ADDING AND SUBTRACTING JUMPS FROM MARKOV PROCESSESBASS RF.1979; TRANS. AMER. MATH. SOC.; USA; DA. 1979; VOL. 255; PP. 363-376; BIBL. 14 REF.Article

SOME REMARKS ON SINGLE JUMP PROCESSESHE SW.1983; LECTURE NOTES IN MATHEMATICS; ISSN 0075-8434; DEU; DA. 1983; NO 986; PP. 346-348; BIBL. 8 REF.Conference Paper

LEVY FUNCTIONALS AND JUMP PROCESS MARTINGALES.ELLIOTT RJ.1977; J. MATH. ANAL. APPL.; U.S.A.; DA. 1977; VOL. 57; NO 3; PP. 638-652; BIBL. 9 REF.Article

LE PROCESSUS DES SAUTS D'UNE MARTINGALE LOCALE.CHOU CHING SUNG.1977; LECTURE NOTES MATH.; GERM.; DA. 1977; NO 581; PP. 356-361; BIBL. 3 REF.; (SEMIN. PROBAB. XI; STRASBOURG; 1976)Conference Paper

WEAK MARTINGALES ASSOCIATED WITH A TWO PARAMETER JUMP PROCESSATA AL HUSSAINI; ELLIOTT RJ.1979; LECTURE NOTES CONTROL INFORM. SCI.; DEU; DA. 1979; NO 16; PP. 252-263; BIBL. 10 REF.Conference Paper

LEVY SYSTEMS FOR TIME-CHANGED PROCESSES.GZYL H.1977; ANN. PROBAB.; U.S.A.; DA. 1977; VOL. 5; NO 4; PP. 565-570; BIBL. 6 REF.Article

CONTRIBUTION A L'ETUDE STATISTIQUE DES PROCESSUS DE SAUTS MARKOVIENS = CONTRIBUTION TO THE STATISTICAL STUDY OF MARKOVIEN JUMP PROCESSESTAGHEZOUT KELTOUM.1981; ; FRA; DA. 1981; 94 P.; 22 CM; BIBL. 18 REF.; TH. 3E CYCLE: MATH. APPL./TOULOUSE 3/1981/2544Thesis

REPRESENTATION RESULTS FOR JUMP PROCESSES WITH APPLICATION TO OPTIMAL STOPPINGKOHLMANN M; MAKOWSKI A; RISHEL R et al.1980; STOCHASTICS; ISSN 0090-9491; USA; DA. 1980; VOL. 4; NO 2; PP. 143-145; BIBL. 16 REF.Article

A VARIATIONAL INEQUALITY FOR PARTIALLY OBSERVED STOPPING TIME PROBLEMKOHLMANN M; RISHEL R.1979; LECTURE NOTES CONTROL INFORM. SCI.; DEU; DA. 1979; NO 16; PP. 472-480; BIBL. 10 REF.Conference Paper

EXCURSIONS OF A MARKOV PROCESS INDUCED BY CONTINUOUS ADDITIVE FUNCTIONALSJACOBS PA.1978; Z. WAHRSCHEIN.-THEOR. VERWANDTE GEB.; DEU; DA. 1978; VOL. 44; NO 4; PP. 325-336; BIBL. 12 REF.Article

FIRST-PASSAGE TIMES IN SKIP-FREE PROCESSESTWEEDIE RL; WESTCOTT M.1978; STOCHAST. PROCESSES. APPLL.; NLD; DA. 1978; VOL. 7; NO 2; PP. 191-204; BIBL. 11 REF.Article

GENERAL JUMP PROCESS AND TIME CHANGE-OR, HOW TO DEFINE STOCHASTIC OPERATIONAL TIME.BUHLMANN H; GERBER HU.1978; SCAND. ACTU. J.; SWE; DA. 1978; NO 2; PP. 102-107; BIBL. 3 REF.Article

THE REPRESENTATION OF MARTINGALES OF JUMP PROCESSES.DAVIS MHA.1976; S.I.A.M.J. CONTROL OPTIMIZ.; U.S.A.; DA. 1976; VOL. 14; NO 4; PP. 623-638; BIBL. 15 REF.Article

