Letteratura scientifica selezionata sul tema "Jump processes"
Cita una fonte nei formati APA, MLA, Chicago, Harvard e in molti altri stili
Consulta la lista di attuali articoli, libri, tesi, atti di convegni e altre fonti scientifiche attinenti al tema "Jump processes".
Accanto a ogni fonte nell'elenco di riferimenti c'è un pulsante "Aggiungi alla bibliografia". Premilo e genereremo automaticamente la citazione bibliografica dell'opera scelta nello stile citazionale di cui hai bisogno: APA, MLA, Harvard, Chicago, Vancouver ecc.
Puoi anche scaricare il testo completo della pubblicazione scientifica nel formato .pdf e leggere online l'abstract (il sommario) dell'opera se è presente nei metadati.
Articoli di riviste sul tema "Jump processes"
Lee, Suzanne S., and Jan Hannig. "Detecting jumps from Lévy jump diffusion processes☆." Journal of Financial Economics 96, no. 2 (May 2010): 271–90. http://dx.doi.org/10.1016/j.jfineco.2009.12.009.
Testo completoV. Poliarus, O., Y. O. Poliakov, I. L. Nazarenko, Y. T. Borovyk, and M. V. Kondratiuk. "Detection of Jumps Parameters in Economic Processes(the Case of Modelling Profitability)." International Journal of Engineering & Technology 7, no. 4.3 (September 15, 2018): 488. http://dx.doi.org/10.14419/ijet.v7i4.3.19922.
Testo completoBreuer, Lothar. "A quintuple law for Markov additive processes with phase-type jumps." Journal of Applied Probability 47, no. 2 (June 2010): 441–58. http://dx.doi.org/10.1239/jap/1276784902.
Testo completoBreuer, Lothar. "A quintuple law for Markov additive processes with phase-type jumps." Journal of Applied Probability 47, no. 02 (June 2010): 441–58. http://dx.doi.org/10.1017/s0021900200006744.
Testo completoRatanov, Nikita. "Damped jump-telegraph processes." Statistics & Probability Letters 83, no. 10 (October 2013): 2282–90. http://dx.doi.org/10.1016/j.spl.2013.06.018.
Testo completoMufa, Chen. "Coupling for jump processes." Acta Mathematica Sinica 2, no. 2 (June 1986): 123–36. http://dx.doi.org/10.1007/bf02564874.
Testo completoGyöngy, István, and Sizhou Wu. "On Itô formulas for jump processes." Queueing Systems 98, no. 3-4 (August 2021): 247–73. http://dx.doi.org/10.1007/s11134-021-09709-8.
Testo completoWang, Guanying, Xingchun Wang, and Zhongyi Liu. "PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES." Probability in the Engineering and Informational Sciences 31, no. 2 (December 14, 2016): 121–38. http://dx.doi.org/10.1017/s0269964816000486.
Testo completoDumitrescu, Monica E. "Some informational properties of Markov pure-jump processes." Časopis pro pěstování matematiky 113, no. 4 (1988): 429–34. http://dx.doi.org/10.21136/cpm.1988.118348.
Testo completoFuchs, Philip X., Julia Mitteregger, Dominik Hoelbling, Hans-Joachim K. Menzel, Jeffrey W. Bell, Serge P. von Duvillard, and Herbert Wagner. "Relationship between General Jump Types and Spike Jump Performance in Elite Female and Male Volleyball Players." Applied Sciences 11, no. 3 (January 25, 2021): 1105. http://dx.doi.org/10.3390/app11031105.
Testo completoTesi sul tema "Jump processes"
Conforti, Giovanni, Pra Paolo Dai, and Sylvie Roelly. "Reciprocal class of jump processes." Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7077/.
Testo completoOrnthanalai, Chayawat. "Asset pricing with Lévy jump processes." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66745.
Testo completoXia, Yuan. "Multilevel Monte Carlo for jump processes." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8.
Testo completoSkoog, Daniel. "Jump processes and the implied volatility curve." Thesis, Uppsala University, Department of Mathematics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120040.
Testo completoSaeedi, Ardavan. "Nonparametric Bayesian models for Markov jump processes." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42963.
Testo completoBu, Tianren. "Option pricing under exponential jump diffusion processes." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/option-pricing-under-exponential-jump-diffusion-processes(0dab0630-b8f8-4ee8-8bf0-8cd0b9b9afc0).html.
