Pages that link to "Item:Q1708987"

The following pages link to Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987):

Displaying 16 items.

• Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
• Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
• Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
• Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
• Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
• (Q5001931) (← links)
• An ephemerally self-exciting point process (Q5084789) (← links)
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)