Ely Merzbach

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Person:208544

Available identifiers

zbMath Open merzbach.elyWikidataQ16133448 ScholiaQ16133448MaRDI QIDQ208544

List of research outcomes





PublicationDate of PublicationType
Fractional Poisson fields and martingales2018-05-28Paper
Fractional Poisson fields2015-04-16Paper
The set-indexed Lévy process: stationarity, Markov and sample paths properties2013-04-22Paper
https://portal.mardi4nfdi.de/entity/Q31671532012-11-02Paper
Optimal detection of a change-set in a spatial Poisson process2010-05-06Paper
Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion2010-01-04Paper
Set-indexed Brownian motion on increasing paths2010-01-04Paper
https://portal.mardi4nfdi.de/entity/Q33961292009-09-16Paper
Characterizations of multiparameter Cox and Poisson processes by the renewal property2008-04-28Paper
The Multiparameter Fractional Brownian Motion2008-01-04Paper
A compensator characterization of point processes on topological lattices2007-11-23Paper
What is a multi-parameter renewal process?2007-03-08Paper
A set-indexed fractional Brownian motion2007-02-14Paper
A characterization of the set-indexed fractional Brownian motion by increasing paths2007-01-11Paper
Stopping Markov processes and first path on graphs2006-07-25Paper
The set-indexed bandit problem.2005-11-29Paper
Random clouds and an application to censoring in survival analysis2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q44261962003-09-16Paper
Central limit theorems for the ergodic adding machine2003-07-27Paper
Random censoring in set-indexed survival analysis2003-05-06Paper
A martingale characterization of the set-indexed Brownian motion2003-01-09Paper
Limit theorems for sums of random fuzzy sets2002-07-10Paper
Stochastic integration for set-indexed processes2001-11-18Paper
https://portal.mardi4nfdi.de/entity/Q27262622001-07-16Paper
https://portal.mardi4nfdi.de/entity/Q49554532001-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42647431999-10-06Paper
https://portal.mardi4nfdi.de/entity/Q43802321998-11-12Paper
https://portal.mardi4nfdi.de/entity/Q38431071998-08-24Paper
A note on expansion for functionals of spatial marked point processes1998-03-25Paper
Poisson convergence for set-indexed empirical processes1997-11-02Paper
https://portal.mardi4nfdi.de/entity/Q47182131997-04-09Paper
A martingale characterization of the set-indexed poisson process1997-01-05Paper
https://portal.mardi4nfdi.de/entity/Q46932131996-01-25Paper
Weak convergence of Markov processes using projective systems1996-01-15Paper
Stopping and set-indexed local martingales1995-05-23Paper
Lattices of random sets and progressivity1995-02-22Paper
How to construct a partition when preference sets are given1995-01-15Paper
A limit theorem for linear boundary value problems in random media1994-12-12Paper
Doob-Meyer decomposition for set-indexed submartingales1994-09-12Paper
Predictability and stopping on lattices of sets1994-08-28Paper
Worthy martingales and integrators1993-05-16Paper
Set-Indexed Stochastic Processes and Predictability1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q33622131992-01-01Paper
Intensity-based inference for planar point processes1990-01-01Paper
Markov properties for point processes on the plane1990-01-01Paper
On the extension of bimeasures1990-01-01Paper
Characterization of compensators for point processes on the plane1990-01-01Paper
Generalized holomorphic processes and differentiability1989-01-01Paper
A martingale approach to point processes in the plane1988-01-01Paper
Point processes indexed by directed sets1988-01-01Paper
Point processes in the plane1988-01-01Paper
Stopping a two parameter weak martingale1987-01-01Paper
Bimeasures and measures induced by planar stochastic integrators1986-01-01Paper
A characterization of the spatial Poisson process and changing time1986-01-01Paper
Regularity and decomposition of two-parameter supermartingales1985-01-01Paper
Different kinds of two-parameter martingales1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33114101983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36925591981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39157341981-01-01Paper
Stopping for two-dimensional stochastic processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38528961980-01-01Paper
Predictable and dual predictable projections of two-parameter stochastic processes1980-01-01Paper

Research outcomes over time

This page was built for person: Ely Merzbach