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Artigo de periodico
Bid-ask spread dynamics: large upward jump with geometric catastrophes (2024)
Cerda-Hernández, Jose Javier ; Logachov, Artem ; Yambartsev, Anatoli
Source: RAIRO - Operations Research. Unidade: IME
Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS
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ABNT
CERDA-HERNÁNDEZ, Jose Javier e LOGACHOV, Artem e YAMBARTSEV, Anatoli. Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, v. 58, n. 2, p. 1375-1399, 2024Tradução . . Disponível em: https://doi.org/10.1051/ro/2024039. Acesso em: 03 jul. 2024.
APA
Cerda-Hernández, J. J., Logachov, A., & Yambartsev, A. (2024). Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, 58( 2), 1375-1399. doi:10.1051/ro/2024039
NLM
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1051/ro/2024039
Vancouver
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1051/ro/2024039
Artigo de periodico
Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime (2023)
Rojas, Helder ; Logachov, Artem; Iambartsev, Anatoli
Source: Mathematics. Unidade: IME
Subjects: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ROJAS, Helder e LOGACHOV, Artem e IAMBARTSEV, Anatoli. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, v. 11, n. artigo 4235, p. 1-24, 2023Tradução . . Disponível em: https://doi.org/10.3390/math11204235. Acesso em: 03 jul. 2024.
APA
Rojas, H., Logachov, A., & Iambartsev, A. (2023). Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, 11( artigo 4235), 1-24. doi:10.3390/math11204235
NLM
Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2024 jul. 03 ] Available from: https://doi.org/10.3390/math11204235
Vancouver
Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2024 jul. 03 ] Available from: https://doi.org/10.3390/math11204235
Artigo de periodico
Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition (2022)
Logachov, A.; Mogulskii, Anatolii; Iambartsev, Anatoli
Source: ESAIM: Probability and Statistics. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
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ABNT
LOGACHOV, A. e MOGULSKII, Anatolii e IAMBARTSEV, Anatoli. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. ESAIM: Probability and Statistics, v. 26, p. 152-170, 2022Tradução . . Disponível em: https://doi.org/10.1051/ps/2022002. Acesso em: 03 jul. 2024.
APA
Logachov, A., Mogulskii, A., & Iambartsev, A. (2022). Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. ESAIM: Probability and Statistics, 26, 152-170. doi:10.1051/ps/2022002
NLM
Logachov A, Mogulskii A, Iambartsev A. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition [Internet]. ESAIM: Probability and Statistics. 2022 ; 26 152-170.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1051/ps/2022002
Vancouver
Logachov A, Mogulskii A, Iambartsev A. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition [Internet]. ESAIM: Probability and Statistics. 2022 ; 26 152-170.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1051/ps/2022002
Artigo de periodico
Large fluctuations of radiation in stochastically activated two-level systems (2017)
Pechersky, Eugene A; Pirogov, S; Schutz, G. M; Vladimirov, A; Iambartsev, Anatoli
Source: Journal of Physics A: Mathematical and Theoretical. Unidade: IME
Subjects: PROCESSOS DE MARKOV, PROCESSOS ESTACIONÁRIOS, PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PECHERSKY, Eugene A et al. Large fluctuations of radiation in stochastically activated two-level systems. Journal of Physics A: Mathematical and Theoretical, v. 50, n. 45, p. 1-20, 2017Tradução . . Disponível em: https://doi.org/10.1088/1751-8121/aa8dba. Acesso em: 03 jul. 2024.
APA
Pechersky, E. A., Pirogov, S., Schutz, G. M., Vladimirov, A., & Iambartsev, A. (2017). Large fluctuations of radiation in stochastically activated two-level systems. Journal of Physics A: Mathematical and Theoretical, 50( 45), 1-20. doi:10.1088/1751-8121/aa8dba
NLM
Pechersky EA, Pirogov S, Schutz GM, Vladimirov A, Iambartsev A. Large fluctuations of radiation in stochastically activated two-level systems [Internet]. Journal of Physics A: Mathematical and Theoretical. 2017 ; 50( 45): 1-20.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1088/1751-8121/aa8dba
Vancouver
Pechersky EA, Pirogov S, Schutz GM, Vladimirov A, Iambartsev A. Large fluctuations of radiation in stochastically activated two-level systems [Internet]. Journal of Physics A: Mathematical and Theoretical. 2017 ; 50( 45): 1-20.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1088/1751-8121/aa8dba
Artigo de periodico
Stochastic ising model with plastic interactions (2017)
Pechersky, Eugene; Via, Guillem; Yambartsev, Anatoli
Source: Statistics and Probability Letters. Unidade: IME
Subjects: CADEIAS DE MARKOV, PROCESSOS DE MARKOV, PROBABILIDADE, PROCESSOS ESTOCÁSTICOS
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ABNT
PECHERSKY, Eugene e VIA, Guillem e YAMBARTSEV, Anatoli. Stochastic ising model with plastic interactions. Statistics and Probability Letters, v. 123, p. 100-106, 2017Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2016.11.028. Acesso em: 03 jul. 2024.
