The following pages link to Jumping Markov processes (Q1908227):
Displayed 17 items.
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution (Q662573) (← links)
- Rayleigh processes, real trees, and root growth with re-grafting (Q816985) (← links)
- Substochastic semigroups and densities of piecewise deterministic Markov processes (Q1029108) (← links)
- The argmin process of random walks, Brownian motion and Lévy processes (Q1663882) (← links)
- Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation (Q1726890) (← links)
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent (Q1807262) (← links)
- Stochastic billiards on general tables (Q1872465) (← links)
- A multiscale stochastic criminal behavior model under a hybrid scheme (Q2046924) (← links)
- Regularity of models associated with Markov jump processes (Q2084213) (← links)
- The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
- Dynamics of the time to the most recent common ancestor in a large branching population (Q2268719) (← links)
- Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit (Q5083462) (← links)
- Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates (Q5217904) (← links)
- Optimal dividend strategy for the dual model with surplus-dependent expense (Q5875242) (← links)
- A Model of Seasonal Savanna Dynamics (Q6038791) (← links)