Pages that link to "Item:Q4057370"
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The following pages link to Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370):
Displaying 50 items.
- Conditioned super-Brownian motion (Q1326257) (← links)
- Statistical inference for detrended point processes (Q1327555) (← links)
- Asymptotic distinction of counting processes (Q1336028) (← links)
- Nonparametric estimators for Markov step processes (Q1336983) (← links)
- Imbedded construction of stationary sequences and point processes with a random memory (Q1339065) (← links)
- Some monotonicity and dependence properties of self-exciting point processes (Q1354839) (← links)
- Smoothed Cox regression (Q1372845) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Coupling with compensators (Q1382478) (← links)
- Bayesian analysis of proportional hazard models (Q1429314) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- Component importance in a random environment (Q1573645) (← links)
- Stability results for a general class of interacting point processes dynamics, and applications (Q1579375) (← links)
- Asymptotic reliability of a linearly connected system with an infinite number of components (Q1590836) (← links)
- Time and Palm stationarity of repairable systems (Q1593584) (← links)
- Transforming spatial point processes into Poisson processes (Q1593631) (← links)
- Fluctuations of bridges, reciprocal characteristics and concentration of measure (Q1621708) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics (Q1680943) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
- Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Poisson convergence in two dimensions with application to row and column exchangeable arrays (Q1819818) (← links)
- Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes (Q1824328) (← links)
- Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes (Q1899267) (← links)
- Poisson approximations for Markov-driven point processes (Q1915853) (← links)
- Modelling of repairable systems with various degrees of repair (Q1922592) (← links)
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- Counterfactual analyses with graphical models based on local independence (Q1940769) (← links)
- Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory (Q1962827) (← links)
- Probabilistic approach to finite state mean field games (Q1987323) (← links)
- On Bernstein type inequalities for stochastic integrals of multivariate point processes (Q1999916) (← links)
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes (Q2019056) (← links)
- Survival analysis via hierarchically dependent mixture hazards (Q2039791) (← links)
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
- Kolmogorov's equations for jump Markov processes with unbounded jump rates (Q2095220) (← links)
- Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality (Q2101901) (← links)
- Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Escape rate of Markov chains on infinite graphs (Q2248941) (← links)
- Consistent semiparametric estimators for recurrent event times models with application to virtual age models (Q2278672) (← links)
