المؤلفون: Jaber, Eduardo Abi, Cuchiero, Christa, Larsson, Martin, Pulido, Sergio

المساهمون: Université Paris 1 Panthéon-Sorbonne (UP1), Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), University of Vienna Vienna, Department of Mathematical Sciences (Carnegie Mellon), Carnegie Mellon University Pittsburgh (CMU), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE), Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)-Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), The work of Eduardo Abi Jaber was supported by grants from Région Île-de-France. Christa Cuchiero gratefully acknowledges financial support by the Vienna Science and Technology Fund (WWTF) under grant MA16-021 and the Austrian Science Fund (FWF) under grant Y1235 of the START-program. The research of Sergio Pulido benefited from the support of the Chair Markets in Transition (Fédération Bancaire Française) and the project ANR 11-LABX-0019. Sergio Pulido acknowledges support by the Europlace Institute of Finance (EIF) and the Labex Louis Bachelier, research project: "The impact of information on financial markets"., ANR-11-LABX-0019,LABEX FCD,LABEX Finance & Croissance Durable(2011)

المصدر: ISSN: 1050-5164.

مصطلحات موضوعية: stochastic Volterra equations, stochastic convolution equations, martingale problem, nonlinear Hawkes processes, MSC 2010 subject classifications: Primary 60H20, secondary 60H05, 60G22, 60G17, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/1909.01166; hal-02279033; https://hal.science/hal-02279033Test; https://hal.science/hal-02279033v3/documentTest; https://hal.science/hal-02279033v3/file/Stoch_Volterra_Eqns.pdfTest; ARXIV: 1909.01166

الإتاحة: https://doi.org/10.1214/21-AAP1667Test
https://hal.science/hal-02279033Test
https://hal.science/hal-02279033v3/documentTest
https://hal.science/hal-02279033v3/file/Stoch_Volterra_Eqns.pdfTest

المؤلفون: Cuchiero, Christa, Larsson, Martin, Svaluto-Ferro, Sara

المصدر: Electronic Journal of Probability, 24

مصطلحات موضوعية: probability measure-valued processes, polynomial processes, Fleming-Viot type processes, interacting particle systems, martingale problem, maximum principle, dual process

وصف الملف: application/application/pdf

العلاقة: info:eu-repo/semantics/altIdentifier/wos/000464179200001; info:eu-repo/grantAgreement/SNF/Projekte MINT/163425; http://hdl.handle.net/20.500.11850/338535Test

الإتاحة: https://doi.org/20.500.11850/338535Test
https://doi.org/10.3929/ethz-b-000338535Test
https://doi.org/10.1214/19-EJP290Test
https://hdl.handle.net/20.500.11850/338535Test

المؤلفون: Jaber, Eduardo Abi, Cuchiero, Christa, Larsson, Martin, Pulido, Sergio

المساهمون: Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Vienna University of Economics and Business, Wirtschaftsuniversität Wien Austria (WU), Department of Mathematics - ETH, Eidgenössische Technische Hochschule - Swiss Federal Institute of Technology Zürich (ETH Zürich), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE), Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), ENSIIE-Université d'Évry-Val-d'Essonne (UEVE)-Institut National de la Recherche Agronomique (INRA)-Centre National de la Recherche Scientifique (CNRS), The work of Eduardo Abi Jaber was supported by grants from Région Ile-de-France. Christa Cuchierogratefully acknowledges financial support by the Vienna Science and Technology Fund (WWTF) under grantMA16-021. The research of Sergio Pulido benefited from the support of the Chair Markets in Transition(Fédération Bancaire Française), the project ANR 11-LABX-0019, and the MATH AmSud project SaSMoTiDep 18-MATH-17., ANR-11-LABX-0019,LABEX FCD,LABEX Finance & Croissance Durable(2011)

المصدر: https://hal.archives-ouvertes.fr/hal-02279033Test ; 2019.

مصطلحات موضوعية: stochastic Volterra equations, stochastic convolution equations, martingale problem, nonlinear Hawkes processes, MSC 2010 subject classications: Primary 60H20, secondary 60H05, 60G22, 60G17, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/1909.01166; hal-02279033; https://hal.archives-ouvertes.fr/hal-02279033Test; https://hal.archives-ouvertes.fr/hal-02279033v2/documentTest; https://hal.archives-ouvertes.fr/hal-02279033v2/file/Stoch_Volterra_Eqns.pdfTest; ARXIV: 1909.01166

الإتاحة: https://hal.archives-ouvertes.fr/hal-02279033Test
https://hal.archives-ouvertes.fr/hal-02279033v2/documentTest
https://hal.archives-ouvertes.fr/hal-02279033v2/file/Stoch_Volterra_Eqns.pdfTest

المؤلفون: Larsson, Martin, Svaluto-Ferro, Sara

مصطلحات موضوعية: probability measure valued processes, martingale problem, Wasserstein spaces, positive maximum principle, McKean–Vlasov equations, 60J60, 60J75, 60G57

وصف الملف: application/pdf

العلاقة: https://projecteuclid.org/euclid.ejp/1608779100Test; Electron. J. Probab.

الإتاحة: https://doi.org/10.1214/20-EJP562Test
https://projecteuclid.org/euclid.ejp/1608779100Test

المؤلفون: Cuchiero, Christa, Larsson, Martin, Svaluto-Ferro, Sara

مصطلحات موضوعية: probability measure-valued processes, interacting particle systems, maximum principle, Fleming-Viot type processes, dual process, 16. Peace & justice, polynomial processes, martingale problem

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::3a2cfa8a517f206c6c604295989a01bdTest

المؤلفون: Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro

المساهمون: Cuchiero, Christa, Larsson, Martin, SVALUTO FERRO, Sara

مصطلحات موضوعية: probability measure-valued processes, Dual process, Fleming–Viot type processes, Martingale problem, interacting particle systems, maximum principle, Polynomial processes

العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000464179200001; volume:24; firstpage:1; lastpage:32; numberofpages:32; journal:ELECTRONIC JOURNAL OF PROBABILITY; http://hdl.handle.net/11562/1051762Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85067263465

الإتاحة: http://hdl.handle.net/11562/1051762Test

المؤلفون: Svaluto-Ferro, Sara

المساهمون: Larsson, Martin, Teichmann, Josef, Kallsen, Jan

مصطلحات موضوعية: interacting particle systems, stochastic invariance, probability measure-valued processes, polynomial processes, Fleming–Viot type processes, martingale problem, maximum principle, dual process, unit simplex, stochastic models with jumps, Wright- Fisher diffusion, FOS: Mathematics, ddc:510, Mathematics

وصف الملف: application/application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b2fe1875a9922d7802b4633d29a932d6Test