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isPartOf:"Journal of economic theory"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of production economics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markov chain"
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Stochastischer Prozess
Markov chain
160
Markov-Kette
160
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112
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Inventory model
25
Lagerhaltungsmodell
25
Stochastic process
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Journal of economic theory
Finance and stochastics
International journal of production economics
Macroeconomic dynamics
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
International journal of production research
12
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11
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11
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10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
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Annals of finance
6
Applied mathematical finance
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Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of computational finance
6
International journal of financial engineering
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
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Scandinavian actuarial journal
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ECONIS (ZBW)
21
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
3
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
4
Optimal control of production-inventory systems with correlated demand inter-arrival and processing times
Dizbin, Nima Manafzadeh
;
Tan, Barış
- In:
International journal of production economics
228
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012303775
Saved in:
5
Emergency orders in the periodic-review inventory system with fixed ordering costs and stochastic lead times for normal orders
Johansen, Søren
- In:
International journal of production economics
209
(
2019
),
pp. 205-214
Persistent link: https://www.econbiz.de/10012013257
Saved in:
6
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
7
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
Saved in:
8
Integration of stochastic approaches in the life cycle cost analysis of sewer pipe applications
Jin, Yongliang
- In:
International journal of production economics
179
(
2016
),
pp. 35-43
Persistent link: https://www.econbiz.de/10011532260
Saved in:
9
Comment on "imitation processes with small mutations : (j. econ. theory 131 (2006) 251-262)
McAvoy, Alex
- In:
Journal of economic theory
159
(
2015
),
pp. 66-69
Persistent link: https://www.econbiz.de/10011550406
Saved in:
10
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
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