| Publication | Date of Publication | Type |
|---|
Utility-based hedging and pricing with a nontraded asset for jump processes
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-31 | Paper |
Utility indifference valuation for jump risky assets
Decisions in Economics and Finance | 2011-12-13 | Paper |
Wealth optimization and dual problems for jump stock dynamics with stochastic factor
Stochastics | 2011-03-11 | Paper |
Stochastic control methods: Hedging in a market described by pure jump processes
Acta Applicandae Mathematicae | 2010-07-24 | Paper |
Risk-neutral measures and pricing for a pure jump price process
Probability in the Engineering and Informational Sciences | 2010-03-22 | Paper |
PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH
International Journal of Theoretical and Applied Finance | 2009-08-03 | Paper |
Controlled Heterogeneous Collection: The Role of Occupation Numbers
Journal of Applied Probability | 2008-11-13 | Paper |
scientific article; zbMATH DE number 5214400 (Why is no real title available?)
| 2007-11-26 | Paper |
Modelling a multitype branching Brownian motion: Filtering of a measure-valued process
Acta Applicandae Mathematicae | 2006-09-12 | Paper |
Filtering on a partially observed ultra-high-frequency data model
Acta Applicandae Mathematicae | 2006-09-04 | Paper |
A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
International Journal of Theoretical and Applied Finance | 2006-08-14 | Paper |
Heterogeneous population dynamical model: a filtering problem
Journal of Applied Probability | 2005-10-18 | Paper |
Multitype branching processes observing particles of a given type
Journal of Applied Probability | 2005-10-18 | Paper |
Finite state and discrete time approximation for filters.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Controlled partially observed jump processes: dynamics dependent on the observed history.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2003-03-16 | Paper |
JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2003-03-16 | Paper |
Existence of optimal controls for partially observed jump processes
Acta Applicandae Mathematicae | 2003-03-11 | Paper |
Conditional law of a branching process observing a subpopulation
Journal of Applied Probability | 2002-11-05 | Paper |
An approximation method for controlled discrete jump processes under partial observations
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
Nonlinear filtering equation of a jump process with counting observations
Acta Applicandae Mathematicae | 2002-03-03 | Paper |
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
Journal of Applied Probability | 2001-09-02 | Paper |
Filtering of a Markov jump process with counting observations
Applied Mathematics and Optimization | 2001-06-13 | Paper |
Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
Statistics & Probability Letters | 2000-12-03 | Paper |
Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Optimal control and filtering of the reproduction law of a branching process
Acta Applicandae Mathematicae | 1999-04-26 | Paper |
Filtering of a branching process given its split times
Journal of Applied Probability | 1998-04-23 | Paper |
Some Results about Stopping Timesof the Marked Tree Space
Theory of Probability & Its Applications | 1998-01-29 | Paper |
Stochastic control methods in optimal design of life testing
Stochastic Processes and their Applications | 1994-12-07 | Paper |
Optimality in Accelerated Life Tests
Mathematics of Operations Research | 1993-03-01 | Paper |
A discrete non-linear Markov model for a population of interacting cells
Stochastic Processes and their Applications | 1991-01-01 | Paper |
Law of Large Numbers for DNA Distribution in an Interacting Cell Population
SIAM Journal on Applied Mathematics | 1991-01-01 | Paper |
Martingale Approach for Modeling DNA Synthesis
SIAM Journal on Applied Mathematics | 1988-01-01 | Paper |
Association rates of diffusion-controlled reactions in two dimensions
Acta Applicandae Mathematicae | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3928057 (Why is no real title available?)
| 1985-01-01 | Paper |
Simulation of diffusions with boundary conditions
Systems & Control Letters | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3843551 (Why is no real title available?)
| 1984-01-01 | Paper |
On the convergence of sequences of stationary jump Markov processes
Statistics & Probability Letters | 1983-01-01 | Paper |
Lateral diffusion and eigenvalue estimates
Bulletin of Mathematical Biology | 1983-01-01 | Paper |
A diffusion model for patch formation on cellular surfaces
Applied Mathematics and Optimization | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3685928 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3509787 (Why is no real title available?)
| 1975-01-01 | Paper |
A variational principle in statistical mechanics for particle systems with bounded pair interactions
Journal of Mathematical Physics | 1975-01-01 | Paper |
Exact Solution of a Time-Dependent Quantal Harmonic Oscillator with a Singular Perturbation
Journal of Mathematical Physics | 1971-01-01 | Paper |
