This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the sm...

Two-Stage Problems with Stochastic Order Constraints. Darinka Dentcheva, Department of Mathematical Science, Stevens Institute of Technology. Abstract: We consider two-stage risk-averse stochastic optimization problems with a stochastic-order constraint on the second stage decisions. The usual stochastic order, the increasing convex order and a multivariate stochastic order will be discussed. W...

Abstract In this paper, we consider stochastic weakly convex optimization problems, however without the existence of a subgradient oracle. We present derivative free algorithm that uses two point approximation for computing gradient estimate smoothed function. prove convergence at similar rate as state art methods, with larger constant, and report some numerical results showing effectiveness ap...