Testo completoMina, Francesco. "On Markovian approximation schemes of jump processes." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/48049.
Testo completoWong, Wee Chin. "Estimation and control of jump stochastic systems." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31775.
Testo completoDursun, Havva Ozlem. "Jump Detection With Power And Bipower Variation Processes." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608940/index.pdf.
Testo completoEl-Bachir, Naoufel. "Stochastic default intensity modeling with dependent jump processes." Thesis, University of Reading, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.515698.
Testo completoLibri sul tema "Jump processes"
Peter, Tankov, ed. Financial modelling with jump processes. Boca Raton, Fla: Chapman & Hall/CRC, 2004.
Cerca il testo completoBreuer, Lothar. From Markov Jump Processes to Spatial Queues. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4.
Testo completoZhang, Qingling. Analysis and design of singular Markovian jump systems. Heidelberg: Springer, 2014.
Cerca il testo completoCzornik, Adam. On control problems for jump linear systems. Gliwice: Wydawn. Politechniki Śląskiej, 2003.
Cerca il testo completoHanson, Floyd B. Applied stochastic processes and control for Jump-diffusions: Modeling, analysis, and computation. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2007.
Cerca il testo completoMariton, M. Jump linear systems in automatic control. New York: M. Dekker, 1990.
Cerca il testo completoHoriuchi, Shigeto. Isoperimetric inequalities and capacities of symmetric Markov processes with jumps and killings. Kobe: Institute of Economic Research, Kobe University of Commerce, 2001.
Cerca il testo completoCosta, Oswaldo Luiz Valle. Discrete-Time Markov Jump Linear Systems. London: Springer London, 2005.
Cerca il testo completoDuffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. Cambridge, MA: National Bureau of Economic Research, 1999.
Cerca il testo completoBarlow, M. T. Heat kernel upper bounds for jump processes and the first exit time. Kyoto, Japan: Kyōto Daigaku Sūri Kaiseki Kenkyūjo, 2006.
Cerca il testo completoCapitoli di libri sul tema "Jump processes"
Gikhman, Iosif Ilyich, and Anatoli Vladimirovich Skorokhod. "Jump Processes." In The Theory of Stochastic Processes II, 187–257. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-61921-2_4.
Testo completoSzulga, Jerzy. "Jump Processes." In Introduction to Random Chaos, 97–120. Boca Raton: Routledge, 2022. http://dx.doi.org/10.1201/9780203749906-7.
Testo completoTabar, M. Reza Rahimi. "Jump-Diffusion Processes." In Understanding Complex Systems, 111–21. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-18472-8_12.
Testo completoChiarella, Carl, Xue-Zhong He, and Christina Sklibosios Nikitopoulos. "Jump-Diffusion Processes." In Dynamic Modeling and Econometrics in Economics and Finance, 251–71. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45906-5_12.
Testo completoBreuer, Lothar. "Markov Jump Processes." In From Markov Jump Processes to Spatial Queues, 3–21. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4_1.
Testo completoBerger, Marc A. "Markov Jump Processes." In Springer Texts in Statistics, 121–38. New York, NY: Springer New York, 1993. http://dx.doi.org/10.1007/978-1-4612-2726-7_6.
Testo completoBreuer, Lothar. "Markov-Additive Jump Processes." In From Markov Jump Processes to Spatial Queues, 23–39. Dordrecht: Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-010-0239-4_2.
Testo completoKolesnik, Alexander D., and Nikita Ratanov. "Asymmetric Jump-Telegraph Processes." In Telegraph Processes and Option Pricing, 69–88. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40526-6_4.
Testo completoShreve, Steven E. "Introduction to Jump Processes." In Springer Finance, 461–526. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-4296-1_11.
Testo completoEberlein, Ernst. "Jump–Type Lévy Processes." In Handbook of Financial Time Series, 439–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-71297-8_19.
Testo completoAtti di convegni sul tema "Jump processes"
Sebghati, Mohammad Ali, and Hamidreza Amindavar. "Tracking jump processes using particle filtering." In 2008 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM). IEEE, 2008. http://dx.doi.org/10.1109/sam.2008.4606901.
Testo completoLevine, A. M., A. G. Kofman, R. Zaibel, and Yehiam Prior. "Non-Markovian jump processes in lasers." In ADVANCES IN LASER SCIENCE−IV. AIP, 1989. http://dx.doi.org/10.1063/1.38571.
