scientific article

From MaRDI portal
Publication:3680030

zbMath0565.60070MaRDI QIDQ3680030

Mark H. A. Davis

Publication date: 1984


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

On the optimal importance process for piecewise deterministic Markov process, Random Switching in an Ecosystem with Two Prey and One Predator, A Stochastic Hybrid Framework for Obtaining Statistics of Many Random Walkers in a Switching Environment, Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts, On the expectation of total discounted operating costs up to default and its applications, Concentration inequalities for a removal-driven thinning process, A Model of Seasonal Savanna Dynamics, Asymptotic Properties of a General Model of Immune Status, A stochastic hierarchical model for low grade glioma evolution, 2 state-feedback control for continuous semi-Markov jump linear systems with rational transition rates, Infinite dimensional piecewise deterministic Markov processes, Mean field approximation of an optimal control problem for the continuity equation arising in smart charging, Confined run-and-tumble model with boundary aggregation: Long-time behavior and convergence to the confined Fokker–Planck model, A stochastic time scale based framework for system reliability under a Markovian dynamic environment, Optimisation of drawdowns by generalised reinsurance in the classical risk model, The mean-field limit for particle systems with uniform full-rank constraints, Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times, Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors, Homogenization of the linear Boltzmann equation with a highly oscillating scattering term in extended phase space, Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process, Adaptive discounted control for piecewise deterministic Markov processes, Speed up Zig-Zag, Return-to-normality in a piecewise deterministic Markov SIR+V model with pharmaceutical and non-pharmaceutical interventions, The kind of silence: managing a reputation for voluntary disclosure in financial markets, Semi‐Markov models of epidemics over networks with time delays, On decay–surge population models, Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions, Deriving a kinetic uncertainty relation for piecewise deterministic processes: from classical to quantum, On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems, A Piecewise Deterministic Markov Process Approach Modeling a Dry Friction Problem with Noise, Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes, A spatial measure-valued model for chemical reaction networks in heterogeneous systems, INAR approximation of bivariate linear birth and death process, Global density equations for a population of actively switching particles, A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes, On the Dynamical Interplay of Positive and Negative Affects, Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games, Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games, Inducing Environmental Disclosures: A Dynamic Mechanism Design Approach, Approximation methods for piecewise deterministic Markov processes and their costs, Unnamed Item, A Note on Insensitivity in Stochastic Networks, State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic, Some simple but challenging Markov processes, Piecewise deterministic processes following two alternating patterns, Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach, Stability of preemptive EDF queueing networks, Zero-Sum Stopping Games with Asymmetric Information, Random switching near bifurcations, A Markovian growth-collapse model, Application of the interacting particle system method to piecewise deterministic Markov processes used in reliability, Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport, Load-Dependent Machine Failures in Production Network Models, Moment Analysis of Linear Time-Varying Dynamical Systems with Renewal Transitions, A unified approach for large queue asymptotics in a heterogeneous multiserver queue, Limit theorems for the zig-zag process, On a Predator-Prey System with Random Switching that Never Converges to its Equilibrium, Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses, Weakly coupled systems of the infinity Laplace equations, Variability and singularity arising from a Piecewise-Deterministic Markov Process applied to model poor patient compliance in the multi-IV case, Stationarity and Inference in Multistate Promoter Models of Stochastic Gene Expression via Stick-Breaking Measures, Non-reversible processes: GENERIC, hypocoercivity and fluctuations, Construction of stochastic hybrid path integrals using operator methods, Stochastic billiards on general tables, Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality., Ruin theory for the risk process described by PDMPs, Semi-Markovian capacities in production network models, A note on the conditional probabilities of the telegraph process, Spiracular fluttering decouples oxygen uptake and water loss: a stochastic PDE model of respiratory water loss in insects, Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression, On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms, Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform, RAP-modulated fluid processes: first passages and the stationary distribution, Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors, Complexity of zigzag sampling algorithm for strongly log-concave distributions, Couplings for Andersen dynamics, Moments for Hawkes processes with gamma decay kernel functions, Random tessellations and Gibbsian solutions of Hamilton-Jacobi equations, Forward equations for reflected diffusions with jumps, Optimal point process filtering and estimation of the coalescent process, Robust global recurrence for a class of stochastic hybrid systems, Stability of discrete-time linear systems with Markovian jumping parameters, Kinetic statistics of scalar conservation laws with piecewise-deterministic Markov process data, Effects of population- and seed bank size fluctuations on neutral evolution and efficacy of natural selection, Spectral Bayesian estimation for general stochastic hybrid systems, Reachability and safety objectives in Markov decision processes on long but finite horizons, Exponential change of measure for general piecewise deterministic Markov