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.
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233) (← links)
- OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
- A stochastic version of Thiele's differential equation (Q3142171) (← links)
- Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations (Q3145419) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics (Q3179330) (← links)
- Measure-valued random processes (Q3217373) (← links)
- Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model (Q3298816) (← links)
- Second-Order Residual Analysis of Spatiotemporal Point Processes and Applications in Model Evaluation (Q3408552) (← links)
- Studying anticipation on financial markets by BSDE (Q3440794) (← links)
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics (Q3462229) (← links)
- Joint Probability Density of the Intervals Length of the Modulated Semi-synchronous Integrated Flow of Events and Its Recurrence Conditions (Q3463531) (← links)
- Finite Horizon Control Problems Under Partial Information (Q3614973) (← links)
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
- A Note on Credit Insurance (Q3632839) (← links)
- On queueing systems with variable intensities (martingale approach) (Q3684958) (← links)
- (Q3684964) (← links)
- Slochastic multicompartmental systems. a counting process approach for parameter estimation(°) (Q3713438) (← links)
- Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes (Q3737344) (← links)
- Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (Q3738452) (← links)
- Optimal stopping of a piecewise-deterministic markov process (Q3750724) (← links)
- Algorithm for the exact likelihood of a counting process (Q3776451) (← links)
- Un esempio di applicazione della teoria «generale» dei processi a un problema di rappresentazione di martingale (Q3794996) (← links)
- Exponential inequalities for ruin probabilities in the Cox case (Q3821447) (← links)
- On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line (Q3985827) (← links)
- Diffusion approximation of open queueing networks with critical traffic levels (Q4007336) (← links)
- (Q4021339) (← links)
- Optimal control of a manufacturing system which consists of three assembly machines (Q4027818) (← links)
- Asymptotic results for the risk process based on marked point processes (Q4034593) (← links)
- Present value of some insurance portfolios (Q4248558) (← links)
- Differentiablity of point process models and asymptotic efficiency of differentiable functionals (Q4324710) (← links)
- Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919) (← links)
- The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- A New Approach to Maintenance Optimization by Modeling Intensity Control (Q4562188) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup (Q4576920) (← links)
- Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004) (← links)
- RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED (Q4602495) (← links)
- Nonequivalence of Controllability Properties for Piecewise Linear Markov Switch Processes (Q4606395) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- Steady-State Sensitivity Analysis of Continuous Time Markov Chains (Q4620320) (← links)
- On intensities of perturbed random measures on Hausdorff spaces (Q4634146) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
