Allanus H. Tsoi

Available identifiers

zbMath Open tsoi.allanus-hMaRDI QIDQ685728

List of research outcomes

Publication	Date of Publication	Type
A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians	2013-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q3094152	2011-10-21	Paper
On reinsurance and investment for large insurance portfolios	2008-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q5439590	2008-02-11	Paper
Filtering of Hidden Weak Markov Chain -Discrete Range Observations	2007-11-05	Paper
Invariance of Poisson noise	2007-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q5493845	2006-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q5493846	2006-10-16	Paper
Retarded jump-diffusion equations and stability.	2006-04-04	Paper
Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market	2005-11-25	Paper
THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS	2004-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q4789215	2003-06-02	Paper
https://portal.mardi4nfdi.de/entity/Q4550944	2002-11-11	Paper
Stochastic processes generated by functions of the Lévy Laplacian	2002-04-08	Paper
The Lévy Laplacian as a self-adjoint operator	2002-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4438224	2002-01-01	Paper
European option pricing when the riskfree interest rate follows a jump process	2001-05-11	Paper
https://portal.mardi4nfdi.de/entity/Q4516730	2000-11-28	Paper
Weak exponential stability of stochastic differential equations	2000-07-10	Paper
Short rate analysis and marked point processes	1999-11-01	Paper
Integration by parts for two–parameter single jump process	1999-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4339369	1997-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q3129896	1997-11-10	Paper
Existence ofdensities for functionals of the single jump process	1997-08-25	Paper
A characterization of \(k\)-parameter quasimartingales	1997-05-12	Paper
Integration by parts for a Lie group valued Brownian motion	1994-08-29	Paper
Time reversal of infinite-dimensional point processes	1993-10-03	Paper
Integration by parts for Poisson processes	1993-05-16	Paper
Integration by parts for the single jump process	1992-06-28	Paper
Time reversal of non-Markov point processes	1990-01-01	Paper

Research outcomes over time

This page was built for person: Allanus H. Tsoi