processes, Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles, Fluctuating-rate model with multiple gene states, Application of the Goodwin model to autoregulatory feedback for stochastic gene expression, Research on CDS pricing model with endogenous recovery rate, Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements, Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity, Stochastic hybrid systems in cellular neuroscience, Heavy-traffic limits for stationary network flows, Vasicek model with mixed-exponential jumps and its applications in finance and insurance, On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs, On the stability of planar randomly switched systems, Change-point detection for piecewise deterministic Markov processes, Ruin by dynamic contagion claims, Low-lying eigenvalues and convergence to the equilibrium of some piecewise deterministic Markov processes generators in the small temperature regime, Stability of mixed generalized Jackson networks, Adiabatic reduction of a model of stochastic gene expression with jump Markov process, Two-dimensional grain boundary networks: stochastic particle models and kinetic limits, Analytic solutions for stochastic hybrid models of gene regulatory networks, Stochastic representations of ion channel kinetics and exact stochastic simulation of neuronal dynamics, On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows, The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity, Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment, Random evolution equations: well-posedness, asymptotics, and applications to graphs, Uncertainty quantification with risk measures in production planning, Non-parametric estimation of the spiking rate in systems of interacting neurons, Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps, Regeneration-enriched Markov processes with application to Monte Carlo, Hypocoercivity of piecewise deterministic Markov process-Monte Carlo, Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading, Optimal liquidation problem in illiquid markets, Controlling IL-7 injections in HIV-infected patients, A Fokker-Planck control framework for stochastic systems, Convergence rates for semistochastic processes, An interacting particle process related to Young tableaux, The right time to sell a stock whose price is driven by Markovian noise, A bivariate shot noise self-exciting process for insurance, Dynamics of the time to the most recent common ancestor in a large branching population, Applications of stochastic semigroups to queueing models, Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes, Approximately reachable directions for piecewise linear switched systems, Rayleigh random flights on the Poisson line SIRSN, Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control, Fokker-Plank system for movement of micro-organism population in confined environment, Stationary distributions of persistent ecological systems, Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes, Long-run risk sensitive dyadic impulse control, A multiscale stochastic criminal behavior model under a hybrid scheme, Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles, Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks, Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent, Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic, Coordinate sampler: a non-reversible Gibbs-like MCMC sampler, The competitive exclusion principle in stochastic environments, Comparison of the global dynamics for two chemostat-like models: random temporal variation versus spatial heterogeneity, Dynamics of a vector-host model under switching environments, Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows, Analysis of stochastic gradient descent in continuous time, On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness, Fixation properties of rock-paper-scissors games in fluctuating populations, Long time behavior of a mean-field model of interacting neurons, Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling, Randomly switching evolution equations, Densities for piecewise deterministic Markov processes with boundary, Large deviations for the empirical measure of the zig-zag process, Time-delayed stochastic volatility model, Accuracy analysis of hybrid stochastic simulation algorithm on linear chain reaction systems, Decay rates for stabilization of linear continuous-time systems with random switching, Exact computation of growth-rate variance in randomly fluctuating environment, Approximations of piecewise deterministic Markov processes and their convergence properties, High-dimensional scaling limits of piecewise deterministic sampling algorithms, Interval fragmentations with choice: equidistribution and the evolution of tagged fragments, Two perishable inventory systems with one-way substitution, Autocatalytic genetic networks modeled by piecewise-deterministic Markov processes, Hydrodynamic limit for interacting neurons, Approximate analysis of biological systems by hybrid switching jump diffusion, Persistence in a large network of sparsely interacting neurons, Limit theorems for Markovian Hawkes processes with a large initial intensity, Regularity and stability for the semigroup of jump diffusions with state-dependent intensity, Simulating the formation of keratin filament networks by a piecewise-deterministic Markov process, Stochastic nonlinear equations describing the mesoscopic voltage-gated ion channels, Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance, Ruin problems and myopic portfolio optimization in continuous trading, A piecewise deterministic limit for a multiscale stochastic spatial gene network, Piecewise deterministic Markov processes for continuous-time Monte Carlo, Zero-sum discounted reward criterion games for piecewise deterministic Markov processes, Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion, Multistate models in health insurance, Justifying diffusion approximations for multiclass queueing networks under a moment condition, On a stochastic gene expression with pre-mRNA, mRNA and protein contribution, Switching control of piecewise-deterministic processes, Long time behavior of telegraph processes under convex potentials, Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models, Stochastic modelling and control of antibiotic subtilin production, Optimal technology adoption when the arrival rate of new