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Renewal in Hawkes processes with self-excitation and inhibition
Costa, Manon, Graham, Carl, Marsalle, Laurence, Tran, Viet Chi
Published in Advances in applied probability (01.09.2020)
Published in Advances in applied probability (01.09.2020)
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alpha$ -Stable convergence of heavy-/light-tailed infinitely wide neural networks
Jung, Paul, Lee, Hoil, Lee, Jiho, Yang, Hongseok
Published in Advances in applied probability (01.12.2023)
Published in Advances in applied probability (01.12.2023)
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A stable particle filter for a class of high-dimensional state-space models
Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kamatani, Kengo, Zhou, Yan
Published in Advances in applied probability (01.03.2017)
Published in Advances in applied probability (01.03.2017)
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Antithetic multilevel particle filters
Jasra, Ajay, Maama, Mohamed, Ombao, Hernando
Published in Advances in applied probability (01.12.2024)
Published in Advances in applied probability (01.12.2024)
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Feller and ergodic properties of jump–move processes with applications to interacting particle systems
Lavancier, Frédéric, Le Guével, Ronan, Manent, Emilien
Published in Advances in applied probability (01.03.2025)
Published in Advances in applied probability (01.03.2025)
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Tail asymptotics and precise large deviations for some Poisson cluster processes
Baeriswyl, Fabien, Chavez-Demoulin, Valérie, Wintenberger, Olivier
Published in Advances in applied probability (01.03.2025)
Published in Advances in applied probability (01.03.2025)
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Change of measure in a Heston–Hawkes stochastic volatility model
Baños, David R., Ortiz-Latorre, Salvador, Zamora Font, Oriol
Published in Advances in applied probability (01.12.2024)
Published in Advances in applied probability (01.12.2024)
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Random intersection graphs with communities
van der Hofstad, Remco, Komjáthy, Júlia, Vadon, Viktória
Published in Advances in applied probability (01.12.2021)
Published in Advances in applied probability (01.12.2021)
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The asymptotic tails of limit distributions of continuous-time Markov chains
Xu, Chuang, Hansen, Mads Christian, Wiuf, Carsten
Published in Advances in applied probability (01.06.2024)
Published in Advances in applied probability (01.06.2024)
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