scientific article; zbMATH DE number 6727024
From MaRDI portal
Publication:5346032
zbMath1364.60100MaRDI QIDQ5346032
Publication date: 8 June 2017
Full work available at URL: http://alea.impa.br/articles/v14/14-24.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (2)
A two-state neuronal model with alternating exponential excitation ⋮ First crossing times of telegraph processes with jumps
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamic optimal execution in a mixed-market-impact Hawkes price model
- Transport processes with random jump rate
- Telegraph processes and option pricing
- Numerical method for impulse control of piecewise deterministic Markov processes
- Hypo-exponential distributions and compound Poisson processes with alternating parameters
- Option pricing model based on a Markov-modulated diffusion with jumps
- Impulse control of piecewise-deterministic processes
- A stochastic model related to the telegrapher's equation
- Properties of the telegrapher's random process with or without a trap
- On piecewise linear processes
- On random motions with velocities alternating at Erlang-distributed random times
- Compound Poisson Process with a Poisson Subordinator
- Multivariate Hawkes processes: an application to financial data
- Option Pricing Driven by a Telegraph Process with Random Jumps
- A Damped Telegraph Random Process with Logistic Stationary Distribution
- On a 2n-valued telegraph signal and the related integrated process
- The Equations of Markovian Random Evolution on the Line
- Telegraph processes with random velocities
- On prices' evolutions based on geometric telegrapher's process
- Generalized integrated telegraph processes and the distribution of related stopping times
- Motions with reflecting and absorbing barriers driven by the telegraph equation
- On the Asymmetric Telegraph Processes
- A jump telegraph model for option pricing
- Spectra of some self-exciting and mutually exciting point processes
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
This page was built for publication:
