Works matching DE "DOUBLY stochastic Poisson processes"

Results: 46

The Poisson Index: a new probabilistic model for protein ligand binding site similarity.

Published in:

Bioinformatics, 2007, v. 23, n. 22, p. 3001, doi. 10.1093/bioinformatics/btm470

By:

J.R. Davies;
R.M. Jackson;
K.V. Mardia;
C.C. Taylor

Publication type:

Article

UPPER BOUNDS FOR SINGLE SERVER QUEUES WITH DOUBLY STOCHASTIC POISSON ARRIVALS.

Published in:

Mathematics of Operations Research, 1986, v. 11, n. 3, p. 442, doi. 10.1287/moor.11.3.442

By:

Rolski, Tomasz

Publication type:

Article

Estimating doubly stochastic Poisson process with affine intensities by Kalman filter.

Published in:

Statistical Papers, 2015, v. 56, n. 3, p. 723, doi. 10.1007/s00362-014-0606-6

By:

Genaro, Alan;
Simonis, Adilson

Publication type:

Article

Forecasting a class of doubly stochastic Poisson process.

Published in:

Statistical Papers, 2002, v. 43, n. 4, p. 507, doi. 10.1007/s00362-002-0120-0

By:

Bouzas, P.R.;
Aguilera, A.M.;
Valderrama, M.J.

Publication type:

Article

LMMSE Estimation Based on Counting Observations.

Published in:

IAENG International Journal of Applied Mathematics, 2007, v. 37, n. 2, p. 145

By:

Fernández-Alcalá, Rosa;
Navarro-Moreno, Jesús;
Ruiz-Molina, Juan Carlos;
Oya, Antonia

Publication type:

Article

Assessment of Hydrometeor Collection Rates from Exact and Approximate Equations. Part II: Numerical Bounding.

Published in:

Journal of Applied Meteorology & Climatology, 2007, v. 46, n. 1, p. 82, doi. 10.1175/JAM2442.1

By:

Gaudet, Brian J.;
Schmidt, Jerome M.

Publication type:

Article

Small work-load mode in a queueing system with random nonstationary intensity.

Published in:

Mathematical Notes, 2006, v. 80, n. 3/4, p. 329, doi. 10.1007/s11006-006-0144-1

By:

Bashtova, E.

Publication type:

Article

An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection.

Published in:

Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1198, doi. 10.1287/moor.2014.0649

By:

Kratz, Peter

Publication type:

Article

VARIATIONAL ANALYSIS OF FUNCTIONALS OF POISSON PROCESSES.

Published in:

Mathematics of Operations Research, 2000, v. 25, n. 3, p. 485, doi. 10.1287/moor.25.3.485.12217

By:

Molchanov, Ilya;
Zuyev, Sergei

Publication type:

Article

Infinite dimensional BSDE with jumps.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 3, p. 519, doi. 10.1081/SAP-120004114

By:

Hassani, Mohammed;
Ouknine, Youssef

Publication type:

Article

On the Smoothing Estimation Problem for the Intensity of a DSMPP.

Published in:

Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 5, doi. 10.1007/s11009-010-9165-z

By:

Fernández-Alcalá, Rosa;
Navarro-Moreno, Jesus;
Ruiz-Molina, Juan

Publication type:

Article

Discrete Compound Poisson Process with Curved Boundaries: Polynomial Structures and Recursions.

Published in:

Methodology & Computing in Applied Probability, 2007, v. 9, n. 2, p. 243, doi. 10.1007/s11009-006-9014-2

By:

Lefèvre, Claude

Publication type:

Article

Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments.

Published in:

Management Science, 2004, v. 50, n. 10, p. 1449, doi. 10.1287/mnsc.1040.0279

By:

Whitt, Ward

Publication type:

Article

The Effect of Leadtime Uncertainty in a Simple Stochastic Inventory Model.

Published in:

Management Science, 1994, v. 40, n. 5, p. 603, doi. 10.1287/mnsc.40.5.603

By:

Jing-Sheng Song

Publication type:

Article

A new risk model based on policy entrance process and its weak convergence properties.

Published in:

Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 3, p. 235, doi. 10.1002/asmb.669

By:

Zehui Li;
Xinbing Kong

Publication type:

Article

Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2

By:

Yamada, Yuji;
Primbs, James A.

Publication type:

Article

A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL.

Published in:

ANZIAM Journal, 2016, v. 58, n. 2, p. 182, doi. 10.1017/S1446181116000171

By:

Alghalith, Moawia

Publication type:

Article

Identificación de un generador de inducción doblemente alimentado basado en el filtro de Kalman en presencia de datos espurios.

