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.
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- Reciprocal classes of random walks on graphs (Q2359706) (← links)
- Semiparametric inference with correlated recurrence time data (Q2360904) (← links)
- Semiparametric inference for a general class of models for recurrent events (Q2370457) (← links)
- Zero-sum continuous-time Markov pure jump game over a fixed duration (Q2396685) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem (Q2476401) (← links)
- Fluid limits of optimally controlled queueing networks (Q2478415) (← links)
- On non-simple marked point processes (Q2502144) (← links)
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
- Efficiency of estimators for partially specified filtered models (Q2640277) (← links)
- Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (Q2786427) (← links)
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (Q2810984) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints (Q2833104) (← links)
- Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria (Q2837757) (← links)
- TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK (Q2851562) (← links)
- Girsanov Theory Under a Finite Entropy Condition (Q2908752) (← links)
- Cumulants and Bartlett Identities in Cox Regression (Q2956048) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- The limiting log-likelihood process for discontinuous density families (Q3038394) (← links)
- Changes of filtrations and of probability measures (Q3051166) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- Semiparametric estimation with recurrent event data under informative monitoring (Q3145395) (← links)
- Multi-state Model for Dementia, Institutionalization, and Death (Q3155326) (← links)
- PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES (Q3168859) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Nonparametric estimation based on censored observations of a Markov renewal process (Q3207862) (← links)
- On convergence in variation of the distributions of multivariate point processes (Q3314665) (← links)
- �quations de type de Boltzmann, spatialement homog�nes (Q3347061) (← links)
- (Q3397659) (← links)
- Thinning of Point Processes—Martingale Method (Q3415961) (← links)
- Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes (Q3457099) (← links)
- Lifetesting and estimation with arbitrary distribution function (Q3473968) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- Controlled Heterogeneous Collection: The Role of Occupation Numbers (Q3535623) (← links)
- A Note on Credit Insurance (Q3632839) (← links)
