Works matching DE "DOUBLY stochastic Poisson processes"
Results: 46
On the Smoothing Estimation Problem for the Intensity of a DSMPP.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 5, doi. 10.1007/s11009-010-9165-z
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Discrete Compound Poisson Process with Curved Boundaries: Polynomial Structures and Recursions.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 2, p. 243, doi. 10.1007/s11009-006-9014-2
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Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2
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A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS.
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- Stochastics & Dynamics, 2010, v. 10, n. 4, p. 549, doi. 10.1142/S021949371000308X
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A NOTE ON MULTIVARIATE MAJORIZATION.
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- Journal of Mahani Mathematical Research Center, 2022, v. 11, n. 2, p. 119, doi. 10.22103/jmmrc.2022.19004.1204
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The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model.
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- Management Science, 1994, v. 40, n. 5, p. 603, doi. 10.1287/mnsc.40.5.603
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NONPARAMETRIC ESTIMATION OF THE CUMULATIVE INTENSITY FUNCTION FOR A NONHOMOGENEOUS POISSON PROCESS.
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- Management Science, 1991, v. 37, n. 7, p. 886, doi. 10.1287/mnsc.37.7.886
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MODELING TIME-DEPENDENT ARRIVALS TO SERVICE SYSTEMS: A CASE IN USING A PIECEWISE-POLYNOMIAL RATE FUNCTION IN A NONHOMOGENEOUS POISSON PROCESS.
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- Management Science, 1988, v. 34, n. 11, p. 1367, doi. 10.1287/mnsc.34.11.1367
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MAXIMIZING THE EXPECTED DURATION OF OWNING A RELATIVELY BEST OBJECT IN A POISSON PROCESS WITH RANKABLE OBSERVATIONS.
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- Journal of Applied Probability, 2009, v. 46, n. 2, p. 402, doi. 10.1239/jap/1245676096
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ON GROWTH-COLLAPSE PROCESSES WITH STATIONARY STRUCTURE AND THEIR SHOT-NOISE COUNTERPARTS.
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- Journal of Applied Probability, 2009, v. 46, n. 2, p. 363, doi. 10.1239/jap/1245676093
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Infinite dimensional BSDE with jumps.
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- Stochastic Analysis & Applications, 2002, v. 20, n. 3, p. 519, doi. 10.1081/SAP-120004114
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A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 4, p. 1250030-1, doi. 10.1142/S0219024912500306
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MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250018-1, doi. 10.1142/S0219024912500185
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Assessment of Hydrometeor Collection Rates from Exact and Approximate Equations. Part II: Numerical Bounding.
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- Journal of Applied Meteorology & Climatology, 2007, v. 46, n. 1, p. 82, doi. 10.1175/JAM2442.1
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ABOUT A COUPLED POISSON PROCESS APPLIED IN ECONOMY AND BIOLOGY.
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- Economic Computation & Economic Cybernetics Studies & Research, 2010, v. 44, n. 3, p. 1
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Dipole Interactions in Doubly Periodic Domains.
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- Journal of Nonlinear Science, 2013, v. 23, n. 6, p. 971, doi. 10.1007/s00332-013-9174-5
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A SINGLE-SERVER PRIORITY QUEUING SYSTEM WITH GENERAL HOLDING TIMES, POISSON INPUT, AND REVERSE-ORDER-OF-ARRIVAL QUEUING DISCIPLINE.
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- Operations Research, 1969, v. 17, n. 2, p. 351, doi. 10.1287/opre.17.2.351
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Generalized non-stationary preventive maintenance model for deteriorating repairable systems.
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- Quality & Reliability Engineering International, 2002, v. 18, n. 5, p. 363, doi. 10.1002/qre.483
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Estimation of the expected ROCOF of a repairable system with bootstrap confidence region.
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- Quality & Reliability Engineering International, 2001, v. 17, n. 3, p. 159, doi. 10.1002/qre.407
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Predictability of operational processes over finite horizon.
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- Naval Research Logistics, 2011, v. 58, n. 6, p. 531, doi. 10.1002/nav.20465
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A doubly stochastic rainfall model with exponentially decaying pulses.
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- Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 6, p. 1645, doi. 10.1007/s00477-017-1483-z
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A Poset Fiber Theorem for Doubly Cohen-Macaulay Posets and Its Applications.
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- Annals of Combinatorics, 2013, v. 17, n. 4, p. 711, doi. 10.1007/s00026-013-0203-8
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A criterion of density for solutions of Poisson-driven SDEs.
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- Probability Theory & Related Fields, 2000, v. 118, n. 3, p. 406, doi. 10.1007/PL00008748
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A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL.