Published in:

Ingeniería y Competitividad, 2013, v. 15, n. 1, p. 49, doi. 10.25100/iyc.v15i1.2619

By:

Zuluaga, Carlos D.;
Giraldo, Eduardo

Publication type:

Article

POISSON-VORONOI SPANNING TREES WITH APPLICATIONS TO THE OPTIMIZATION OF COMMUNICATION NETWORKS.

Published in:

Operations Research, 1999, v. 47, n. 4, p. 619, doi. 10.1287/opre.47.4.619

By:

Baccelli, François;
Zuyev, Sergei

Publication type:

Article

A NOTE ON MULTIVARIATE MAJORIZATION.

Published in:

Journal of Mahani Mathematical Research Center, 2022, v. 11, n. 2, p. 119, doi. 10.22103/jmmrc.2022.19004.1204

By:

DEHGHANIAN, M.;
MOHAMMADHASANI, A.

Publication type:

Article

Closed-Form Solutions for the Mode ii Crack tip Plastic Zone Shape.

Published in:

International Journal of Fracture, 2003, v. 122, n. 3/4, p. L137, doi. 10.1023/B:FRAC.0000005806.28267.f6

By:

Jing, Peihua;
Khraishi, Tariq;
Gorbatikh, Larissa

Publication type:

Article

NONPARAMETRIC ESTIMATION OF THE CUMULATIVE INTENSITY FUNCTION FOR A NONHOMOGENEOUS POISSON PROCESS.

Published in:

Management Science, 1991, v. 37, n. 7, p. 886, doi. 10.1287/mnsc.37.7.886

By:

Leemis, Lawrence M.

Publication type:

Article

MODELING TIME-DEPENDENT ARRIVALS TO SERVICE SYSTEMS: A CASE IN USING A PIECEWISE-POLYNOMIAL RATE FUNCTION IN A NONHOMOGENEOUS POISSON PROCESS.

Published in:

Management Science, 1988, v. 34, n. 11, p. 1367, doi. 10.1287/mnsc.34.11.1367

By:

Kao, Edward P. C.;
Sheng-Lin Chang

Publication type:

Article

Dipole Interactions in Doubly Periodic Domains.

Published in:

Journal of Nonlinear Science, 2013, v. 23, n. 6, p. 971, doi. 10.1007/s00332-013-9174-5

By:

Tsang, Alan Cheng Hou;
Kanso, Eva

Publication type:

Article

A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 4, p. 1250030-1, doi. 10.1142/S0219024912500306

By:

NORBERG, RAGNAR;
SAVINA, OKSANA

Publication type:

Article

MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250018-1, doi. 10.1142/S0219024912500185

By:

CENTANNI, SILVIA;
MINOZZO, MARCO

Publication type:

Article

A Poset Fiber Theorem for Doubly Cohen-Macaulay Posets and Its Applications.

Published in:

Annals of Combinatorics, 2013, v. 17, n. 4, p. 711, doi. 10.1007/s00026-013-0203-8

By:

Kallipoliti, Myrto;
Kubitzke, Martina

Publication type:

Article

Non-Archimedean Whittaker Functions as Characters: A Probabilistic Approach to the Shintani-Casselman-Shalika Formula.

Published in:

IMRN: International Mathematics Research Notices, 2017, v. 2017, n. 7, p. 2100, doi. 10.1093/imrn/rnw091

By:

Chhaibi, Reda

Publication type:

Article

ABOUT A COUPLED POISSON PROCESS APPLIED IN ECONOMY AND BIOLOGY.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2010, v. 44, n. 3, p. 1

By:

Stefanescu, Stefan

Publication type:

Article

MAXIMIZING THE EXPECTED DURATION OF OWNING A RELATIVELY BEST OBJECT IN A POISSON PROCESS WITH RANKABLE OBSERVATIONS.

Published in:

Journal of Applied Probability, 2009, v. 46, n. 2, p. 402, doi. 10.1239/jap/1245676096

By:

Kurushima, Aiko;
Ano, Katsunori

Publication type:

Article

ON GROWTH-COLLAPSE PROCESSES WITH STATIONARY STRUCTURE AND THEIR SHOT-NOISE COUNTERPARTS.

Published in:

Journal of Applied Probability, 2009, v. 46, n. 2, p. 363, doi. 10.1239/jap/1245676093

By:

Kella, Offer

Publication type:

Article

Stochastic Models with Memory for Seismic Risk Evaluation.

