Pages that link to "Item:Q3194568"
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The following pages link to Exponential Martingales and Changes of Measure for Counting Processes (Q3194568):
Displaying 15 items.
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- Stochastic equations and limit results for some two-type branching models (Q2322598) (← links)
- Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion (Q2813080) (← links)
- Large deviation principle for epidemic models (Q4684898) (← links)
- A Probabilistic Approach to Extended Finite State Mean Field Games (Q5000643) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- Structure learning for continuous time Bayesian networks via penalized likelihood (Q6641037) (← links)
