Fingerprint Dive into the research topics where Probabilidad (SNI 2) is active. These topic labels come from the works of this organization's members. Together they form a unique fingerprint.

Self-similar Processes Mathematics
Markov Process Mathematics
Average Cost Mathematics
Subordinator Mathematics
Scale Function Mathematics
Stable Process Mathematics
Zero-sum Mathematics
Process Control Mathematics

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Profiles

No photo of Oscar Vega Amaya
19982019

Research Output 1998 2019

  • 460 Citations
  • 11 h-Index
  • 39 Article
  • 2 Chapter
  • 1 Comment/debate

A perturbation approach to approximate value iteration for average cost Markov decision processes with borel spaces and bounded costs

Vega-Amaya, Ó. & López-Borbón, J., 1 Jan 2019, In : Kybernetika. 55, 1, p. 81-113 33 p.

Research output: Contribution to journalArticle

Value Iteration
Average Cost
Markov Decision Process
Perturbation
Costs
2 Citations (Scopus)

Conditioned real self-similar Markov processes

Kyprianou, A. E., Rivero Mercado, V. M. & Satitkanitkul, W., 1 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.

Research output: Contribution to journalArticle

Self-similar Processes
Stable Process
Markov Process
Markov processes
Conditioning

Deep Factorisation of the Stable Process III: the View from Radial Excursion Theory and the Point of Closest Reach

Kyprianou, A. E., Rivero, V. & Satitkanitkul, W., 1 Jan 2019, (Accepted/In press) In : Potential Analysis.

Research output: Contribution to journalArticle

Open Access
Excursion Theory
Stable Process
Factorization
Wiener-Hopf Factorization
n-tuple