Pages that link to "Item:Q1161196"
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The following pages link to Point processes and queues. Martingale dynamics (Q1161196):
Displaying 50 items.
- Some theorems on conditional Pasta: A stochastic integral approach (Q1197898) (← links)
- On Bayesian nonparametric estimation for stochastic processes (Q1200652) (← links)
- Optimal control of some queueing networks (Q1200857) (← links)
- Adaptive prediction and reverse martingales (Q1201889) (← links)
- On dependent marking and thinning of point processes (Q1208957) (← links)
- On point processes in the plane (Q1262613) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
- A note on optimal replacement policy under general repair (Q1309934) (← links)
- Optimal stochastic switching of some queueing networks (Q1310212) (← links)
- Large deviations and stationary measures for interacting particle systems (Q1313125) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- Filtering of derived point processes (Q1316603) (← links)
- Specification diagnostics for duration models. A martingale approach (Q1319000) (← links)
- Rate conservation laws: A survey (Q1319158) (← links)
- Optimal control of a simple assembly system (Q1319672) (← links)
- The M/G/1 processor-sharing model: Transient behavior (Q1319842) (← links)
- Optimal two-layer selection policy for a flexible manufaturing system (Q1321340) (← links)
- Suboptimal nonlinear filtering of the rate of an observed point process (Q1324259) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
- On the central limit theorem for point process martingales (Q1332877) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- Bayesian sequential reliability for Weibull and related distributions (Q1336521) (← links)
- Stochastic control methods in optimal design of life testing (Q1338752) (← links)
- Higher-order Lindley equations (Q1338763) (← links)
- The Einstein relation for the displacement of a test particle in a random environment (Q1344946) (← links)
- Random record processes and state dependent thinning (Q1346151) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- On a singular feature of critical G/M/1 queues (Q1350945) (← links)
- Filters for estimating Markov modulated Poisson processes and image-based tracking (Q1360456) (← links)
- A replacement model with general age-dependent failure rates (Q1361676) (← links)
- Recurring event data: A general model and related inference procedures (Q1361732) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- Asymptotic behaviour of a number of repeated records (Q1365187) (← links)
- Traffic queue estimation (Q1367692) (← links)
- Corporate insurance and managerial incentives (Q1367894) (← links)
- Markov models and Thiele's integral equations for the prospective reserve (Q1381150) (← links)
- Aspects of prospective mean values in risk theory (Q1381456) (← links)
- Coupling with compensators (Q1382478) (← links)
- Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process (Q1391289) (← links)
- A Cox process with log-normal intensity. (Q1413360) (← links)
- Lundberg inequalities in a diffusion environment (Q1413361) (← links)
- Asymptotics of overflow probabilities in Jackson networks. (Q1426731) (← links)
- Component importance in a random environment (Q1573645) (← links)
- Rosenthal's inequality for point process martingales (Q1593634) (← links)
- Filtering of discrete-time systems hidden in discrete-time random measures (Q1609464) (← links)
- Analysis of random walks in dynamic random environments via \(L^2\)-perturbations (Q1615900) (← links)
- The distribution of the spine of a Fleming-Viot type process (Q1615910) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
