Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

Entangled qubits transported through space is a key element in many prospective quantum
information systems, from long-distance quantum communication to large modular quantum …

Computer simulations are often used to replace physical experiments for exploring the
complex relationships between input and output variables. We study the optimal design …

Superpositions of Ornstein-Uhlenbeck processes provide convenient ways to build
stationary processes with given marginal distributions and long range dependence. After …

Continuous non-Gaussian stationary processes of the OU-type are becoming increasingly
popular given their flexibility in modelling stylized features of financial series such as …

Measurement on sets with a specific geometric shape can be of interest for many important
applications (eg, measurement along the isotherms in structural engineering). The …

Continuous random processes and fields are regularly applied to model temporal or spatial
phenomena in many different fields of science, and model fitting is usually done with the …

The understanding of methane emission and methane absorption plays a central role both
in the atmosphere and on the surface of the Earth. Several important ecological processes …

In this work, a mathematical unifying framework for designing new fault detection schemes in
nonlinear stochastic continuous-time dynamical systems is developed. These schemes are …

The problem of estimating the parameters of a linear regression model Z (s, t)= m 1 g 1 (s,
t)+···+ mpgp (s, t)+ U (s, t) based on observations of Z on a spatial domain G of special shape …