Structured Dependence between Stochastic Processes

Author:

Bielecki Tomasz R.,Jakubowski Jacek,Niewȩgłowski Mariusz

Publisher

Cambridge University Press

Reference204 articles.

1. Zhu, L. 2013. Nonlinear Hawkes processes. Ph.D. thesis, New York University.

2. Wentzell, A. D. 1981. A Course in the Theory of Stochastic Processes. McGraw-Hill. Translated from the Russian by S. Chomet, with a foreword by K. L. Chung.

3. On discontinuous additive functionals and Lévy measures of a Markov process

4. A survey of the application of gamma processes in maintenance

5. Markov Processes, Feller Semigroups and Evolution Equations

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