APA
Pechersky, E., Via, G., & Yambartsev, A. (2017). Stochastic ising model with plastic interactions. Statistics and Probability Letters, 123, 100-106. doi:10.1016/j.spl.2016.11.028
NLM
Pechersky E, Via G, Yambartsev A. Stochastic ising model with plastic interactions [Internet]. Statistics and Probability Letters. 2017 ; 123 100-106.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1016/j.spl.2016.11.028
Vancouver
Pechersky E, Via G, Yambartsev A. Stochastic ising model with plastic interactions [Internet]. Statistics and Probability Letters. 2017 ; 123 100-106.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1016/j.spl.2016.11.028
Artigo de periodico
Backward-stochastic-differential-equation approach to modeling of gene expression (2017)
Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre Ferreira; Aguiar, Paulo de Castro
Source: Physical Review E : Covering Statistical, Nonlinear, Biological, and Soft Matter Physics. Unidade: EACH
Subjects: PROCESSOS ESTOCÁSTICOS, EXPRESSÃO GÊNICA, BIOLOGIA MOLECULAR
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ABNT
SHAMAROVA, Evelina et al. Backward-stochastic-differential-equation approach to modeling of gene expression. Physical Review E : Covering Statistical, Nonlinear, Biological, and Soft Matter Physics, v. 95, n. 3, 2017Tradução . . Disponível em: https://doi.org/10.1103/PhysRevE.95.032418. Acesso em: 03 jul. 2024.
APA
Shamarova, E., Chertovskih, R., Ramos, A. F., & Aguiar, P. de C. (2017). Backward-stochastic-differential-equation approach to modeling of gene expression. Physical Review E : Covering Statistical, Nonlinear, Biological, and Soft Matter Physics, 95( 3). doi:10.1103/PhysRevE.95.032418
NLM
Shamarova E, Chertovskih R, Ramos AF, Aguiar P de C. Backward-stochastic-differential-equation approach to modeling of gene expression [Internet]. Physical Review E : Covering Statistical, Nonlinear, Biological, and Soft Matter Physics. 2017 ; 95( 3):[citado 2024 jul. 03 ] Available from: https://doi.org/10.1103/PhysRevE.95.032418
Vancouver
Shamarova E, Chertovskih R, Ramos AF, Aguiar P de C. Backward-stochastic-differential-equation approach to modeling of gene expression [Internet]. Physical Review E : Covering Statistical, Nonlinear, Biological, and Soft Matter Physics. 2017 ; 95( 3):[citado 2024 jul. 03 ] Available from: https://doi.org/10.1103/PhysRevE.95.032418
Artigo de periodico
Phase transition in ferromagnetic Ising model with a cell-board external field (2016)
González Navarrete, Manuel Alejandro; Pechersky, Eugene A; Yambartsev, Anatoli
Source: Journal of Statistical Physics. Unidade: IME
Subjects: MODELO DE ISING, PROCESSOS ESTOCÁSTICOS, MECÂNICA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GONZÁLEZ NAVARRETE, Manuel Alejandro e PECHERSKY, Eugene A e YAMBARTSEV, Anatoli. Phase transition in ferromagnetic Ising model with a cell-board external field. Journal of Statistical Physics, v. 162, n. Ja 2016, p. 139-161, 2016Tradução . . Disponível em: https://doi.org/10.1007/s10955-015-1392-9. Acesso em: 03 jul. 2024.
