The Annals of Applied Probability, Vol. 31, No. 5 (October 2021), pp. 2244-2274 (31 pages) We provide an exhaustive treatment of linear-quadratic control problems for a class of stochastic Volterra ...
In mathematics, a quadratic is a type of problem that deals with a variable multiplied by itself — an operation known as squaring. This language derives from the area of a square being its side length ...
Positive definite quadratic forms in normal variates, which do not necessarily reduce to a multiple of a χ2 variate, arise quite naturally in estimation and hypothesis testing problems related to ...