Proves Poisson property for transformed excursion point processes under state-dependent inverse-subordinator time changes of regenerative processes and derives multiscale joint occupation-time limit theorems including generalized arcsine and Darling-Kac laws under regular variation.
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6 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 6representative citing papers
Establishes weak convergence of the quadratic field for speed-change Kawasaki dynamics to equilibrium fluctuation in the non-gradient case.
Derives explicit predictable compensators for cadlag finite-variation processes in single-jump filtrations with initial information via sigma-martingales when integrability fails.
Causal PDE-Control Models combine causal drivers with PDE control and filtering to deliver interpretable dynamic portfolio rules that outperform benchmarks in Sharpe ratio and turnover on U.S. equity data.
Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.
citing papers explorer
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State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits
Proves Poisson property for transformed excursion point processes under state-dependent inverse-subordinator time changes of regenerative processes and derives multiscale joint occupation-time limit theorems including generalized arcsine and Darling-Kac laws under regular variation.
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Quadratic fluctuations of speed-change Kawasaki dynamics
Establishes weak convergence of the quadratic field for speed-change Kawasaki dynamics to equilibrium fluctuation in the non-gradient case.
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Explicit Predictable Compensators for Single Jump Processes with Initial Information
Derives explicit predictable compensators for cadlag finite-variation processes in single-jump filtrations with initial information via sigma-martingales when integrability fails.
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Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
Causal PDE-Control Models combine causal drivers with PDE control and filtering to deliver interpretable dynamic portfolio rules that outperform benchmarks in Sharpe ratio and turnover on U.S. equity data.
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Payment Process Estimation in Aggregated Insurance Models
Establishes strong consistency and weak convergence for inverse-probability-weighted estimators of state-specific cumulative payment processes in a sojourn-payment model for aggregated multi-state systems under left-truncation and right-censoring.
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Properties of a Special Type of Filtration and its Martingale Criteria
Extends Gushchin's single-jump filtration framework to non-trivial initial sigma-algebra H and derives measurability, stopping-time, and martingale criteria via optional projections.