Markov jump processes play an important role in a large number of application domains. However, realistic systems are analytically intractable and they have traditionally been ana...
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Marked point processes have received a great attention in the recent years, for their ability to extract objects in large data sets as those obtained in biological studies or hype...
Florent Chatelain, Aude Costard, Olivier J. J. Mic...