[BOK][B] Numerical solution of stochastic differential equations with jumps in finance

E Platen, N Bruti-Liberati - 2010 - books.google.com
In financial and actuarial modeling and other areas of application, stochastic differential
equations with jumps have been employed to describe the dynamics of various state …

[BOK][B] Matrix-exponential distributions in applied probability

M Bladt, BF Nielsen - 2017 - Springer
Matrix-Exponential Distributions in Applied Probability Page 1 Probability Theory and
Stochastic Modelling 81 Mogens Bladt Bo Friis Nielsen Matrix-Exponential Distributions in …

Transition path theory for Markov jump processes

P Metzner, C Schütte, E Vanden-Eijnden - Multiscale Modeling & Simulation, 2009 - SIAM
The framework of transition path theory (TPT) is developed in the context of continuous-time
Markov chains on discrete state-spaces. Under assumption of ergodicity, TPT singles out …

Computational methods for birth‐death processes

FW Crawford, LST Ho… - Wiley Interdisciplinary …, 2018 - Wiley Online Library
Many important stochastic counting models can be written as general birth‐death processes
(BDPs). BDPs are continuous‐time Markov chains on the non‐negative integers in which …

Efficient learning of continuous-time hidden markov models for disease progression

YY Liu, S Li, F Li, L Song… - Advances in neural …, 2015 - proceedings.neurips.cc
Abstract The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to
modeling disease progression due to its ability to describe noisy observations arriving …

Estimating relatedness between malaria parasites

AR Taylor, PE Jacob, DE Neafsey, CO Buckee - Genetics, 2019 - academic.oup.com
Understanding the relatedness of individuals within or between populations is a common
goal in biology. Increasingly, relatedness features in genetic epidemiology studies of …

A survey of parameter and state estimation in queues

A Asanjarani, Y Nazarathy, P Taylor - Queueing Systems, 2021 - Springer
We present a broad literature survey of parameter and state estimation for queueing
systems. Our approach is based on various inference activities, queueing models …

Subgrid-scale parameterization with conditional Markov chains

D Crommelin… - Journal of the Atmospheric …, 2008 - journals.ametsoc.org
A new approach is proposed for stochastic parameterization of subgrid-scale processes in
models of atmospheric or oceanic circulation. The new approach relies on two key …

Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution

A Hobolth, EA Stone - The annals of applied statistics, 2009 - pmc.ncbi.nlm.nih.gov
Analyses of serially-sampled data often begin with the assumption that the observations
represent discrete samples from a latent continuous-time stochastic process. The continuous …

Neural markov jump processes

P Seifner, RJ Sánchez - International Conference on …, 2023 - proceedings.mlr.press
Markov jump processes are continuous-time stochastic processes with a wide range of
applications in both natural and social sciences. Despite their widespread use, inference in …