Testo completoDahl, Kristina Rognlien, and Heidar Eyjolfsson. "Self-Exciting Jump Processes as Deterioration Models." In Proceedings of the 31st European Safety and Reliability Conference. Singapore: Research Publishing Services, 2021. http://dx.doi.org/10.3850/978-981-18-2016-8_286-cd.
Testo completoZheng, Yingchun, Shougang Zhang, and Yunfeng Yang. "Dynamic Asset Allocation with Jump-Diffusion Processes." In 2019 15th International Conference on Computational Intelligence and Security (CIS). IEEE, 2019. http://dx.doi.org/10.1109/cis.2019.00103.
Testo completoWan, Shuping. "Risk Sensitive Optimal Portfolio Model under Jump Processes." In 2006 Chinese Control Conference. IEEE, 2006. http://dx.doi.org/10.1109/chicc.2006.280664.
Testo completoFragoso, M. D., and T. T. da Silva. "A note on jump-type Fleming-Viot processes." In 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601). IEEE, 2004. http://dx.doi.org/10.1109/cdc.2004.1429402.
Testo completoPrior, Yehiam, A. G. Kofman, R. Zaibel, and A. M. Levine. "Non-Markovian Stochastic Jump Processes In Nonlinear Optics." In Intl Conf on Trends in Quantum Electronics, edited by Ioan Ursu. SPIE, 1989. http://dx.doi.org/10.1117/12.950608.
Testo completoTheodorou, E. A., and E. Todorov. "Stochastic optimal control for nonlinear markov jump diffusion processes." In 2012 American Control Conference - ACC 2012. IEEE, 2012. http://dx.doi.org/10.1109/acc.2012.6315408.
Testo completoWang, Ziyi, Grady Williams, and Evangelos A. Theodorou. "Information Theoretic Model Predictive Control on Jump Diffusion Processes." In 2019 American Control Conference (ACC). IEEE, 2019. http://dx.doi.org/10.23919/acc.2019.8815263.
Testo completoMaginnis, Peter A., Matthew West, and Geir E. Dullerud. "Variance-reduced model predictive control of Markov jump processes." In 2016 American Control Conference (ACC). IEEE, 2016. http://dx.doi.org/10.1109/acc.2016.7526512.
Testo completoRapporti di organizzazioni sul tema "Jump processes"
Elliott, Robert J. Filtering of Jump Processes. Fort Belvoir, VA: Defense Technical Information Center, October 1987. http://dx.doi.org/10.21236/ada189701.
Testo completoAït-Sahalia, Yacine, Julio Cacho-Diaz, and Roger J. A. Laeven. Modeling Financial Contagion Using Mutually Exciting Jump Processes. Cambridge, MA: National Bureau of Economic Research, March 2010. http://dx.doi.org/10.3386/w15850.
Testo completoDupuis, Paul, and Yufei Liu. On the Large Deviation Rate Function for the Empirical Measures of Reversible Jump Markov Processes. Fort Belvoir, VA: Defense Technical Information Center, September 2013. http://dx.doi.org/10.21236/ada614710.
Testo completoСоловйов, В. М., В. В. Соловйова та Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.
Testo completoPlaten, E. On a Wide Range Exclusion Process in Random Medium with Local Jump Intensity. Fort Belvoir, VA: Defense Technical Information Center, August 1988. http://dx.doi.org/10.21236/ada200510.
Testo completoBates, David. Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options. Cambridge, MA: National Bureau of Economic Research, December 1993. http://dx.doi.org/10.3386/w4596.
Testo completoRezaie, Shogofa, Fedra Vanhuyse, Karin André, and Maryna Henrysson. Governing the circular economy: how urban policymakers can accelerate the agenda. Stockholm Environment Institute, September 2022. http://dx.doi.org/10.51414/sei2022.027.
Testo completoPetit, Vincent. Road to a rapid transition to sustainable energy security in Europe. Schneider Electric Sustainability Research Institute, October 2022. http://dx.doi.org/10.58284/se.sri.bcap9655.
Testo completoThe algorithm realization of motor “running” and “standing long-jump” actions formation during the training process of 6-7 year-old preschool children. Gimazov R.M., Rembeza A.V., Bulatova G.A., December 2019. http://dx.doi.org/10.14526/2070-4798-2019-14-4-67-79.
Testo completo