On piecewise linear processes
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 879792
- Self-exciting piecewise linear processes
- Modelling of dynamic processes with piecewise linear characteristics
- ON LINEAR PROCESSES WITH GIVEN MOMENTS
- Numerical stochastic models of piecewise-linear random processes
- On linear processes with dependent innovations
- scientific article; zbMATH DE number 3131444
- Piecewise linear process with renewal starting points
- Piecewise linear processes with Poisson-modulated exponential switching times
- Linear distribution processes
Cites work
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
- scientific article; zbMATH DE number 3168165 (Why is no real title available?)
- scientific article; zbMATH DE number 3901778 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A damped telegraph random process with logistic stationary distribution
- A jump telegraph model for option pricing
- Average continuous control of piecewise deterministic Markov processes
- Impulse control of piecewise-deterministic processes
- Numerical method for impulse control of piecewise deterministic Markov processes
- On the damped geometric telegrapher's process
- Point process theory and applications. Marked point and picewise deterministic processes.
- Telegraph processes and option pricing
Cited in
(6)- Piecewise linear process with renewal starting points
- scientific article; zbMATH DE number 4128265 (Why is no real title available?)
- Self-exciting piecewise linear processes
- scientific article; zbMATH DE number 3131444 (Why is no real title available?)
- Closure of linear processes
- Piecewise linear models of processor utilization
This page was built for publication: On piecewise linear processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2453922)