Pages that link to "Item:Q2923430"

The following pages link to Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430):

Displaying 28 items.

• Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
• Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• Moderate deviations for marked Hawkes processes (Q1682738) (← 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)
• Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
• Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← 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)
• Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
• Limit theorems for discrete Hawkes processes (Q2344892) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
• Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
• Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
• Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
• Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
• (Q5001931) (← links)
• A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
• (Q5242986) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
• Stochastic transmission in epidemiological models (Q6198020) (← links)