Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

Detecting Precipitation Climate Changes: An Approach Based on a Stochastic Daily Precipitation Model

2002 Mathematics Subject Classification: 62M10.

Stochastic Optimization in Robust Statistic

2000 Mathematics Subject Classification: 62J05, 62G35