The following pages link to (Q4850018):
Displaying 50 items.
- Likelihood based inference for partially observed renewal processes (Q312128) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Optimal investment and reinsurance strategy (Q355312) (← links)
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Functional estimation of the random rate of a Cox process (Q430885) (← links)
- Bayesian prediction in doubly stochastic Poisson process (Q479503) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process (Q924757) (← links)
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis (Q959350) (← links)
- Functional approach to the random mean of a compound Cox process (Q964624) (← links)
- Stochastic kinetic models: dynamic independence, modularity and graphs (Q988005) (← links)
- A birth and growth model for kinetic-driven crystallization processes. I: Modeling (Q1003255) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Coupling with compensators (Q1382478) (← links)
- Time and Palm stationarity of repairable systems (Q1593584) (← links)
- On the use of Lyapunov methods in renewal theory (Q1593592) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- A theoretical note on the distribution of a filtered compound doubly stochastic Poisson process (Q1776707) (← links)
- Stability of polling systems with exhaustive service policies and state-dependent routing (Q1921435) (← links)
- The term structure of interest rates under regime shifts and jumps (Q1929464) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps (Q2196555) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Functional inequalities for marked point processes (Q2279309) (← links)
- On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550) (← links)
- Integral representations of martingales for progressive enlargements of filtrations (Q2419970) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- On the local approximation of mean densities of random closed sets (Q2444657) (← links)
- Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process (Q2479340) (← links)
- Poisson calculus for spatial neutral to the right processes (Q2493558) (← links)
- Asymptotic laws for compositions derived from transformed subordinators (Q2496954) (← links)
- Regenerative compositions in the case of slow variation (Q2507669) (← links)
- Splitting tessellations in spherical spaces (Q2631850) (← links)
- Analysis of large urn models with local mean-field interactions (Q2631872) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (Q2810984) (← links)
- MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS (Q2892976) (← links)
- Up and down credit risk (Q3064015) (← links)
- Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
- An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872) (← links)
- Functional Principal Component Modelling of the Intensity of a Doubly Stochastic Poisson Process (Q3298710) (← links)
- Study of Dependence for Some Stochastic Processes (Q3518313) (← links)
- On level crossings for a general class of piecewise-deterministic Markov processes (Q3535654) (← links)