technologies changes, Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains, Prioritized customer order scheduling to maximize throughput, Contingent claims valuation when the security price is a combination of an Itō process and a random point process, Exact simulation of the jump times of a class of piecewise deterministic Markov processes, A replacement model with general age-dependent failure rates, Asymptotic analysis and optimal control of an integro-differential system modelling healthy and cancer cells exposed to chemotherapy, Approximations for optimal stopping of a piecewise-deterministic process, Critical thresholds for eventual extinction in randomly disturbed population growth models, A user-friendly condition for exponential ergodicity in randomly switched environments, The argmin process of random walks, Brownian motion and Lévy processes, Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding, Impulse control of piecewise-deterministic processes, Gene expression dynamics in randomly varying environments, Transcriptional bursting diversifies the behaviour of a toggle switch: hybrid simulation of stochastic gene expression, Stability of stochastic semigroups and applications to Stein's neuronal model, Stability of generalized Jackson networks with infinite supply of work, Safety verification for probabilistic hybrid systems, Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics, Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes, Existence of invariant densities for semiflows with jumps, Optimization of hybrid stochastic differential systems in communications networks, A risk model with renewal shot-noise Cox process, Stochastic hybrid system with non-homogeneous jumps, Stability of linear EDF networks with resource sharing, Importance and sensitivity analysis in dynamic reliability, Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes, Dynamic server allocation for unstable queueing networks with flexible servers, Hydrodynamic limit for spatially structured interacting neurons, A probabilistic approach to spectral analysis of growth-fragmentation equations, A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution, On the rate of convergence to the stationary distribution in the single-server queuing systems, Ruin probabilities of a surplus process described by PDMPs, Stability of multi-class queueing networks with infinite virtual queues, Finite volume schemes for the approximation via characteristics of linear convection equations with irregular data, Stability analysis for stochastic hybrid systems: a survey, On the rate of convergence for infinite server Erlang-Sevastyanov's problem, Validity of heavy-traffic steady-state approximations in many-server queues with abandonment, On the total operating costs up to default in a renewal risk model, Conditional law of risk processes given that ruin occurs, On first-order quasi-variational inequalities with integral terms, An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution, A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes, Modeling and analysis of DNA replication, Perfect simulation of a class of stochastic hybrid systems with an application to peer to peer systems, Stochastic hybrid models of gene regulatory networks -- a PDE approach, Random switching between vector fields having a common zero, Continuity of the \(M/G/c\) queue, Qualitative properties of certain piecewise deterministic Markov processes, A method to compute the transition function of a piecewise deterministic Markov process with application to reliability, Optimality conditions for impulsive control of piecewise-deterministic processes, Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach, Joint survival probability via truncated invariant copula, Optimal strategies for impulse control of piecewise deterministic Markov processes, Abel-type results for controlled piecewise deterministic Markov processes, A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks, On hitting times for jump-diffusion processes with past dependent local characteristics, Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling, Approximations of time-dependent unreliable flow lines with finite buffers, Parameter identification for stochastic hybrid systems using randomized optimization: a case study on subtilin production by Bacillus subtilis, Modeling the spread of Phytophthora, Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale, Engineering constraint solvers for automatic analysis of probabilistic hybrid automata, On the long time behavior of the TCP window size process, A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems, A Simple Monotone Process with Application to Radiocarbon-Dated Depth Chronologies, Jump diffusion processes and their applications in insurance and finance, Statistical specification of jumps under semiparametric semimartingale models, Scalar conservation laws with monotone pure-jump Markov initial conditions, Piecewise deterministic Markov processes applied to fatigue crack growth modelling, Functional estimation for Lévy measures of semimartingales with Poissonian jumps, On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance, Hybrid modeling of noise reduction by a negatively autoregulated system, Substochastic semigroups and densities of piecewise deterministic Markov processes, Regression analysis of stochastic fatigue crack growth model in a martingale difference framework, Non-equilibrium thermodynamics of piecewise deterministic Markov processes, The superposition of alternating on-off flows and a fluid model, Ergodicity of dissipative differential equations subject to random impulses, Time and Palm stationarity of repairable systems, On the use of Lyapunov methods in renewal theory, Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models, Rate conservation laws: A survey, Sharing a resource with randomly arriving foragers, Optimal Stopping Problems for Asset Management, Piecewise-Deterministic Markov Processes as Limits of Markov Jump Processes, Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions, Optimal Control of Piecewise Deterministic Markov Processes, A dynamic contagion process, Some results on the telegraph process driven by gamma components, Moments of Markovian growth–collapse processes, Propagation of extrinsic fluctuations in biochemical birth-death