Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
, 2018 Bart Kamphorst, Bert Zwart
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On the Numerical Calculation of the Distribution Functions Defining Some Compound Poisson Processes [PDF]
, 1963 Carl Philipson
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Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility
, 2011 Stefan Thonhauser, Hansjörg Albrecher
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Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science [PDF]
, 2017 Shilong Li +3 more
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A Criterium for the Strict Positivity of the Density of the Law of a Poisson Process
Advances in Difference Equations, 2011 We translate in semigroup theory our result (Léandre, 1990) giving a necessary condition so that the law of a Markov process with jumps could have a strictly positive density. This result express, that we have to jump in a finite number of jumps in
Léandre Rémi
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A time-dependent reliability model for spatial intermittent motion mechanisms via constant-amplitude alternating fatigue load equivalent method. [PDF]
Sci RepCheng P, Zhang T, Zhu Y.
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Rare Events Statistics for Z d Map Lattices Coupled by Collision. [PDF]
Commun Math PhysBahsoun W, Phalempin M.
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Uniform Asymptotics for Compound Poisson Processes with Regularly\n Varying Jumps and Vanishing Drift [PDF]
, 2015 Bart Kamphorst, Bert Zwart
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Synchrony timescales underlie irregular neocortical spiking. [PDF]
NeuronPattadkal JJ +5 more
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