Results 291 to 300 of about 88,663 (317)

Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds

Journal of Computational and Applied Mathematics, 2020
Selin Özen, Sule Şahin
exaly  

RobustL2−L∞filtering for a class of dynamical systems with nonhomogeneous Markov jump process

International Journal of Systems Science, 2015
Yanyan Yin, Fei Liu, Kok Lay Teo
exaly  

Quantum mechanical model for two-state jump Markovian process

Physics Letters, Section A: General, Atomic and Solid State Physics, 2008
Masashi Ban, Sachiko Kitajima, Fumiaki Shibata   +2 more
exaly  

Is a pure jump process fitting the high frequency data better than a jump-diffusion process?

Journal of Statistical Planning and Inference, 2013
Xin-Bing Kong
exaly  

Distributional representations and dominance of a Lévy process over its maximal jump processes

Bernoulli, 2016
Boris Buchmann, R A Maller
exaly  

Jump processes

2017
openaire   +1 more source

Backward Stochastic Differential Equations for a Single Jump Process

Stochastic Analysis and Applications, 2011
Robert J Elliott
exaly  

Jump Processes

2007
openaire   +1 more source

Prognostics for non-monotonous health indicator data with jump diffusion process

Computers and Industrial Engineering, 2018
Houda Ghamlouch, Mitra Fouladirad, Antoine Grall   +2 more
exaly  

Jump processes

2010
openaire   +1 more source