Статті в журналах з теми "Jump processes"
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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.
Повний текст джерелаV. 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.
Повний текст джерелаBreuer, 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.
Повний текст джерелаBreuer, 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.
Повний текст джерелаRatanov, 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.
Повний текст джерелаMufa, Chen. "Coupling for jump processes." Acta Mathematica Sinica 2, no. 2 (June 1986): 123–36. http://dx.doi.org/10.1007/bf02564874.
Повний текст джерелаGyöngy, 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.
Повний текст джерелаWang, 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.
Повний текст джерелаDumitrescu, 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.
Повний текст джерелаFuchs, 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.
Повний текст джерелаHutzenthaler, Martin, and Jesse Earl Taylor. "Time reversal of some stationary jump diffusion processes from population genetics." Advances in Applied Probability 42, no. 4 (December 2010): 1147–71. http://dx.doi.org/10.1239/aap/1293113155.
Повний текст джерелаHutzenthaler, Martin, and Jesse Earl Taylor. "Time reversal of some stationary jump diffusion processes from population genetics." Advances in Applied Probability 42, no. 04 (December 2010): 1147–71. http://dx.doi.org/10.1017/s0001867800004560.
Повний текст джерелаSchultz, Christopher J., Lawrence D. Carey, Elise V. Schultz, and Richard J. Blakeslee. "Insight into the Kinematic and Microphysical Processes that Control Lightning Jumps." Weather and Forecasting 30, no. 6 (November 19, 2015): 1591–621. http://dx.doi.org/10.1175/waf-d-14-00147.1.
Повний текст джерелаD’Onofrio, Giuseppe, and Alessandro Lanteri. "Approximating the First Passage Time Density of Diffusion Processes with State-Dependent Jumps." Fractal and Fractional 7, no. 1 (December 28, 2022): 30. http://dx.doi.org/10.3390/fractalfract7010030.
Повний текст джерелаHiraba, Seiji. "Jump-type Fleming-Viot processes." Advances in Applied Probability 32, no. 1 (March 2000): 140–58. http://dx.doi.org/10.1239/aap/1013540027.
Повний текст джерелаHiraba, Seiji. "Jump-type Fleming-Viot processes." Advances in Applied Probability 32, no. 01 (March 2000): 140–58. http://dx.doi.org/10.1017/s0001867800009812.
Повний текст джерелаLiu, Shican, Yanli Zhou, Yonghong Wu, and Xiangyu Ge. "Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes." Journal of Function Spaces 2019 (February 3, 2019): 1–12. http://dx.doi.org/10.1155/2019/9754679.
Повний текст джерелаMINA, KARL FRIEDRICH, GERALD H. L. CHEANG, and CARL CHIARELLA. "APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES." International Journal of Theoretical and Applied Finance 18, no. 04 (June 2015): 1550024. http://dx.doi.org/10.1142/s0219024915500247.
Повний текст джерелаBorovkov, K., and G. Last. "On level crossings for a general class of piecewise-deterministic Markov processes." Advances in Applied Probability 40, no. 03 (September 2008): 815–34. http://dx.doi.org/10.1017/s0001867800002809.
Повний текст джерелаFlynn, C. P. "Atomic Jump Processes in Crystals." Materials Science Forum 15-18 (January 1987): 281–300. http://dx.doi.org/10.4028/www.scientific.net/msf.15-18.281.
Повний текст джерелаSchilling, Rene L. "Financial Modelling with Jump Processes." Journal of the Royal Statistical Society: Series A (Statistics in Society) 168, no. 1 (January 2005): 250–51. http://dx.doi.org/10.1111/j.1467-985x.2004.00347_3.x.
Повний текст джерелаBingham, N. H. "Financial Modelling With Jump Processes." Journal of the American Statistical Association 101, no. 475 (September 2006): 1315–16. http://dx.doi.org/10.1198/jasa.2006.s130.
