Limits of random walks with distributionally robust transition probabilities
Article Properties
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DOI (url)
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Publication Date2021/01/01
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Indian UGC (journal)
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Refrences27
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Citations1
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Daniel Bartl University of Vienna, Austria
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Stephan Eckstein University of Hamburg, Germany
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Michael Kupper University of Konstanz, Germany
Cite
Bartl, Daniel, et al. “Limits of Random Walks With Distributionally Robust Transition Probabilities”. Electronic Communications in Probability, vol. 26, no. none, 2021, https://doi.org/10.1214/21-ecp393.
Bartl, D., Eckstein, S., & Kupper, M. (2021). Limits of random walks with distributionally robust transition probabilities. Electronic Communications in Probability, 26(none). https://doi.org/10.1214/21-ecp393
Bartl, Daniel, Stephan Eckstein, and Michael Kupper. “Limits of Random Walks With Distributionally Robust Transition Probabilities”. Electronic Communications in Probability 26, no. none (2021). https://doi.org/10.1214/21-ecp393.
Bartl D, Eckstein S, Kupper M. Limits of random walks with distributionally robust transition probabilities. Electronic Communications in Probability. 2021;26(none).
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models | SSRN Electronic Journal | 1 | 2018 | |
| Weak approximation of G-expectations | Stochastic Processes and their Applications |
| 33 | 2012 |
Robust Markov Decision Processes | Mathematics of Operations Research |
| 96 | 2013 |
| 10.1007/978-3-540-70847-6_25 | ||||
Extended Laplace principle for empirical measures of a Markov chain | Advances in Applied Probability |
| 9 | 2019 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Wasserstein perturbations of Markovian transition semigroups | Annales de l'Institut Henri Poincaré, Probabilités et Statistiques |
| 2023 |
Citations Analysis
| Category | Category Repetition |
|---|---|
| Science: Mathematics: Probabilities. Mathematical statistics | 1 |
| Science: Mathematics | 1 |
The category
Science: Mathematics: Probabilities. Mathematical statistics 1
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Wasserstein perturbations of Markovian transition semigroups and was published in 2023. The most recent citation comes from a 2023 study titled Wasserstein perturbations of Markovian transition semigroups. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the Annales de l'Institut Henri Poincaré, Probabilités et Statistiques cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.