Items where Author is "Prokaj, Vilmos"
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Number of items: 9.
2008
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2008 | Gerencsér, László and Prokaj, Vilmos Stability of hybrid linear stochastic systems - a technical tool in recursive identification | Conference or Workshop Item |
2009
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2009-08-23 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq | Conference or Workshop Item | |
| 2009-06-30 | Prokaj, Vilmos Proposal selection for MCMC simulation | Conference or Workshop Item | |
| 2009 | Prokaj, Vilmos Unfolding the skorohod reflection of a semimartingale | ISI Article |
2010
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2010 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - an off-line approximation | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Prokaj, Vilmos Stability of a class of hybrid linear stochastic systems | ISI Article |
2011
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2011 | Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter Hiding a constant drift | ISI Article | |
| 2011 | Prokaj, Vilmos and Torma, Balázs Identification of almost unstable Hawkes processes | ISI Article | |
| 2011 | Prokaj, Vilmos and Rásonyi, Miklós Local and true martingales in discrete time | ISI Article |