Повний текст джерелаTreloar, Katrina K., Matthew J. Simpson, and Scott W. McCue. "Velocity-jump processes with proliferation." Journal of Physics A: Mathematical and Theoretical 46, no. 1 (December 5, 2012): 015003. http://dx.doi.org/10.1088/1751-8113/46/1/015003.
Повний текст джерелаYang, Xiaochuan. "Multifractality of jump diffusion processes." Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54, no. 4 (November 2018): 2042–74. http://dx.doi.org/10.1214/17-aihp864.
Повний текст джерелаCeci, Claudia, and Anna Gerardi. "Controlled partially observed jump processes." Nonlinear Analysis: Theory, Methods & Applications 47, no. 4 (August 2001): 2449–60. http://dx.doi.org/10.1016/s0362-546x(01)00368-6.
Повний текст джерелаAntczak, Grazyna, and Gert Ehrlich. "Jump processes in surface diffusion." Surface Science Reports 62, no. 2 (February 2007): 39–61. http://dx.doi.org/10.1016/j.surfrep.2006.12.001.
Повний текст джерелаSimon, Thomas. "Support theorem for jump processes." Stochastic Processes and their Applications 89, no. 1 (September 2000): 1–30. http://dx.doi.org/10.1016/s0304-4149(00)00008-9.
Повний текст джерелаConforti, Giovanni, Paolo Dai Pra, and Sylvie Rœlly. "Reciprocal Class of Jump Processes." Journal of Theoretical Probability 30, no. 2 (November 24, 2015): 551–80. http://dx.doi.org/10.1007/s10959-015-0655-3.
Повний текст джерелаLuo, Jiaowan. "Doubly perturbed jump-diffusion processes." Journal of Mathematical Analysis and Applications 351, no. 1 (March 2009): 147–51. http://dx.doi.org/10.1016/j.jmaa.2008.09.024.
Повний текст джерелаBueno-Guerrero, Alberto, and Steven P. Clark. "Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps." Mathematics 12, no. 1 (December 26, 2023): 82. http://dx.doi.org/10.3390/math12010082.
Повний текст джерелаLefebvre, Mario. "First-Passage Times and Optimal Control of Integrated Jump-Diffusion Processes." Fractal and Fractional 7, no. 2 (February 3, 2023): 152. http://dx.doi.org/10.3390/fractalfract7020152.
Повний текст джерелаBorovkov, K., and G. Last. "On level crossings for a general class of piecewise-deterministic Markov processes." Advances in Applied Probability 40, no. 3 (September 2008): 815–34. http://dx.doi.org/10.1239/aap/1222868187.
Повний текст джерелаDuan, Jin-Chuan, Peter Ritchken, and Zhiqiang Sun. "APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING." Mathematical Finance 16, no. 1 (January 2006): 21–52. http://dx.doi.org/10.1111/j.1467-9965.2006.00259.x.
Повний текст джерелаMiles, Christopher E., and James P. Keener. "Jump locations of jump-diffusion processes with state-dependent rates." Journal of Physics A: Mathematical and Theoretical 50, no. 42 (September 22, 2017): 425003. http://dx.doi.org/10.1088/1751-8121/aa8a90.
Повний текст джерелаBoucherie, Richard J., and Nico M. Van Dijk. "Spatial birth-death processes with multiple changes and applications to batch service networks and clustering processes." Advances in Applied Probability 22, no. 2 (June 1990): 433–55. http://dx.doi.org/10.2307/1427544.
Повний текст джерелаBoucherie, Richard J., and Nico M. Van Dijk. "Spatial birth-death processes with multiple changes and applications to batch service networks and clustering processes." Advances in Applied Probability 22, no. 02 (June 1990): 433–55. http://dx.doi.org/10.1017/s0001867800019650.
Повний текст джерелаPfeifer, Dietmar, and Ursula Heller. "A martingale characterization of mixed Poisson processes." Journal of Applied Probability 24, no. 1 (March 1987): 246–51. http://dx.doi.org/10.2307/3214076.
