scientific article; zbMATH DE number 3379923
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Publication:5649756
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(25)- Random time change and an integral representation for marked stopping times
- Existence and uniqueness of solutions of the martingale problem on a manifold with boundary
- Existence of solutions of the martingale problem on a manifold with boundary
- Theory of stochastic processes
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- Characterization of stochastic processes with conditionally independent increments
- Martingale characterization of random processes with independent increments
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- On uniqueness of solutions of the martingale problem
- Coupling with compensators
- Stability results for a general class of interacting point processes dynamics, and applications
- A stability result for solutions of stochastic equations driven by point processes
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- Law of large numbers and central limit theorem for a class of pure jump Markov process
- Local characteristics and tangency of vector-valued martingales
- Mean-field risk sensitive control and zero-sum games for Markov chains
- Hawkes processes on large networks
- Un th�or�me de repr�sentation pour les martingales discontinues
- The Malliavin-Stein method for Hawkes functionals
- Markov chain approximation for Hamilton-Jacobi-Bellman equation with absorbing boundary
- Weak solutions of Navier-Stokes equation with purely discontinuous Lévy noise
- Normal approximation of functionals of point processes: application to Hawkes processes
- Martingale measures and stochastic calculus
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