APA
González Navarrete, M. A., Pechersky, E. A., & Yambartsev, A. (2016). Phase transition in ferromagnetic Ising model with a cell-board external field. Journal of Statistical Physics, 162( Ja 2016), 139-161. doi:10.1007/s10955-015-1392-9
NLM
González Navarrete MA, Pechersky EA, Yambartsev A. Phase transition in ferromagnetic Ising model with a cell-board external field [Internet]. Journal of Statistical Physics. 2016 ; 162( Ja 2016): 139-161.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1007/s10955-015-1392-9
Vancouver
González Navarrete MA, Pechersky EA, Yambartsev A. Phase transition in ferromagnetic Ising model with a cell-board external field [Internet]. Journal of Statistical Physics. 2016 ; 162( Ja 2016): 139-161.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1007/s10955-015-1392-9
Artigo de periodico
Large deviations for excursions of non-homogeneous Markov processes (2014)
Mogulskii, Anatoli; Pechersky, Eugene A; Iambartsev, Anatoli
Source: Electronic Communications in Probability. Unidade: IME
Subjects: PROCESSOS ESTOCÁSTICOS, GRANDES DESVIOS, PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
MOGULSKII, Anatoli e PECHERSKY, Eugene A e IAMBARTSEV, Anatoli. Large deviations for excursions of non-homogeneous Markov processes. Electronic Communications in Probability, v. 19, p. 1-8, 2014Tradução . . Disponível em: https://doi.org/10.1214/ECP.v19-3289. Acesso em: 03 jul. 2024.
APA
Mogulskii, A., Pechersky, E. A., & Iambartsev, A. (2014). Large deviations for excursions of non-homogeneous Markov processes. Electronic Communications in Probability, 19, 1-8. doi:10.1214/ECP.v19-3289
NLM
Mogulskii A, Pechersky EA, Iambartsev A. Large deviations for excursions of non-homogeneous Markov processes [Internet]. Electronic Communications in Probability. 2014 ; 19 1-8.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1214/ECP.v19-3289
Vancouver
Mogulskii A, Pechersky EA, Iambartsev A. Large deviations for excursions of non-homogeneous Markov processes [Internet]. Electronic Communications in Probability. 2014 ; 19 1-8.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1214/ECP.v19-3289
Artigo de periodico
Percolation properties of the non-ideal gas (2009)
Pechersky, Eugene A.; Yambartsev, Anatoli
Source: Journal of Statistical Physics. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PECHERSKY, Eugene A. e YAMBARTSEV, Anatoli. Percolation properties of the non-ideal gas. Journal of Statistical Physics, v. 137, n. 3, p. 501-520, 2009Tradução . . Disponível em: https://doi.org/10.1007/s10955-009-9856-4. Acesso em: 03 jul. 2024.
APA
Pechersky, E. A., & Yambartsev, A. (2009). Percolation properties of the non-ideal gas. Journal of Statistical Physics, 137( 3), 501-520. doi:10.1007/s10955-009-9856-4
NLM
Pechersky EA, Yambartsev A. Percolation properties of the non-ideal gas [Internet]. Journal of Statistical Physics. 2009 ; 137( 3): 501-520.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1007/s10955-009-9856-4
Vancouver
Pechersky EA, Yambartsev A. Percolation properties of the non-ideal gas [Internet]. Journal of Statistical Physics. 2009 ; 137( 3): 501-520.[citado 2024 jul. 03 ] Available from: https://doi.org/10.1007/s10955-009-9856-4
Artigo de periodico
Inequalities for the occurrence times of rare events in mixing processes: the state of the art (2001)
Abadi, Martín.; Galves, Antonio
Source: Markov Processes and Related Fields. Unidade: IME
Subjects: PROCESSOS ESTOCÁSTICOS, PROCESSOS ESTACIONÁRIOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ABADI, Martín. e GALVES, Antonio. Inequalities for the occurrence times of rare events in mixing processes: the state of the art. Markov Processes and Related Fields, v. 7, n. 1, p. 97-112, 2001Tradução . . Acesso em: 03 jul. 2024.
APA
Abadi, M., & Galves, A. (2001). Inequalities for the occurrence times of rare events in mixing processes: the state of the art. Markov Processes and Related Fields, 7( 1), 97-112.
NLM
Abadi M, Galves A. Inequalities for the occurrence times of rare events in mixing processes: the state of the art. Markov Processes and Related Fields. 2001 ; 7( 1): 97-112.[citado 2024 jul. 03 ]
Vancouver
Abadi M, Galves A. Inequalities for the occurrence times of rare events in mixing processes: the state of the art. Markov Processes and Related Fields. 2001 ; 7( 1): 97-112.[citado 2024 jul. 03 ]

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