Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps
Year of publication: |
2002
|
---|---|
Authors: | Löcherbach, E. |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 2, p. 153-177
|
Publisher: |
Springer |
Subject: | likelihood ratio process | repasted Markov processes | diffusion processes | branching processes | branching diffusions |
-
Counterparty Risk Valuation: A Marked Branching Diffusion Approach
Henry-Labordere, Pierre, (2012)
-
Multi-Type Branching Processes Modeling of Nosocomial Epidemics
Mohamed, Zeinab, (2017)
-
Asymptotic Properties of a Supercritical Branching Process with Immigration in a Random Environment
Wang, Yanqing, (2022)
- More ...
-
Birth and Death on a Flow: Local Time and Estimation of a Position‐Dependent Death Rate
HÖpfner, R., (1998)
-
On local asymptotic normality for birth and death on a flow
Höpfner, R., (1999)
- More ...