Pages that link to "Item:Q1161196"

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

Displaying 50 items.

• Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models (Q5213949) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• Robust Dynamic Pricing with Strategic Customers (Q5219692) (← links)
• Zero-Sum Stopping Games with Asymmetric Information (Q5219718) (← links)
• A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process (Q5226261) (← links)
• Small-time almost-sure behaviour of extremal processes (Q5233175) (← links)
• Asymptotic Glosten--Milgrom Equilibrium (Q5250045) (← links)
• RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
• (Q5389856) (← links)
• (Q5389894) (← links)
• VARIANCE BOUNDS UNDER A HAZARD RATE CONSTRAINT (Q5416370) (← links)
• PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS (Q5422629) (← links)
• Filtering and the EM-Algorithm for the Markovian Arrival Process (Q5438318) (← links)
• EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337) (← links)
• Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses (Q5501223) (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
• Risk-Neutral Pricing and Hedging of In-Play Football Bets (Q5742990) (← links)
• Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
• Bayesian Analysis of Single-Molecule Experimental Data (Q5757775) (← links)
• A Diffusion-Based Analysis of a Multiclass Road Traffic Network (Q5856673) (← links)
• Quantum resetting in continuous measurement induced dynamics of a qubit (Q5885010) (← links)
• Stochastic birth-and-growth processes modelling crystallization of polymers with spatially heterogeneous parameters (Q5933581) (← links)
• State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic (Q5962131) (← links)
• Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
• Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model (Q6049804) (← links)
• Dynamically scheduling and maintaining a flexible server (Q6053067) (← links)
• Optimal pricing strategy for a service provider in the presence of repetitive usage (Q6071064) (← links)
• Fractional Poisson processes of order \(k\) and beyond (Q6071176) (← links)
• RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
• Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching (Q6101719) (← links)
• Ruin probabilities in a Markovian shot-noise environment (Q6102052) (← links)
• Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
• A Cox model for gradually disappearing events (Q6104957) (← links)
• Efficient Simulation of Sparse Graphs of Point Processes (Q6108734) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• Birth death swap population in random environment and aggregation with two timescales (Q6115251) (← links)
• Diffusive limits of Lipschitz functionals of Poisson measures (Q6126114) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Hierarchy of temporal responses of multivariate self-excited epidemic processes (Q6135213) (← links)
• Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms (Q6148888) (← links)
• On extremes of random clusters and marked renewal cluster processes (Q6159617) (← links)
• Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process (Q6176999) (← links)
• Nonparametric conditional local independence testing (Q6183775) (← links)
• Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)
• Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)
• IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)
• Optimal switching policy for batch servers (Q6556176) (← links)
• Multi-component matching queues in heavy traffic (Q6579135) (← links)
• Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
• Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)