Search results

spectrally positive Lévy processes 2023-05-16 Paper The discrete approximation of a class of continuous-state nonlinear branching processes 2022-03-21 Paper Time-changed...

2023-08-24 Paper Multivariate self-exciting jump processes with applications to financial data 2023-06-02 Paper Nonlinear Spectral Analysis: A Local Gaussian Approach...

solutions of hybrid jump diffusion processes 2021-10-29 Paper Two theorems on Hunt's hypothesis (H) for Markov processes 2021-07-02 Paper Products of conditional...

Dissipativity and stabilization of nonlinear repetitive processes 2016-04-22 Paper Stabilization of differential repetitive processes 2015-10-23 Paper https://portal...

solution of nonlinear PDEs arising in financial mathematics 2014-06-04 Paper \(Q_p\)-valued jump processes associated with linear and nonlinear pseudo-differential...

for super Ornstein-Uhlenbeck processes 2014-10-10 Paper Central limit theorems for supercritical branching Markov processes 2014-06-03 Paper Multitype Branching...

general class of nonlinear processes 2011-02-22 Paper Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes 2010-10-22 Paper...

moving-average processes on cones 2023-07-12 Paper Pricing energy quanto options in the framework of Markov-modulated additive processes 2023-02-14 Paper...

method to the nonlinear Boltzmann equation 1984-01-01 Paper Derivation of exact nonlinear constitutive equations: A simple model for a nonlinear diffusion...

``Constructions of coupling processes for Lévy processes 2011-10-11 Paper Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes 2011-07-26 Paper...

continuous-state nonlinear branching processes 2022-06-20 Paper The discrete approximation of a class of continuous-state nonlinear branching processes 2022-03-21...

crossing times of telegraph processes with jumps 2020-05-04 Paper Kac-Lévy processes 2020-02-18 Paper Piecewise deterministic processes following two alternating...

integer-valued autoregressive processes 2006-12-08 Paper First-order random coefficient integer-valued autoregressive processes 2006-10-30 Paper Explosive...

2005-08-05 Paper Smoothness of harmonic functions for processes with jumps. 2004-09-07 Paper Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with...

1999-09-22 Paper Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models 1997-12-02 Paper https://portal...

decision processes with exponential utility 2022-01-18 Paper On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting...

master equations 2022-03-15 Paper On Bernstein processes of maximal entropy 2021-04-27 Paper On Bernstein processes generated by hierarchies of linear parabolic...

Approach to Markov Decision Processes 2017-07-27 Paper Evolutionary policy iteration for solving Markov decision processes 2017-07-12 Paper Two-person...

average processes: Hölder conditions 1999-01-14 Paper On regularity of certain stable processes 1998-12-06 Paper Reward processes with nonlinear reward...

global Cramér-Rao bounds 1987-01-01 Paper On the joint nonlinear filtering-smoothing of diffusion processes 1986-01-01 Paper On the Reference Probability Approach...