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

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+Enlargement of Filtration with Finance in View
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+Enlargement of filtration and predictable representation property for semi-martingales
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+Exact simulation of Hawkes process with exponentially decaying intensity
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+Queues Driven by Hawkes Processes
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+RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR
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