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.
- Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution (Q4639223) (← links)
- The explicit form of the rate function for semi-Markov processes and its contractions (Q4642706) (← links)
- ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES (Q4643224) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes (Q4677100) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)
- A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912) (← links)
- PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL (Q4691252) (← links)
- Interactions Between Ageing and Risk Properties in the Analysis of Burn-in Problems (Q4691958) (← links)
- Variance components models for survival data (Q4715800) (← links)
- Optimal intensity allocation of single-server queueing networks (Q4763806) (← links)
- A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering (Q4812841) (← links)
- Testing for the minimal repair model versus additional damage at failures (Q4844128) (← links)
- On the Pathwise Comparison of Jump Processes Driven by Stochastic Intensities (Q4845793) (← links)
- The backlog process in queues with random service speed (Q4895704) (← links)
- On optimal stopping of risk processes with regime switching (Q4898893) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- Limit theorems for the fractional nonhomogeneous Poisson process (Q4968521) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Approximation of the height process of a continuous state branching process with interaction (Q5003654) (← links)
- Optimal Contract for Machine Repair and Maintenance (Q5003725) (← links)
- Generalized Poisson measures on topological spaces and applications (Q5005987) (← links)
- Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States (Q5022282) (← links)
- Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates (Q5031645) (← links)
- A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES (Q5051172) (← links)
- Exact simulation of extrinsic stress-release processes (Q5067213) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Probabilistic prediction of credit ratings: a filtering approach (Q5085846) (← links)
- On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks (Q5086727) (← links)
- MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806) (← links)
- Stability of Parallel Server Systems (Q5106378) (← links)
- Optimal control on graphs: existence, uniqueness, and long-term behavior (Q5109194) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- An Analysis of a Large-Scale Machine Repair Model (Q5113880) (← links)
- Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- An Optimal Callback Policy for General Arrival Processes: A Pathwise Analysis (Q5131461) (← links)
- (Q5134628) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Optimal Monitoring Schedule in Dynamic Contracts (Q5144766) (← links)
- Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
- Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation (Q5157218) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- On the mean field approximation of a stochastic model of tumour-induced angiogenesis (Q5205839) (← links)
