Point process theory and applications. Marked point and picewise deterministic processes.
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
- Research on CDS pricing model with endogenous recovery rate
- Experience rating in the classic Markov chain life insurance setting
- An introduction to the theory of point processes
- Fitting statistical distributions to sea duck count data: implications for survey design and abundance estimation
- scientific article; zbMATH DE number 50761 (Why is no real title available?)
- Transaction time models in multi-state life insurance
- Stability analysis for stochastic hybrid systems: a survey
- Asymptotic approximations for stationary distributions of many-server queues with abandonment
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions
- Infinite dimensional piecewise deterministic Markov processes
- A stochastic model for neural progenitor dynamics in the mouse cerebral cortex
- Fluid limits of many-server queues with reneging
- Optimisation of drawdowns by generalised reinsurance in the classical risk model
- Point processes in statistical risk analysis
- Risk minimization with inflation and interest rate risk: applications to non-life insurance
- Scaled insurance cash flows: representation and computation via change of measure techniques
- Non-parametric estimation of the conditional distribution of the interjumping times for piecewise-deterministic Markov processes
- Mean reflected BSDE driven by a marked point process and application in insurance risk management
- A quantum kinetic Monte Carlo method for quantum many-body spin dynamics
- Qualitative properties of certain piecewise deterministic Markov processes
- On the stability of planar randomly switched systems
- Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- On piecewise linear processes
- Are there common values in first-price auctions? A tail-index nonparametric test
- Option pricing under jump-diffusion processes with regime switching
- Generalized Cox model for default times
- Semi-parametric inference for the absorption features of a growth-fragmentation model
- Exponential martingales and changes of measure for counting processes
- Statistical inference for piecewise-deterministic Markov processes
- Analysis of large urn models with local mean-field interactions
- Geometry of iteration stable tessellations: connection with Poisson hyperplanes
- scientific article; zbMATH DE number 846911 (Why is no real title available?)
- Approximation methods for piecewise deterministic Markov processes and their costs
- Fluid limits for many-server systems with reneging under a priority policy
- Probabilistic characterization of directional distances and their robust versions
- Long time behavior of telegraph processes under convex potentials
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- Pricing of cyber insurance contracts in a network model
- Trends and questions in open multi-agent systems
- Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process
- Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems
- A PDMP model of the epithelial cell turn-over in the intestinal crypt including microbiota-derived regulations
- The Time to Ruin in Some Additive Risk Models with Random Premium Rates
- Some simple but challenging Markov processes
- Modeling random traffic accidents by conservation laws
- An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes
- Lasso and probabilistic inequalities for multivariate point processes
- Aggregate Markov models in life insurance: properties and valuation
- A generic model for spouse's pensions with a view towards the calculation of liabilities
- Links between deterministic and stochastic approaches for invasion in growth-fragmentation-death models
- A multiscale stochastic criminal behavior model under a hybrid scheme
- A generic construction for high order approximation schemes of semigroups using random grids
- MDP algorithms for portfolio optimization problems in pure jump markets
- Piecewise deterministic Markov processes applied to fatigue crack growth modelling
- Rice formula for processes with jumps and applications
- On technical bases and surplus in life insurance
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
- Bivariate Fibonacci polynomials of order k with statistical applications
- A methodology for probabilistic model-based prognosis
- Dynamics of a vector-host model under switching environments
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
- Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations
- Optimal control of partially observable piecewise deterministic Markov processes
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
- Generalized Poisson measures on topological spaces and applications
- Nonequivalence of controllability properties for piecewise linear Markov switch processes
- Piecewise deterministic processes following two alternating patterns
- Nonparametric likelihood based estimation of linear filters for point processes
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation
- Quantitative speeds of convergence for exposure to food contaminants
- scientific article; zbMATH DE number 1385487 (Why is no real title available?)
- Piecewise deterministic Markov processes and their invariant measures
- Forward transition rates
- Extended reduced-form framework for non-life insurance
- Loss reserves in the light of stochastic processes
- On intensities of perturbed random measures on Hausdorff spaces
- On dependent marking and thinning of point processes
- Spatio-temporal modelling of a cox point process sampled by a curve, filtering and inference
- Efficient position decoding methods based on fluorescence calcium imaging in the mouse hippocampus
- Abel-type results for controlled piecewise deterministic Markov processes
- The equilibrium states of large networks of Erlang queues
- Dynamics of state-wise prospective reserves in the presence of non-monotone information
- Functional classification of bitcoin addresses
- Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology
- Optimal dividend-penalty policies for a piecewise-deterministic compound Poisson risk model with transaction costs
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance
- Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model
- Uncertainty quantification with risk measures in production planning
- Load-dependent machine failures in production network models
- Efficient projections of with-profit life insurance using lumping
- Stochastic kinetic models: dynamic independence, modularity and graphs
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