The following pages link to (Q3378427):
Displayed 50 items.
- Long time behavior of telegraph processes under convex potentials (Q311992) (← links)
- Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems (Q325081) (← links)
- Links between deterministic and stochastic approaches for invasion in growth-fragmentation-death models (Q338374) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Asymptotic approximations for stationary distributions of many-server queues with abandonment (Q417069) (← links)
- Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
- Qualitative properties of certain piecewise deterministic Markov processes (Q500805) (← links)
- Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← links)
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling (Q528850) (← links)
- Fluid limits of many-server queues with reneging (Q614122) (← links)
- Probabilistic characterization of directional distances and their robust versions (Q738127) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- A generic model for spouse's pensions with a view towards the calculation of liabilities (Q896763) (← links)
- Bivariate Fibonacci polynomials of order \(k\) with statistical applications (Q907093) (← links)
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability (Q945770) (← links)
- An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes (Q955050) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Stochastic kinetic models: dynamic independence, modularity and graphs (Q988005) (← links)
- Piecewise deterministic Markov processes applied to fatigue crack growth modelling (Q1007421) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Fitting statistical distributions to sea duck count data: implications for survey design and abundance estimation (Q1731178) (← links)
- Uncertainty quantification with risk measures in production planning (Q1980955) (← links)
- Modeling random traffic accidents by conservation laws (Q2045805) (← links)
- A multiscale stochastic criminal behavior model under a hybrid scheme (Q2046924) (← links)
- A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
- Dynamics of a vector-host model under switching environments (Q2056210) (← links)
- Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows (Q2057944) (← links)
- Piecewise deterministic Markov processes and their invariant measures (Q2077329) (← links)
- Scaled insurance cash flows: representation and computation via change of measure techniques (Q2120546) (← links)
- A PDMP model of the epithelial cell turn-over in the intestinal crypt including microbiota-derived regulations (Q2153725) (← links)
- Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
- A methodology for probabilistic model-based prognosis (Q2253523) (← links)
- Forward transition rates (Q2274227) (← links)
- Experience rating in the classic Markov chain life insurance setting (Q2323664) (← links)
- Rice formula for processes with jumps and applications (Q2340036) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology (Q2348722) (← links)
- Semi-parametric inference for the absorption features of a growth-fragmentation model (Q2351819) (← links)
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates (Q2374085) (← links)
- Geometry of iteration stable tessellations: connection with Poisson hyperplanes (Q2435216) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- On the stability of planar randomly switched systems (Q2443193) (← links)
- On piecewise linear processes (Q2453922) (← links)
- Loss reserves in the light of stochastic processes (Q2465908) (← links)
- Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations (Q2512912) (← links)
- Analysis of large urn models with local mean-field interactions (Q2631872) (← links)
- Dynamics of state-wise prospective reserves in the presence of non-monotone information (Q2657019) (← links)
- Quantitative speeds of convergence for exposure to food contaminants (Q2786489) (← links)
- Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes (Q2932768) (← links)