Pages that link to "Item:Q4148578"

The following pages link to Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage (Q4148578):

Displaying 38 items.

• Intensity-based inference for planar point processes (Q581985) (← links)
• State estimation for Cox processes on general spaces (Q595268) (← links)
• The martingale method: Introductory sketch and access to the literature (Q795455) (← links)
• Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
• On risk processes with the Markov property and with independent increments (Q1056180) (← links)
• Systems weakened by failures (Q1066562) (← links)
• Point processes indexed by directed sets (Q1110909) (← links)
• A numerical solution for the \(\lambda(n)/C_2/r/N\) queue (Q1139331) (← links)
• Some inverse problems involving conditional expectations (Q1149158) (← links)
• A partially observed Poisson process (Q1162759) (← links)
• Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
• Filtering the histories of a partially observed marked point process (Q1190169) (← links)
• Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability (Q1262627) (← links)
• A bound for the expected hitting time of storage processes (Q1837480) (← links)
• The standard Poisson disorder problem revisited (Q2567225) (← links)
• Dynamic modelling and causality (Q3033168) (← links)
• Changes of filtrations and of probability measures (Q3051166) (← links)
• EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
• Non–linear filtering of diffusion processes with discontinuous observations (Q3326524) (← links)
• Optimization Applications of Compensators of Poisson Random Measures (Q3415919) (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
• A system model with interacting components:renewal type results (Q3685805) (← links)
• (Q3860571) (← links)
• Central limit theorems for local martingales (Q3870062) (← links)
• Some limit theorems for simple point processes (a martingale approach) (Q3883235) (← links)
• (Q3889883) (← links)
• Filtering formulas and the ./M/1 queue in a quasireversible network (Q3930433) (← links)
• Random time changes for multivariate counting processes (Q4155576) (← links)
• Actuarial values of payment streams (Q4155723) (← links)
• Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel (Q4725507) (← links)
• A counting process approach to replacement models (Q4727164) (← links)
• Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque (Q4885237) (← links)
• Poisson approximation, compensators and coupling (Q4946986) (← links)
• Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
• The stochastic filtering problem: a brief historical account (Q5245610) (← links)
• Streams of a M/M/1 feedback queue in statistical equilibrium (Q5895372) (← links)
• Streams of a M/M/1 feedback queue in statistical equilibrium (Q5905274) (← links)
• Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)