DOUBLE-INDEXES BESSEL DIFFUSIONS

PROCEEDINGS ARTICLE published June 2004 in Abstract and Applied Analysis

Authors: NGUYEN VAN THU

OakStreaming: A Peer-to-PeerVideo Streaming Library

JOURNAL ARTICLE published 2019 in Journal of Web Engineering

Authors: István Koren | Ralf Klamma | Advanced Community Information Systems (ACIS) Group, RWTH Aachen University, Ahornstr. 55, 52074 Aachen, Germany | Advanced Community Information Systems (ACIS) Group, RWTH Aachen University, Ahornstr. 55, 52074 Aachen, Germany

A Modified Szilard's Engine: Measurement, Information, and Maxwell's Demon

JOURNAL ARTICLE published 23 March 2004 in Entropy

Authors: Michael Devereux

Efficient Simulation via Cross-Entropy

BOOK CHAPTER published 2004 in Information Science and Statistics

Authors: Reuven Y. Rubinstein | Dirk P. Kroese

Iterated Exponentials

JOURNAL ARTICLE published October 2004 in The American Mathematical Monthly

Authors: Joel Anderson

Combinatorial Optimization via Cross-Entropy

BOOK CHAPTER published 2004 in Information Science and Statistics

Authors: Reuven Y. Rubinstein | Dirk P. Kroese

Martingale Representation, Girsanov and Kolmogorov

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Counting Processes with Stochastic Intensities

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Polynomial Diffusions and Applications in Finance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Damir Filipovii | Martin Larsson

A General Jump-Diffusion Model

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

The Simplest Jump-Diffusion Model

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Hillebrandt, Alfred: Vedische Mythologie. Herausgegeben von Andreas Pohlus. Aachen: Shaker Verlag 2009.

JOURNAL ARTICLE published 23 May 2017 in Orientalistische Literaturzeitung

Authors: Rahul Peter Das

Entropy and information in the interest rate term structure

JOURNAL ARTICLE published February 2002 in Quantitative Finance

Authors: D C Brody | L P Hughston

Martingale Representations and Girsanov Transformations

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Credit Risk and Cox Processes

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Optimal Control in Discrete Time

BOOK PART published 31 May 2021 in Point Processes and Jump Diffusions

Optimal Control in Continuous Time

BOOK PART published 31 May 2021 in Point Processes and Jump Diffusions

Dynamic Programming for Markov Processes

BOOK CHAPTER published 31 May 2021 in Point Processes and Jump Diffusions

Optimal dividend payouts for diffusions with solvency constraints

JOURNAL ARTICLE published 1 October 2003 in Finance and Stochastics

Authors: Jostein Paulsen

Real Valued Affine Diffusions

BOOK CHAPTER published 2015 in Bocconi & Springer Series

Authors: Aurélien Alfonsi