Published in:

Journal of Risk & Insurance, 1981, v. 48, n. 1, p. 46, doi. 10.2307/252651

By:

Pinedo, Michael;
Shpilberg, David

Publication type:

Article

A SINGLE-SERVER PRIORITY QUEUING SYSTEM WITH GENERAL HOLDING TIMES, POISSON INPUT, AND REVERSE-ORDER-OF-ARRIVAL QUEUING DISCIPLINE.

Published in:

Operations Research, 1969, v. 17, n. 2, p. 351, doi. 10.1287/opre.17.2.351

By:

Durr, L.

Publication type:

Article

Partially observed optimal controls of forward-backward doubly stochastic systems.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2013, v. 19, n. 3, p. 828, doi. 10.1051/cocv/2012035

By:

Shi, Yufeng;
Zhu, Qingfeng

Publication type:

Article

ON CONVERGENCE OF DISTRIBUTIONS OF COMPOUND COX PROCESSES TO STABLE LAWS.

Published in:

Theory of Probability & Its Applications, 1999, v. 43, n. 4, p. 644, doi. 10.1137/S0040585X97977227

By:

Korolev, V. Yu.

Publication type:

Article

A Discrete-Time Branching Process Model of Yeast Prion Curing Curves*.

Published in:

Mathematical Population Studies, 2013, v. 20, n. 1, p. 1, doi. 10.1080/08898480.2013.748566

By:

SINDI, SUZANNES.;
OLOFSSON, PETER

Publication type:

Article

Dental general anaesthetic trends among Australian children.

Published in:

BMC Oral Health, 2006, v. 6, p. 16, doi. 10.1186/1472-6831-6-16

By:

Jamieson, Lisa M.;
Roberts-Thomson, Kaye F.

Publication type:

Article

A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS.

Published in:

Stochastics & Dynamics, 2010, v. 10, n. 4, p. 549, doi. 10.1142/S021949371000308X

By:

AMAN, A.;
N'ZI, M.;
OWO, J. M.

Publication type:

Article

ECONOMIC CAPITAL ALLOCATIONS FOR NON-NEGATIVE PORTFOLIOS OF DEPENDENT RISKS.

Published in:

Astin Bulletin, 2008, v. 38, n. 2, p. 601, doi. 10.1017/S0515036100015300

By:

FURMAN, EDWARD;
LANDSMAN, ZINOVIY

Publication type:

Article

Bin-width selected for Brain-Machine Interfaces optimizes rate decoding.

Published in:

BMC Neuroscience, 2008, v. 9, p. 1, doi. 10.1186/1471-2202-9-S1-O2

By:

Zacksenhouse, Miriam;
Lebedev, Mikhail A.;
Nicolelis, Miguel A. L.

Publication type:

Article

A criterion of density for solutions of Poisson-driven SDEs.

Published in:

Probability Theory & Related Fields, 2000, v. 118, n. 3, p. 406, doi. 10.1007/PL00008748

By:

Denis, Laurent

Publication type:

Article

Renewal approximations of the switched Poisson processes and their applications to queuing systems.

Published in:

Journal of the Operational Research Society, 1994, v. 45, n. 3, p. 345, doi. 10.2307/2584168

By:

Bhat, Vasanthakumar N

Publication type:

Article

Predictability of operational processes over finite horizon.

Published in:

Naval Research Logistics, 2011, v. 58, n. 6, p. 531, doi. 10.1002/nav.20465

By:

Ebrahimi, Nader;
Kirmani, S. N. U. A.;
Soofi, Ehsan S.

Publication type:

Article

A doubly stochastic rainfall model with exponentially decaying pulses.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 6, p. 1645, doi. 10.1007/s00477-017-1483-z

By:

Ramesh, N. I.;
Garthwaite, A. P.;
Onof, C.

Publication type:

Article

Poisson Representation of a Ewens Fragmentation Process.

Published in:

Combinatorics, Probability & Computing, 2007, v. 16, n. 6, p. 819, doi. 10.1017/S0963548306008352

By:

ALEXANDER GNEDIN;
JIM PITMAN

Publication type:

Article

Uncertainty in optimal decisions for dike maintenance.

Published in:

Structure & Infrastructure Engineering: Maintenance, Management, Life-Cycle Design & Performance, 2012, v. 8, n. 4, p. 317, doi. 10.1080/15732479.2011.563086

By:

Kuijper, B.;
Kallen, M.J.

Publication type:

Article