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On the first-passage times of pure jump processesSHAKED, M; SHANTHIKUMAR, J. G.Journal of applied probability. 1988, Vol 25, Num 3, pp 501-509, issn 0021-9002Article
Factorisation du mouvement brownien: quelques calculs explicites = Explicit calculation of Brownian factorizationsMCGILL, P.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1986, Vol 303, Num 17, pp 889-891, issn 0764-4442Article
Markov property of point processesKELLERER, H. G.Probability theory and related fields. 1987, Vol 76, Num 1, pp 71-80, issn 0178-8051Article
A note on jump-type fleming-viot processesFRAGOSO, Marcelo D; DA SILVA, Telles T.IEEE Conference on Decision and Control. 2004, isbn 0-7803-8682-5, Vol 4, 4146-4150Conference Paper
Exhaustivité asymptotique de différentes observations partielles d'une diffusion = Asymptotic sufficiency for some partial observations of a diffusion processGENON-CATALOT, V; LAREDO, C.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1986, Vol 303, Num 17, pp 897-900, issn 0764-4442Article
Comparison theorem for Brownian multidimensional BSDEs via jump processesKHARROUBI, Idris.Comptes rendus. Mathématique. 2011, Vol 349, Num 7-8, pp 463-468, issn 1631-073X, 6 p.Article
How to obtain the universal response law in the Jonscher screened hopping model for dielectric relaxationWERON, K.Journal of physics. Condensed matter (Print). 1991, Vol 3, Num 2, pp 221-223, issn 0953-8984, 3 p.Article
Asymptotic expansions for Markov processes with Lévy generatorsFLEMING, W. H; SONER, H. M.Applied mathematics & optimization. 1989, Vol 19, Num 2, pp 203-223, issn 0095-4616Article
Two-parameter martingales and their quadratic variationIMKELLER, P.Lecture notes in mathematics. 1988, Vol 1308, issn 0075-8434, IV-177 pSerial Issue
Asymptote des accroissements des processus aléatoires stables avec des sauts de même signeZINCHENKO, N. M.Teoriâ verojatnostej i eë primeneniâ. 1987, Vol 32, Num 4, pp 793-796, issn 0040-361XArticle
A random rate approach to first-passage sequential processesVLAD, M. O; POP, A.Europhysics letters (Print). 1990, Vol 11, Num 6, pp 511-516, issn 0295-5075Article
Initial correlations of the multiplicative process, driven by random jumpsARNOLDUS, H. F; NIENHUIS, G.Journal of physics. A, mathematical and general. 1986, Vol 19, Num 9, pp 1629-1643, issn 0305-4470Article
Exact solution and thermodynamics of the Hubbard model with infinite-range hoppingVAN DONGEN, P; VOLLHARDT, D.Physical review. B, Condensed matter. 1989, Vol 40, Num 10, pp 7252-7255, issn 0163-1829, 4 p.Article
On likelihood estimation for a discretely observed jump processDEHAY, Dominique; YAO, Jian-Feng.Comptes rendus. Mathématique. 2006, Vol 342, Num 5, pp 341-344, issn 1631-073X, 4 p.Article
Jump markovian-based control of wing deployment for an uncrewed air vehicleSTOICA, A; YAESH, I.Journal of guidance, control, and dynamics. 2002, Vol 25, Num 2, pp 407-411, issn 0731-5090Article
Method for detection of jump-like change points using approximations with distribution functionsYASAKOV, A. K.International conference on new information technologies in education. 1996, pp 389-393, isbn 83-86359-44-7Conference Paper
A new stochastic renormalization approach to random processes with very long memory : fractal time as a process with almost complete connectionsVLAD, M. O.Journal of physics. A, mathematical and general. 1992, Vol 25, Num 4, pp 749-753, issn 0305-4470Article
Conditions suffisantes de régularité des processus de Markov à sautsCHEBOTAREV, A. M.Teoriâ verojatnostej i eë primeneniâ. 1988, Vol 33, Num 1, pp 25-39, issn 0040-361XArticle
Sur les systèmes dynamiques à commutations rapidesSARAFYAN, V. V; SKOROKHOD, A. V.Teoriâ verojatnostej i eë primeneniâ. 1987, Vol 32, Num 4, pp 658-669, issn 0040-361XArticle
Spectral gap for zero-range processes with jump rate g(x) = xγNAGAHATA, Yukio.Stochastic processes and their applications. 2010, Vol 120, Num 6, pp 949-958, issn 0304-4149, 10 p.Article
The hierarchy of exit times of Lévy-driven Langevin equationsIMKELLER, P; PAVLYUKEVICH, I; WETZEL, T et al.The European physical journal. Special topics. 2010, Vol 191, pp 211-222, issn 1951-6355, 12 p.Article
Jump relaxation model and coupling model : a comparisonFUNKE, K.Journal of non-crystalline solids. 1994, Vol 172-74, pp 1215-1221, issn 0022-3093, 2Conference Paper
On the comparison of pure jump processesBASSAN, B; SCARSINI, M.RAIRO. Recherche opérationnelle. 1992, Vol 26, Num 1, pp 41-55, issn 0399-0559Article
Uniqueness in law for pure jump Markov processesBASS, R. F.Probability theory and related fields. 1988, Vol 79, Num 2, pp 271-287, issn 0178-8051Article
Calcul de Malliavin et probabilité invariante d'une chaîne de Markov = Malliavin calculus and invariant probability for a Markov chainGRAVEREAUX, J. B.Annales de l'I.H.P. Probabilités et statistiques. 1988, Vol 24, Num 2, pp 159-188, issn 0246-0203Article