The following pages link to (Q4778955):
Displaying 50 items.
- The additive hazard estimator is consistent for continuous-time marginal structural models (Q83455) (← links)
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Hawkes processes on large networks (Q259574) (← links)
- Continuous-time limit of dynamic games with incomplete information and a more informed player (Q267098) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- On convergence properties of infinitesimal generators of scaled multitype CBI processes (Q282123) (← links)
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
- Nonlinear Markov processes in big networks (Q287605) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Moderate deviations and Strassen's law for additive processes (Q300293) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Optimal dynamic contracts with moral hazard and costly monitoring (Q337806) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance (Q338324) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- A stochastic network with mobile users in heavy traffic (Q352980) (← links)
- A tractable LIBOR model with default risk (Q356479) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues (Q389067) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
