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.
- Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
- The central limit theorem for the Smoluchovski coagulation model (Q843704) (← links)
- Active redundancy allocation for a \(k\)-out-of-\(n\):F system of dependent components (Q852974) (← links)
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Finite sample optimality of maximum partial likelihood estimation in Cox's model for counting processes (Q909370) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Mathematical theory of queueing networks (Q913640) (← links)
- Self-exciting counting process systems with finite state space (Q915264) (← links)
- Bounds and inequalities for single server loss systems (Q915290) (← links)
- On a software reliability model by Koch and Spreij (Q927366) (← links)
- The periodic risk model with investment (Q931182) (← links)
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Stochastic geometric models, and related statistical issues in tumour-induced angiogenesis (Q938676) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Modelling the mean of a doubly stochastic Poisson process by functional data analysis (Q959350) (← links)
- Statistical inference for doubly stochastic multichannel Poisson processes: a PCA approach (Q961932) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Modelling stochastic mortality for dependent lives (Q974810) (← links)
- On the optimality of threshold control in queues with model uncertainty (Q975793) (← links)
- Inventory management with partially observed nonstationary demand (Q993707) (← links)
- Optimal time to change premiums (Q1006555) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
- Parameter estimation for point processes with partial observations: A filtering approach (Q1057022) (← links)
- Statistical modelling via partitioned counting processes (Q1062405) (← links)
- Mortality and aging in a heterogeneous population: A stochastic process model with observed and unobserved variables (Q1065748) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- Markov property of point processes (Q1085888) (← links)
- Laws of large numbers in self-correcting point processes (Q1086914) (← links)
- The multivariate hazard construction (Q1091020) (← links)
- Asymptotic inference for continuous-time Markov chains (Q1092575) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Ergodicity and inequalities in a class of point processes (Q1110192) (← links)
- A note on the exponentiality of total hazards before failure (Q1112449) (← links)
- Martingale dynamics and optimal routing in a network (Q1113666) (← links)
- Histogram maximum likelihood estimator in the multiplicative intensity model (Q1118959) (← links)
- Interchange arguments for classical scheduling problems in queues (Q1120461) (← links)
- A filtering model for Bayesian analysis of failure data contaminated by maintenance (Q1122277) (← links)
- A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model (Q1123521) (← links)
- Dynamic reliability models with conditional proportional hazards (Q1126012) (← links)
- Embedding optimal selection problems in a Poisson process (Q1177212) (← links)
- Comparison between optimal costs for relaxed and non-relaxed control problems with jumps (Q1185310) (← links)
- Filtering the histories of a partially observed marked point process (Q1190169) (← links)
- An optimal selection policy for a flexible manufacturing cell feeding several production lines (Q1192214) (← links)
- Optimal selection and control strategies for a flexible manufacturing and assembly system (Q1192216) (← links)
- Balance equations for general tandem queues (Q1197719) (← links)
