and optimal stopping
2022/09/23 by Jukka Lempa, Lempa, Jukka, Ernesto Mordecki +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics