Pages that link to "Item:Q1161196"
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The following pages link to Point processes and queues. Martingale dynamics (Q1161196):
Displaying 50 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- Optimal control of a multiclass queueing system when customers can change types (Q285963) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- A review of Burke's theorem for Brownian motion (Q298166) (← links)
- Jump-diffusion international asset allocation (Q300842) (← links)
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems (Q325081) (← links)
- Efficient information transfer by Poisson neurons (Q335078) (← links)
- Fluctuation scaling in neural spike trains (Q335086) (← links)
- On the mathematical modelling of tumor-induced angiogenesis (Q335241) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Control: a perspective (Q463779) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Error probability bounds for nuclear detection: improving accuracy through controlled mobility (Q472555) (← links)
- Optimal dividend payout for classical risk model with risk constraint (Q477499) (← links)
- Latent self-exciting point process model for spatial-temporal networks (Q478267) (← links)
- Stochastic differential games with a varying number of players (Q479322) (← links)
- Optimal maintenance scheduling for a complex manufacturing system subject to deterioration (Q490138) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Dynamic estimation of queue behaviour in urban traffic (Q579112) (← links)
- An extension to Norton's equivalent (Q583734) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- Estimation of data traffic flows from aggregate measurements (Q614315) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739) (← links)
- Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss (Q797945) (← links)
- Bounds on the distributions of extremal values of a scanning process (Q800046) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Martingale relations for the M/GI/1 queue with Markov modulated Poisson input (Q811026) (← links)
- Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits (Q812131) (← links)
- A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