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- ANZIAM Journal, 2016, v. 58, n. 2, p. 182, doi. 10.1017/S1446181116000171
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Bin-width selected for Brain-Machine Interfaces optimizes rate decoding.
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- BMC Neuroscience, 2008, v. 9, p. 1, doi. 10.1186/1471-2202-9-S1-O2
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Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments.
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- Management Science, 2004, v. 50, n. 10, p. 1449, doi. 10.1287/mnsc.1040.0279
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ECONOMIC CAPITAL ALLOCATIONS FOR NON-NEGATIVE PORTFOLIOS OF DEPENDENT RISKS.
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- Astin Bulletin, 2008, v. 38, n. 2, p. 601, doi. 10.1017/S0515036100015300
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POISSON-VORONOI SPANNING TREES WITH APPLICATIONS TO THE OPTIMIZATION OF COMMUNICATION NETWORKS.
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- Operations Research, 1999, v. 47, n. 4, p. 619, doi. 10.1287/opre.47.4.619
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Small work-load mode in a queueing system with random nonstationary intensity.
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- Mathematical Notes, 2006, v. 80, n. 3/4, p. 329, doi. 10.1007/s11006-006-0144-1
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The Poisson Index: a new probabilistic model for protein ligand binding site similarity.
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- Bioinformatics, 2007, v. 23, n. 22, p. 3001, doi. 10.1093/bioinformatics/btm470
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LMMSE Estimation Based on Counting Observations.
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- IAENG International Journal of Applied Mathematics, 2007, v. 37, n. 2, p. 145
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Closed-Form Solutions for the Mode ii Crack tip Plastic Zone Shape.
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- International Journal of Fracture, 2003, v. 122, n. 3/4, p. L137, doi. 10.1023/B:FRAC.0000005806.28267.f6
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ON CONVERGENCE OF DISTRIBUTIONS OF COMPOUND COX PROCESSES TO STABLE LAWS.
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- Theory of Probability & Its Applications, 1999, v. 43, n. 4, p. 644, doi. 10.1137/S0040585X97977227
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Poisson Representation of a Ewens Fragmentation Process.
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- Combinatorics, Probability & Computing, 2007, v. 16, n. 6, p. 819, doi. 10.1017/S0963548306008352
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A new risk model based on policy entrance process and its weak convergence properties.
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- Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 3, p. 235, doi. 10.1002/asmb.669
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A Discrete-Time Branching Process Model of Yeast Prion Curing Curves*.
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- Mathematical Population Studies, 2013, v. 20, n. 1, p. 1, doi. 10.1080/08898480.2013.748566
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Identificación de un generador de inducción doblemente alimentado basado en el filtro de Kalman en presencia de datos espurios.
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- Ingeniería y Competitividad, 2013, v. 15, n. 1, p. 49, doi. 10.25100/iyc.v15i1.2619
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Stochastic Models with Memory for Seismic Risk Evaluation.
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- Journal of Risk & Insurance, 1981, v. 48, n. 1, p. 46, doi. 10.2307/252651
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Partially observed optimal controls of forward-backward doubly stochastic systems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2013, v. 19, n. 3, p. 828, doi. 10.1051/cocv/2012035
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An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection.
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- Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1198, doi. 10.1287/moor.2014.0649
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VARIATIONAL ANALYSIS OF FUNCTIONALS OF POISSON PROCESSES.
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- Mathematics of Operations Research, 2000, v. 25, n. 3, p. 485, doi. 10.1287/moor.25.3.485.12217
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UPPER BOUNDS FOR SINGLE SERVER QUEUES WITH DOUBLY STOCHASTIC POISSON ARRIVALS.
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- Mathematics of Operations Research, 1986, v. 11, n. 3, p. 442, doi. 10.1287/moor.11.3.442
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Estimating doubly stochastic Poisson process with affine intensities by Kalman filter.
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- Statistical Papers, 2015, v. 56, n. 3, p. 723, doi. 10.1007/s00362-014-0606-6
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Forecasting a class of doubly stochastic Poisson process.
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- Statistical Papers, 2002, v. 43, n. 4, p. 507, doi. 10.1007/s00362-002-0120-0
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Non-Archimedean Whittaker Functions as Characters: A Probabilistic Approach to the Shintani-Casselman-Shalika Formula.
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- IMRN: International Mathematics Research Notices, 2017, v. 2017, n. 7, p. 2100, doi. 10.1093/imrn/rnw091
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Dental general anaesthetic trends among Australian children.
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- BMC Oral Health, 2006, v. 6, p. 16, doi. 10.1186/1472-6831-6-16
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