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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Journal Article
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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Journal Article
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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Journal Article
Unbiased filtering of a class of partially observed diffusions
Jasra, Ajay, Law, Kody J. H., Yu, Fangyuan
Published in Advances in applied probability (01.09.2022)
Published in Advances in applied probability (01.09.2022)
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Journal Article
Percolation phase transition in weight-dependent random connection models
Gracar, Peter, Lüchtrath, Lukas, Mörters, Peter
Published in Advances in applied probability (01.12.2021)
Published in Advances in applied probability (01.12.2021)
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Journal Article
Sandwiched SDEs with unbounded drift driven by Hölder noises
Di Nunno, Giulia, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Published in Advances in applied probability (01.09.2023)
Published in Advances in applied probability (01.09.2023)
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Journal Article
Local limits of spatial inhomogeneous random graphs
van der Hofstad, Remco, van der Hoorn, Pim, Maitra, Neeladri
Published in Advances in applied probability (01.09.2023)
Published in Advances in applied probability (01.09.2023)
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Journal Article
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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