Pages that link to "Item:Q1161196"

The following pages link to Point processes and queues. Martingale dynamics (Q1161196):

Displaying 50 items.

• On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes (Q2019056) (← links)
• Dynamic routing in a distributed parallel many-server service system: the effect of \(\xi \)-choice (Q2031092) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Phase transition for the interchange and quantum Heisenberg models on the Hamming graph (Q2041798) (← links)
• A many-server functional strong law for a non-stationary loss model (Q2060540) (← links)
• Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes (Q2063756) (← links)
• Projections of martingales in enlargements of Brownian filtrations under Jacod's equivalence hypothesis (Q2076599) (← links)
• Optimal stochastic control of the intensity of point processes (Q2084040) (← links)
• Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Convergence of jump processes with stochastic intensity to Brownian motion with inert drift (Q2137028) (← links)
• Bond prices under information asymmetry and a short rate with instantaneous feedback (Q2152233) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Optimal stopping time on semi-Markov processes with finite horizon (Q2156383) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• Optimal pricing and inventory control strategy for a continuous-review system with product return (Q2157897) (← links)
• Infinite-server systems with Hawkes arrivals and Hawkes services (Q2167922) (← links)
• Truncated Hawkes point process modeling: system theory and system identification (Q2173919) (← links)
• The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
• Bridges with random length: gamma case (Q2181620) (← links)
• Optimal selection and release problem in software testing process: a continuous time stochastic control approach (Q2183327) (← links)
• Seasonal warranty prediction based on recurrent event data (Q2194479) (← links)
• Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps (Q2196555) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• A pricing problem with unknown arrival rate and price sensitivity (Q2216175) (← links)
• Size biased sampling from the Dickman subordinator (Q2229566) (← links)
• Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
• Mean field interaction on random graphs with dynamically changing multi-color edges (Q2238889) (← links)
• Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
• Jump-diffusion processes in random environments (Q2249246) (← links)
• Who was the infector -- probabilities in the presence of variability in latent and infectious times (Q2250027) (← links)
• Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
• Macroscopic limit of a bipartite Curie-Weiss model: a dynamical approach (Q2254915) (← links)
• Performance bounds for mismatched decision schemes with Poisson process observations (Q2258159) (← links)
• Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
• Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
• Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
• Parameter estimation in an alternating repair model (Q2276192) (← links)
• The Becker-Döring process: pathwise convergence and phase transition phenomena (Q2278830) (← links)
• Functional inequalities for marked point processes (Q2279309) (← links)
• Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Billiards with Markovian reflection laws (Q2285793) (← links)
• Continuous-time Markov games with asymmetric information (Q2292093) (← links)
• Job assignment in large-scale service systems with affinity relations (Q2297809) (← links)
• A Jackson network under general regime (Q2318629) (← links)
• The impact of longevity and investment risk on a portfolio of life insurance liabilities (Q2323648) (← links)
• Efficient sampling of conditioned Markov jump processes (Q2329829) (← links)