scientific article; zbMATH DE number 3227572

Cited in

(67)

On risk processes with the Markov property and with independent increments
Martingale dynamics and optimal routing in a network
Deterministic laws of time inhomogeneous diffusion processes
Factorization of a multiplicative functional of nonlinear filtering theory
A filtered ASTA property
Levy functionals and jump process martingales
Random point processes and martingales
Martingale characterization of random processes with independent increments
Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
Forecasting point and continuous processes: Prequential analysis
Transforming spatial point processes into Poisson processes
Wright-Fisher diffusions in stochastic spatial evolutionary games with death-birth updating
The argmin process of random walks, Brownian motion and Lévy processes
Fractional Poisson fields and martingales
Lévy systems and the time value of ruin for Markov additive processes
Efficient estimation and filtering for multivariate jump-diffusions
Generalized fractional counting process
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
Gradient based biobjective shape optimization to improve reliability and cost of ceramic components
A stochastic analysis of a network with two levels of service
Regular Dirichlet extensions of one-dimensional Brownian motion
Shape gradients for the failure probability of a mechanic component under cyclic loading: a discrete adjoint approach
Risk processes with dependence and premium adjusted to solvency targets
On non-parametric estimation of the Lévy kernel of Markov processes
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
Systemes de Levy des processus de Markov
Exit Properties of Stochastic Processes with Stationary Independent Increments
Lévy Systems and Time Changes
Adding and Subtracting Jumps from Markov Processes
On a multiplicative functional transformation arising in nonlinear filtering theory
Semimartingales and Markov processes
Gaps in the range of nearly increasing processes with stationary independent increments
Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
Sample functions at a last exit time
Symmetric Jump Processes
L�vy processes: Absolute continuity of hitting times for points
L�vy systems of Markov additive processes
Germ sigma fields and the natural state space of a Markov process
Another limit theorem for local time
Flots filtr�s et flots de processus a accroissements independants
On martingale characterizations for some generalized space fractional Poisson processes
Ein einfacher Beweis zur Konstruktion der operationalen Zeit
Limit theorems for the fractional nonhomogeneous Poisson process
Adomian Decomposition Method and Fractional Poisson Processes: A Survey
Boundary Harnack inequality for Markov processes with jumps
The subordination of Lévy system for Markov processes
On Two Dimensional Markov Processes with Branching Property
Duality of L�vy systems
Discontinuous additive functionals of dual processes
A Formula for Semigroups, with an Application to Branching Diffusion Processes
Cascade semigroups and their characterization
Markov additive processes. II
Représentation de temps terminaux et applications aux fonctionnelles additives et aux systèmes de Lévy
scientific article; zbMATH DE number 3418464 (Why is no real title available?)
Fractional Poisson processes of order \(k\) and beyond
Stochastic Processes in the Decades after 1950
Martingales in Japan
Numerical shape optimization to decrease failure probability of ceramic structures
Optimal Markovian coupling for finite activity Lévy processes
On martingale characterizations of generalized counting process and its time-changed variants
Abnormal boundary decay for stable operators
The life and scientific work of Hiroshi Kunita
General law of iterated logarithm for Markov processes: limsup law
Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes
A chaotic representation property of the multidimensional Dunkl processes
A new approach to Poisson approximation of simple point processes using compensators

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