The following pages link to (Q3774629):
Displaying 50 items.
- Functional central limit theorems for Markov-modulated infinite-server systems (Q530417) (← links)
- A blind policy for equalizing cumulative idleness (Q543552) (← links)
- Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
- Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172) (← links)
- Concentration inequalities for mean field particle models (Q549866) (← links)
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits (Q550136) (← links)
- Estimation for discretely observed continuous state branching processes with immigration (Q553018) (← links)
- A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length (Q556644) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- A cluster identification framework illustrated by a filtering model for earthquake occurrences (Q605863) (← links)
- Solving a non-linear stochastic pseudo-differential equation of Burgers type (Q608221) (← links)
- Fluid limits of many-server queues with reneging (Q614122) (← links)
- Modal identification of system driven by Lévy random excitation based on continuous time AR model (Q616066) (← links)
- Support theorem for stochastic variational inequalities (Q616307) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- Scaling limits of random planar maps with large faces (Q624656) (← links)
- Asymptotic behavior of maximum likelihood estimators in a branching diffusion model (Q625301) (← links)
- Law of large numbers limits for many-server queues (Q627233) (← links)
- Absolute continuity and singularity of two probability measures on a filtered space (Q639341) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- Large deviations for parameter estimators of some time inhomogeneous diffusion process (Q644655) (← links)
- On confined McKean Langevin processes satisfying the mean no-permeability boundary condition (Q645593) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
- Sorting using complete subintervals and the maximum number of runs in a randomly evolving sequence (Q659768) (← links)
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution (Q662573) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations (Q680480) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- A remark on the weak convergence of processes in the Skorohod topology (Q685730) (← links)
- A law of the iterated logarithm for stochastic integrals (Q689461) (← links)
- Convergence of stochastic gene networks to hybrid piecewise deterministic processes (Q691103) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
- Asymptotic of grazing collisions and particle approximation for the Kac equation without Cutoff (Q694987) (← links)
- Measurability for fuzzy valued functions (Q698808) (← links)
- Variational representations for continuous time processes (Q720739) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- A functional central limit theorem for Hilbert-valued martingales (Q726422) (← links)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- On the equivalence of some eternal additive coalescents (Q731715) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- Reflection principle and Ocone martingales (Q734669) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- A note on monitoring time-varying parameters in an autoregression (Q745379) (← links)
- Recurrent events and the exploding Cox model (Q746078) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
