Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922): Difference between revisions

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+.03308
@@ Property / arXiv ID: 2208.03308 / rank @@
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@@ Property / cites work @@
+Enlargement of Filtration with Finance in View
@@ Property / cites work: Enlargement of Filtration with Finance in View / rank @@
+Normal rank
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+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
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+Hedging of Credit Derivatives in Models with Totally Unexpected Default
+Normal rank
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+Enlargement of filtration and predictable representation property for semi-martingales
+Normal rank
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+Exact simulation of Hawkes process with exponentially decaying intensity
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+Queues Driven by Hawkes Processes
@@ Property / cites work: Queues Driven by Hawkes Processes / rank @@
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@@ Property / cites work @@
+The Physics of the Mt/G/∞ Queue
@@ Property / cites work: The Physics of the Mt/G/∞ Queue / rank @@
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@@ Property / cites work @@
+Multivariate Hawkes processes: an application to financial data
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+Affine Point Processes and Portfolio Credit Risk
@@ Property / cites work: Affine Point Processes and Portfolio Credit Risk / rank @@
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@@ Property / cites work @@
+Fundamentals of Queueing Theory
@@ Property / cites work: Fundamentals of Queueing Theory / rank @@
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@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
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@@ Property / cites work @@
+Infinite-server queues with Hawkes input
@@ Property / cites work: Infinite-server queues with Hawkes input / rank @@
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+Numerical method for means of linear Hawkes processes
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+State-dependent Hawkes processes and their application to limit order book modelling
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+Stochastic differential equations. An introduction with applications.
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+RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR
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+Q126041797
@@ Property / Wikidata QID: Q126041797 / rank @@
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+Publication:2167922