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.
- Concepts of quantum non-markovianity: a hierarchy (Q1632529) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- A large scale analysis of unreliable stochastic networks (Q1650092) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- Technology ladders and R\&D in dynamic Cournot markets (Q1655725) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Mean-field limit of generalized Hawkes processes (Q1679466) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Fractional Poisson fields and martingales (Q1753245) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Price trends and dynamic pricing in perishable product market consisting of superior and inferior firms (Q1755249) (← links)
- A Poisson limit for the departure process from a queue with many busy servers (Q1755818) (← links)
- Consistent parametric estimation of the intensity of a spatial-temporal point process (Q1765758) (← links)
- Brownian analogues of Burke's theorem. (Q1766020) (← links)
- A mixture and self-exciting model for software reliability (Q1779675) (← links)
- Time operator of Markov chains and mixing times. Applications to financial data (Q1783136) (← links)
- Asymptotic theory for the correlated gamma-frailty model (Q1807069) (← links)
- Poisson approximation for point processes via monotone couplings (Q1814750) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Limit theorems for the present value of the surplus of an insurance portfolio (Q1824975) (← links)
- Optimal rules for the sequential selection of monotone subsequences of maximum expected length (Q1854796) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Derivative estimation via stochastic intensities: Event averages in queueing systems (Q1904612) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- Further applications of a general rate conservation law (Q1909957) (← links)
- An image-based filter for discrete-time Markovian jump linear systems (Q1911257) (← links)
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes (Q1918179) (← links)
- A multiclass closed queueing network with unconventional heavy traffic behavior (Q1921430) (← links)
- Burn-in for a time-transformed exponential model (Q1936295) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- ``Trees under attack'': a Ray-Knight representation of Feller's branching diffusion with logistic growth (Q1950374) (← links)
- Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
- Comparison of non-parametric regression functions through their cumulatives (Q1962117) (← links)
- Sharp estimates for the occurrence time of rare events for symmetric simple exclusion (Q1965879) (← links)
- The Ehrenfest model: A path-integral for spin. (Q1968029) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Trimmed Lévy processes and their extremal components (Q1986022) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Bayesian spatio-temporal prediction of cancer dynamics (Q2006230) (← links)
- Optimal stopping of a killed exponentially growing process (Q2010740) (← links)
