Stochastic Processes

References

• Stable Paretian Models in FinanceSvetlozar T. Rachev, Stefan Mittnik — 2000
• Stochastic Calculus for Finance II: Continuous-Time ModelsSteven E. Shreve — 2010
• Financial Econometrics: From Basics to Advanced Modeling TechniquesSvetlozar T. Rachev — 2006
• Random Signals: Detection, Estimation and Data AnalysisK. Sam Shanmugan, A.M. Breipohl — 1988
• Introduction to random signals and applied kalman filtering (3rd edRobert G. Brown, Patrick Y. Hwang — 2012
• Random processes : a mathematical approach for engineersRobert M. Gray, L. Davisson — 1986
• Discrete Random Signals and Statistical Signal ProcessingC.W. Therrien — 1992
• Fundamentals of Applied Probability TheoryAlvin W. Drake — 1967
• Probability with MartingalesWilliams, David — 1991
• An Introduction to Kolmogorov Complexity and Its ApplicationsMing Li, Paul Vitányi — 1993
• Networks: An IntroductionMark Newman — 2010
• Expectation Propagation for approximate Bayesian inferenceThomas P. Minka — 2001
• A First Course on Stochastic ProcessesS. Karlin, H. M. Taylor — 1968
• The Variance Gamma (V.G.) Model for Share Market ReturnsDilip B. Madan, E. Seneta — 1990
• The minimum size of a finite subspace partitionEsmeralda Năstase, Papa A. Sissokho — 2011
• Statistical properties of stochastic nonlinear dynamical models of single spiking neurons and neural networks.Roger Rodriguez, Henry C. Tuckwell — 1996
• Modelling the persistence of conditional variancesRobert F. Engle, Tim Bollerslev — 1986
• A new interpretation of information rateJ. L. Kelly — 1956
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of ObservationsHerman Chernoff — 1952
• Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paperA. P. Dempster, N. M. Laird, Donald B. Rubin — 1977

Cited by

• Synthesis of closed adaptive systems controlling stationary objectsВ. И. Иваненко — 1968
• An M/G/1 queueing system with multiple priority classesDong-Hwan Han — 1994
• Zur Überlagerung von ErneuerungsprozessenHorand St�rmer — 1969
• L^2-Spektraltheorie für Markov-OperatorenAchim Wübker — 2008
• On best constants in some martingale inequalitiesJinsik Mok — 1994
• Random composing of mappings, small stochastic perturbations and attractorsP. G�ra — 1985
• Closed form modeling of evolutionary rates by exponential Brownian functionalsM Virginie — 2015
• Local Asymptotic Normality for Linear Homogeneous Difference Equations with Non-Gaussian NoiseAndrius Jankunas — 1999
• Higher-Order Relations for Derivatives of Nonlinear Diffusion SemigroupsA. Val. Antonyuk, A. Vik. Antonyuk — 2001
• Investigating Deviations from Dynamical Randomness with Scaling IndicesHarald Atmanspacher, H. Scheingraber — 2000
• MARKOV PROCESSES AND DIFFUSION EQUATIONS ON UNBOUNDED INTERVALSFrancesco Altomare, Ingrid Carbone — 2001
• Exactness and Approximation of the Stochastic Simulation AlgorithmIván Mura — 2008
• Capacity and fairness of an ad hoc IEEE 802.11 cell with sophisticated noncooperative stationsJerzy Konorski — 2007
• Topics on max-stable processes and the central limit theoremYizao Wang — 2012
• Non-overlapping Germ-grain Models: Characteristics and Material ModellingJenny Andersson — 2005
• Quelques résultats sur l'équation de Cahn-Hilliard stochastique et déterministeLudovic Goudenège — 2009
• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive modelukasz Stettner — 1993
• Method of images in the planeRichard Walter Mensing — 1968
• Itô equation model for dispersion of solutes in heterogeneous mediaNicolae Suciu, Călin Vamoş, Harry Vereecken — 2008
• Generalized second-order invariance in texture modelingAlain Hillion, Christian Roux, Ioana Donescu — 2006

Related papers

No related papers recorded.