Pages that link to "Item:Q4150423"

The following pages link to Martingales on Jump Processes. I: Representation Results (Q4150423):

Displaying 42 items.

• Control: a perspective (Q463779) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• A differential game with jump process observations (Q754788) (← links)
• Self-exciting counting process systems with finite state space (Q915264) (← links)
• Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
• A review on stochastic differential equations for applications in hydrology (Q1113194) (← links)
• The dual space of the space BMO for a stochastic point process (Q1139874) (← links)
• A survey of design methods for failure detection in dynamic systems (Q1233418) (← links)
• Levy functionals and jump process martingales (Q1234965) (← links)
• Levy systems and absolutely continuous changes of measure for a jump process (Q1243517) (← links)
• Adaptive estimation of doubly stochastic Poisson processes (Q1243954) (← links)
• Estimation for jump processes in the tangent bundle of a Riemann manifold (Q1248840) (← links)
• Estimation for branching processes with varying and random environments (Q1250658) (← links)
• On the absolute continuity of measures relative to a Poisson measure (Q1258556) (← links)
• Filtering of derived point processes (Q1316603) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality (Q2101901) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Single jump filtrations and local martingales (Q2209740) (← links)
• Piecewise constant martingales and lazy clocks (Q2296122) (← 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)
• The predictable representation property of compensated-covariation stable families of martingales (Q2790678) (← links)
• (Q3397659) (← links)
• Slochastic multicompartmental systems. a counting process approach for parameter estimation(°) (Q3713438) (← links)
• Modelling and estimation of traffic flow—a martingale approach (Q3875802) (← links)
• Representation results for jump processes with application to optimal stopping (Q3884896) (← links)
• An alternative approach to non-linear filtering : jump process observations† (Q3932693) (← links)
• (Q3942131) (← 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)
• Diffusion approximation and filtering for a queueing system with repeats (Q4007480) (← links)
• Stochastic integrals for martingales of a jump process with partially accessible jump times (Q4089600) (← links)
• Weak convergence of stochastic integrals related to counting processes (Q4107714) (← links)
• Random time changes for multivariate counting processes (Q4155576) (← links)
• Control of jump processes and applications (Q4173271) (← links)
• Nonparametric kernel regression when the regressor follows a counting process (Q4345903) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• Nonparametric estimation of intensities of nonhomogeneous Poisson processes (Q4695026) (← links)
• On the predictable representation property of martingales associated with Lévy processes (Q5265780) (← links)
• Filtering of continuous-time Markov chains with noise-free observation and applications (Q5411902) (← links)