Pages that link to "Item:Q1161196"

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

Displaying 50 items.

• The hydrodynamic limit of a randomized load balancing network (Q2330457) (← links)
• A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
• Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution (Q2338100) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• Analysis of airline seat control with region factor (Q2358870) (← links)
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services (Q2360879) (← links)
• The performance of some manufacturing queueing networks when some of the machines are in the failure mode (Q2365939) (← links)
• \(r\)-quick convergence for regenerative processes with applications to sequential analysis (Q2366191) (← links)
• Nonparametric inference for a doubly stochastic Poisson process (Q2366192) (← links)
• On correlation calculus for multivariate martingales (Q2368169) (← links)
• Flow control as a stochastic optimal control problem with incomplete information (Q2388218) (← links)
• Optimization of queuing system via stochastic control (Q2391328) (← links)
• A family of Markov processes in maximal compact subgroups of a semisimple Lie groups (Q2405931) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control (Q2417046) (← links)
• On the reliability of Gaver's parallel system supervised by a safety unit (Q2417112) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← links)
• Multidimensional Lee-Carter model with switching mortality processes (Q2427829) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
• Diffusion approximation for signaling stochastic networks (Q2447696) (← links)
• Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709) (← links)
• Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
• Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
• Fluid limits of optimally controlled queueing networks (Q2478415) (← links)
• Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process (Q2479340) (← links)
• Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
• Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
• Continuous time random walks and queues: explicit forms and approximations of the conditional law with respect to local times (Q2490047) (← links)
• Compensator and exponential inequalities for some suprema of counting processes (Q2497814) (← links)
• A stochastic model and a functional central limit theorem for information processing in large systems of neurons (Q2500112) (← links)
• Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution (Q2507418) (← links)
• The proportional hazards regression model with staggered entries: a strong martingale ap\-proach (Q2507649) (← links)
• The standard Poisson disorder problem revisited (Q2567225) (← links)
• Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
• Queueing networks of random link topology: stationary dynamics of maximal throughput schedules (Q2572903) (← links)
• ASTA implies an M/G/1-like load decomposition for a server with vacations (Q2640251) (← links)
• Aggregated occupation measures and linear programming approach to constrained impulse control problems (Q2661207) (← links)
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• Self-standardized central limit theorems for trimmed Lévy processes (Q2664533) (← links)
• Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
• Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
• Cumulative damage for multi-type epidemics and an application to infectious diseases (Q2689526) (← links)
• The mathematical modeling of cancer growth and angiogenesis by an individual based interacting system (Q2693205) (← links)
• Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283) (← links)
• Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)