scientific article; zbMATH DE number 739283
From MaRDI portal
Publication:4328337
Recommendations
Cited in
(only showing first 100 items - show all)- Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
- Interacting multi-class transmissions in large stochastic networks
- A strong law of large numbers for iterated functions of independent random variables
- Convergence of conditional expectations in Banach function spaces
- Windings of Brownian motion and random walks in the plane
- Brownian excursions, critical random graphs and the multiplicative coalescent
- Optimization via trunk reservation in single resource loss systems under heavy traffic
- Exit strategies and price uncertainty: A Greenian approach
- New perspectives on Ray's theorem for the local times of diffusions
- Affine processes and applications in finance
- Asymptotic ruin probabilities and optimal investment
- Comparison for measure valued processes with interactions
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
- Rational equilibrium asset-pricing bubbles in continuous trading models
- Integrated Brownian motion, conditioned to be positive
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Rosenthal's inequality for point process martingales
- Importance sampling for lambda-coalescents in the infinitely many sites model
- Intermittent quasistatic dynamical systems: weak convergence of fluctuations
- The equality cases of the Ehrhard-Borell inequality
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models
- Lyapunov characterization for the stability of stochastic control systems
- A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
- Additional aspects of the generalized linear-fractional branching process
- Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo
- A probabilistic approach to spectral analysis of growth-fragmentation equations
- Size bias for one and all
- Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric -stable processes
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
- General equilibrium when economic growth exceeds discounting
- A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).
- The genealogy of a cluster in the multitype voter model.
- A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
- On the product system of a completely positive semigroup
- Flows, coalescence and noise.
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
- Diffusion processes and their sample paths.
- Smoothness of densities for area-like processes of fractional Brownian motion
- Scaling limit of the invasion percolation cluster on a regular tree
- Discretely sampled variance and volatility swaps versus their continuous approximations
- SPDE limits of many-server queues
- A super Ornstein-Uhlenbeck process interacting with its center of mass
- Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment
- Analysis of an optimal stopping problem arising from hedge fund investing
- An optimal reinsurance problem in the Cramér-Lundberg model
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
- A mean-field matrix-analytic method for bike sharing systems under Markovian environment
- On a two-parameter Yule-Simon distribution
- Hydrodynamic limit for the Bak-Sneppen branching diffusions
- On the stochastic modeling of COVID-19 under the environmental white noise
- Dynamic polymers: invariant measures and ordering by noise
- Universality for critical heavy-tailed network models: metric structure of maximal components
- On the boundary local time measure of super-Brownian motion
- Resolvent decomposition theorems and their application in denumerable Markov processes with instantaneous states
- Heavy-tailed configuration models at criticality
- Permanental sequences related to a Markov chain example of Kolmogorov
- Measures and Dirichlet forms under the Gelfand transform
- Markovian bulk-arrival and bulk-service queues with state-dependent control
- Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach
- Laws of large numbers for supercritical branching Gaussian processes
- Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems
- Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions
- Martingales and buffer overflow for the symmetric shortest queue model
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs
- The dimension of the boundary of super-Brownian motion
- On Skorokhod embeddings and Poisson equations
- Pathwise versions of the Burkholder-Davis-Gundy inequality
- A trajectory-free framework for analysing multiscale systems
- Doob-Martin compactification of a Markov chain for growing random words sequentially
- Approximating a diffusion by a finite-state hidden Markov model
- Polynomial diffusion models for life insurance liabilities
- Inference for stochastic volatility models using time change transformations
- Interacting and annealing particle filters: mathematics and a recipe for applications
- Optimal stopping with information constraint
- Reaction-diffusion on metric graphs: from 3D to 1D
- Heavy-tailed fractional Pearson diffusions
- Metastable Markov chains
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
- Causal inference for continuous-time processes when covariates are observed only at discrete times
- Nonparametric estimation for stochastic volatility models
- Statistical estimation for reflected skew processes
- On the characterisation of honest times that avoid all stopping times
- Consistent estimation of a convex density at the origin
- Fractional Pearson diffusions
- On the notion(s) of duality for Markov processes
- The scaling limit of loop-erased random walk in three dimensions
- Volume growth and heat kernel estimates for the continuum random tree
- Martin boundary of a killed random walk on a half-space
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
- Probability of fixation under weak selection: a branching process unifying approach
- Equivalent and absolutely continuous measure changes for jump-diffusion processes
- Explosion phenomena in stochastic coagulation-fragmentation models
- Loss of mass in deterministic and random fragmentations.
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- On Gittins' index theorem in continuous time
- Critical percolation on scale-free random graphs: new universality class for the configuration model
- Evolving systems of stochastic differential equations
- Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)
- On some inequalities for the optional projection and the predictable projection of a discrete parameter process
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4328337)
