Items where Author is "Prokaj, Vilmos"

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Number of items: 9.

2008

DateAuthor/TitleDocument Type
2008Gerencsér, László and Prokaj, Vilmos
Stability of hybrid linear stochastic systems - a technical tool in recursive identification
Conference or Workshop Item

2009

DateAuthor/TitleDocument Type
2009-08-23Gerencsér, László and Prokaj, Vilmos
Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq
Conference or Workshop Item
2009-06-30Prokaj, Vilmos
Proposal selection for MCMC simulation
Conference or Workshop Item
2009Prokaj, Vilmos
Unfolding the skorohod reflection of a semimartingale
ISI Article

2010

DateAuthor/TitleDocument Type
2010Gerencsér, László and Prokaj, Vilmos
Recursive identification of continuous-time linear stochastic systems - an off-line approximation
Conference or Workshop Item
2010Gerencsér, László and Prokaj, Vilmos
Stability of a class of hybrid linear stochastic systems
ISI Article

2011

DateAuthor/TitleDocument Type
2011Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter
Hiding a constant drift
ISI Article
2011Prokaj, Vilmos and Torma, Balázs
Identification of almost unstable Hawkes processes
ISI Article
2011Prokaj, Vilmos and Rásonyi, Miklós
Local and true martingales in discrete time
ISI Article
This list was generated on Thu Jul 18 03:11:19 2019 CEST.