CALCUL DE MALLIAVIN POUR LES DIFFUSIONS AVEC SAUTS: EXISTENCE D'UNE DENSITE DANS LE CAS UNIDIMENSIONNELBICHTELER K; JACOD J.1983; LECTURE NOTES IN MATHEMATICS; ISSN 0075-8434; DEU; DA. 1983; NO 986; PP. 132-157; BIBL. 13 REF.Conference Paper

PROCESSUS RAREFIESGASANENKO VA.1983; UKRAINSKIJ MATEMATICESKIJ ZURNAL; ISSN 0041-6053; UKR; DA. 1983; VOL. 35; NO 1; PP. 27-30; BIBL. 9 REF.Article

ON MARKOV JUMP PROCESSES IMBEDDED AT JUMP EPOCHS AND THEIR QUEUEING-THEORETIC APPLICATIONS = PROCESSUS DE SAUTS MARKOVIENS PLONGES AUX INSTANTS DES SAUTS ET LEURS APPLICATIONS A LA THEORIE DES FILES D'ATTENTEMELAMED B.1982; MATH. OPER. RES.; ISSN 0364-765X; USA; DA. 1982; VOL. 7; NO 1; PP. 111-128; BIBL. 26 REF.Article

MARTINGALES, POTENTIALS AND EXPONENTIALS ASSOCIATED WITH A TWO-PARAMETER JUMP PROCESSAL HUSSAINI A; ELLIOTT RJ.1981; STOCHASTICS; ISSN 0090-9491; USA; DA. 1981; VOL. 6; NO 1; PP. 23-42; BIBL. 11 REF.Article

THE RECURRENCE CLASSIFICATION OF RISK AND STORAGE PROCESSESHARRISON JM; RESNICK SI.1978; MATH. OPER. RES.; USA; DA. 1978; VOL. 3; NO 1; PP. 57-66; BIBL. 5 REF.Article

MARTINGALES ET CHANGEMENT DE TEMPS; MARTINGALES DE SAUTS.LE JAN Y.1977; C.R. ACAD. SCI., A; FR.; DA. 1977; VOL. 284; NO 18; PP. 1151-1153; ABS. ANGL.; BIBL. 5 REF.Article

SPECIFIC INFORMATION GAIN FOR INTERACTING MARKOV PROCESSES.SULLIVAN WG.1976; Z. WAHRSCHEIN.-THEOR. VERWANDTE GEB.; DEU; DA. 1976; VOL. 37; NO 1; PP. 77-90; BIBL. 16 REF.Article

STOCHASTIC INTEGRALS FOR MARTINGALES OF A JUMP PROCESS WITH PARTIALLY ACCESSIBLE JUMP TIMES.ELLIOTT RJ.1976; Z. WAHRSCHEIN. - THEOR. VERWANDTE GEB.; DTSCH.; DA. 1976; VOL. 36; NO 3; PP. 213-226; BIBL. 11 REF.Article

ESTIMATION FOR JUMP PROCESSES IN THE TANGENT BUNDLE OF A RIEMANN MANIFOLDDUNCAN TE.1978; APPL. MATH. OPTIMIZ.; DEU; DA. 1978; VOL. 4; NO 3; PP. 265-274; BIBL. 7 REF.Article

STATE ESTIMATION FOR PARTIALLY OBSERVED JUMP PROCESSESRISHEL R.1978; J. MATH. ANAL. APPL.; USA; DA. 1978; VOL. 65; NO 3; PP. 731-743; BIBL. 6 REF.Article

APPROXIMATIONS FOR FUNCTIONALS AND OPTIMAL CONTROL PROBLEMS ON JUMP DIFFUSION PROCESSES.KUSHNER HJ; DIMASI G.1978; J. MATH. ANAL. APPL.; U.S.A.; DA. 1978; VOL. 63; NO 3; PP. 772-800; BIBL. 6 REF.Article

PREDICTION OF JUMP PHENOMENA IN ROLL-COUPLED MANEUVERS OF AIRPLANES.SCHY AA; HANNAH ME.1977; J. AIRCR.; U.S.A.; DA. 1977; VOL. 14; NO 4; PP. 375-382; BIBL. 7 REF.Article