The following pages link to Ely Merzbach (Q208544):
Displaying 47 items.
- Intensity-based inference for planar point processes (Q581985) (← links)
- A characterization of the set-indexed fractional Brownian motion by increasing paths (Q858934) (← links)
- A set-indexed fractional Brownian motion (Q867075) (← links)
- Markov properties for point processes on the plane (Q923492) (← links)
- Optimal detection of a change-set in a spatial Poisson process (Q968778) (← links)
- Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion (Q1047156) (← links)
- Set-indexed Brownian motion on increasing paths (Q1047159) (← links)
- (Q1063935) (redirect page) (← links)
- Regularity and decomposition of two-parameter supermartingales (Q1063936) (← links)
- Different kinds of two-parameter martingales (Q1081203) (← links)
- Stopping a two parameter weak martingale (Q1087223) (← links)
- A martingale approach to point processes in the plane (Q1099880) (← links)
- Point processes indexed by directed sets (Q1110909) (← links)
- Point processes in the plane (Q1115009) (← links)
- Stopping for two-dimensional stochastic processes (Q1137312) (← links)
- Worthy martingales and integrators (Q1210130) (← links)
- Predictability and stopping on lattices of sets (Q1326258) (← links)
- Doob-Meyer decomposition for set-indexed submartingales (Q1332399) (← links)
- A limit theorem for linear boundary value problems in random media (Q1333391) (← links)
- How to construct a partition when preference sets are given (Q1342942) (← links)
- Lattices of random sets and progressivity (Q1344809) (← links)
- A martingale characterization of the set-indexed Brownian motion (Q1356612) (← links)
- Poisson convergence for set-indexed empirical processes (Q1359767) (← links)
- A note on expansion for functionals of spatial marked point processes (Q1382228) (← links)
- Stochastic integration for set-indexed processes (Q1580503) (← links)
- Fractional Poisson fields and martingales (Q1753245) (← links)
- Central limit theorems for the ergodic adding machine (Q1812251) (← links)
- Bimeasures and measures induced by planar stochastic integrators (Q1820497) (← links)
- A characterization of the spatial Poisson process and changing time (Q1820505) (← links)
- Generalized holomorphic processes and differentiability (Q1824280) (← links)
- Random censoring in set-indexed survival analysis (Q1872374) (← links)
- Stopping and set-indexed local martingales (Q1890715) (← links)
- Weak convergence of Markov processes using projective systems (Q1897523) (← links)
- The set-indexed Lévy process: stationarity, Markov and sample paths properties (Q1947597) (← links)
- Fractional Poisson fields (Q2340305) (← links)
- A compensator characterization of point processes on topological lattices (Q2461959) (← links)
- Characterizations of multiparameter Cox and Poisson processes by the renewal property (Q2483434) (← links)
- Random clouds and an application to censoring in survival analysis (Q2485761) (← links)
- Stopping Markov processes and first path on graphs (Q2496876) (← links)
- The set-indexed bandit problem. (Q2574504) (← links)
- On the extension of bimeasures (Q2644794) (← links)
- (Q2726262) (← links)
- (Q3167153) (← links)
- (Q3311410) (← links)
- (Q3362213) (← links)
- (Q3396129) (← links)
- What is a multi-parameter renewal process? (Q3426325) (← links)