processes, Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates, Gradient flows and randomised thresholding: sparse inversion and classification*, Piecewise Deterministic Markov Processes in Biological Models, The Dynamics of Enzyme Inhibition Controlled by Piece-Wise Deterministic Markov Process, Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models, Multiscale Simulation of Stochastic Reaction-Diffusion Networks, Uniform Assymptotics in the Average Continuous Control of Piecewise Deterministic Markov Processes : Vanishing Approach, On population growth with catastrophes, Moments of renewal shot-noise processes and their applications, Stability of a GI/G/1 Queue: A Survey, A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit, An ephemerally self-exciting point process, Ruin probabilities in multivariate risk models with periodic common shock, Drawdown analysis for the renewal insurance risk process, A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling, Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes, On path-independent Girsanov transform, Partial self-exciting point processes and their parameter estimations, A general view on double limits in differential equations, Stochastic Operators and Semigroups and Their Applications in Physics and Biology, A variational method for analyzing limit cycle oscillations in stochastic hybrid systems, Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence, Monte Carlo Methods for the Neutron Transport Equation, Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism, Asymptotic decomposition of substochastic semigroups and applications, Unnamed Item, Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions, On SIR epidemic models with generally distributed infectious periods: Number of secondary cases and probability of infection, Dynamics of drainage under stochastic rainfall in river networks, Asymptotic Properties of Stochastic Semigroups with Applications to Piecewise Deterministic Markov Processes, Probabilistic representations of fragmentation equations, PDMP characterisation of event-chain Monte Carlo algorithms for particle systems, Probabilistic and Piecewise Deterministic models in Biology, A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK, Unnamed Item, Concentration inequalities for the hydrodynamic limit of a two-species stochastic particle system, Dynamics of Drug Resistance: Optimal Control of an Infectious Disease, Optimal Market Making under Partial Information with General Intensities, Stochastic switching in biology: from genotype to phenotype, Long-Run Risk-Sensitive Impulse Control, Coupled Systems of Linear Differential-Algebraic and Kinetic Equations with Application to the Mathematical Modelling of Muscle Tissue, Effective bandwidth of non-Markovian packet traffic, A model for random fire induced tree-grass coexistence in savannas, The interplay between stochastic gene switching and certain metronomics therapies., Revisiting the Logistic Growth with Random Disturbances, The mean-field equation of a leaky integrate-and-fire neural network: measure solutions and steady states, Noise induced escape in one-population and two-population stochastic neural networks with internal states, Stochastic hybrid automata with delayed transitions to model biochemical systems with delays, On piecewise linear processes, Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates, A Method to Deal With the Critical Case in Stochastic Population Dynamics, An elementary derivation of moments of Hawkes processes, Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model, Optimal Monitoring Schedule in Dynamic Contracts, Optimal stopping for measure-valued piecewise deterministic Markov processes, Optimal Control of Partially Observable Piecewise Deterministic Markov Processes, Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane, On the Hamiltonian structure of large deviations in stochastic hybrid systems, Mean first passage times for piecewise deterministic Markov processes and the effects of critical points, Tail asymptotics for the fundamental period in the MAP\(/G/1\) queue, Hopf bifurcation in a nonlocal nonlinear transport equation stemming from stochastic neural dynamics, Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process, Synchronization of stochastic hybrid oscillators driven by a common switching environment, Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes, Martingale approach for tail asymptotic problems in the generalized Jackson network, On product-form stationary distributions for reflected diffusions with jumps in the positive orthant, Characterization of the marginal distributions of Markov processes used in dynamic reliability, Analysis of Nonprocessive Molecular Motor Transport Using Renewal Reward Theory, Fluid limit theorems for stochastic hybrid systems with application to neuron models, The sound of silence: equilibrium filtering and optimal censoring in financial markets, A stochastic control model of economic growth with environmental disaster prevention, THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING, Efficient simulation of Lévy-driven point processes, Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations, Diffusion Approximation for Fair Resource Control—Interchange of Limits Under a Moment Condition, A Markovian event-based framework for stochastic spiking neural networks, A fractional Fokker-Planck control framework for subdiffusion processes, Local Identification of Piecewise Deterministic Models of Genetic Networks, Phenotypic switching of populations of cells in a stochastic environment, Randomly switched vector fields sharing a zero on a common invariant face, Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information, Stability of random-switching systems of differential equations, On Some Optimal Stopping Problems with Constraint, The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes, The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations, Extreme first passage times of piecewise deterministic Markov processes, Coherent spin states and stochastic hybrid path integrals, Exact simulation of Ornstein–Uhlenbeck tempered stable processes, The standard Poisson disorder problem revisited, A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates, A note on impulsive control of Feller processes with costly information, Affine Storage and Insurance Risk Models