Повний текст джерелаPfeifer, Dietmar, and Ursula Heller. "A martingale characterization of mixed Poisson processes." Journal of Applied Probability 24, no. 01 (March 1987): 246–51. http://dx.doi.org/10.1017/s0021900200030783.
Повний текст джерелаAmorino, Chiara, and Eulalia Nualart. "Optimal convergence rates for the invariant density estimation of jump-diffusion processes." ESAIM: Probability and Statistics 26 (2022): 126–51. http://dx.doi.org/10.1051/ps/2022001.
Повний текст джерелаRibeiro, M. Teresa S., Filipe Conceição, and Matheus M. Pacheco. "Proficiency Barrier in Track and Field: Adaptation and Generalization Processes." Sensors 24, no. 3 (February 4, 2024): 1000. http://dx.doi.org/10.3390/s24031000.
Повний текст джерелаChow, Gary Chi-Ching, Yu-Hin Kong, and Wai-Yan Pun. "The Concurrent Validity and Test-Retest Reliability of Possible Remote Assessments for Measuring Countermovement Jump: My Jump 2, HomeCourt & Takei Vertical Jump Meter." Applied Sciences 13, no. 4 (February 7, 2023): 2142. http://dx.doi.org/10.3390/app13042142.
Повний текст джерелаHuzak, Miljenko, Mihael Perman, Hrvoje Šikić, and Zoran Vondraček. "Ruin probabilities for competing claim processes." Journal of Applied Probability 41, no. 3 (September 2004): 679–90. http://dx.doi.org/10.1239/jap/1091543418.
Повний текст джерелаSerfozo, Richard F. "Reversible Markov processes on general spaces and spatial migration processes." Advances in Applied Probability 37, no. 3 (September 2005): 801–18. http://dx.doi.org/10.1239/aap/1127483748.
Повний текст джерелаSerfozo, Richard F. "Reversible Markov processes on general spaces and spatial migration processes." Advances in Applied Probability 37, no. 03 (September 2005): 801–18. http://dx.doi.org/10.1017/s0001867800000483.
Повний текст джерелаShimizu, Yasutaka. "Threshold selection in jump-discriminant filter for discretely observed jump processes." Statistical Methods & Applications 19, no. 3 (April 8, 2010): 355–78. http://dx.doi.org/10.1007/s10260-010-0134-z.
Повний текст джерелаDuong, Dam Ton, and Phung Ngoc Nguyen. "Stochastic differential of Ito – Levy processes." Science and Technology Development Journal 19, no. 2 (June 30, 2016): 80–83. http://dx.doi.org/10.32508/stdj.v19i2.792.
Повний текст джерелаCarpinteyro, Martha, Francisco Venegas-Martínez, and Alí Aali-Bujari. "Modeling Precious Metal Returns through Fractional Jump-Diffusion Processes Combined with Markov Regime-Switching Stochastic Volatility." Mathematics 9, no. 4 (February 19, 2021): 407. http://dx.doi.org/10.3390/math9040407.
Повний текст джерелаKohatsu-Higa, Arturo, Eulalia Nualart, and Ngoc Khue Tran. "Density estimates for jump diffusion processes." Applied Mathematics and Computation 420 (May 2022): 126814. http://dx.doi.org/10.1016/j.amc.2021.126814.
Повний текст джерелаCheng, Hui-Hui, and Yong-Hua Mao. "Polynomial convergence for reversible jump processes." Statistics & Probability Letters 173 (June 2021): 109081. http://dx.doi.org/10.1016/j.spl.2021.109081.
Повний текст джерелаSworder, D. D., and J. E. Boyd. "Jump-diffusion processes in tracking/recognition." IEEE Transactions on Signal Processing 46, no. 1 (1998): 235–39. http://dx.doi.org/10.1109/78.651226.
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