Stochastic calculus for a two parameter jump process

1981 ◽  
pp. 233-244 ◽  
Author(s):  
Ata Al-Hussaini ◽  
Robert J. Elliott
Keyword(s):  
Jump Process ◽  
Stochastic Calculus ◽  
Two Parameter

The optimal control of a two-parameter jump process

1986 ◽  
Vol 26 (1) ◽  
pp. 77-87
Author(s):  
Ata Al-Hussaini ◽  
R. J. Elliott
Keyword(s):  
Optimal Control ◽  
Jump Process ◽  
Two Parameter

scholarly journals Filtrations for the two parameter jump process

1985 ◽  
Vol 16 (1) ◽  
pp. 118-139 ◽  
Author(s):  
Ata Al-Hussaini ◽  
Robert J. Elliott
Keyword(s):  
Jump Process ◽  
Two Parameter

Martingales, potentials and exponentials associated with a two-parameter jump process

Stochastics ◽  
1981 ◽  
Vol 6 (1) ◽  
pp. 23-42 ◽  
Author(s):  
Ata Al-Hussaini ◽  
Robert J. Elliott
Keyword(s):  
Jump Process ◽  
Two Parameter

Some results of the Barbier-Chalonge-Divan system of stellar classification

1966 ◽  
Vol 24 ◽  
pp. 77-90 ◽  
Author(s):  
D. Chalonge
Keyword(s):  
Early Type ◽  
Parameter System ◽  
Early Type Stars ◽  
Two Parameter

Several years ago a three-parameter system of stellar classification has been proposed (1, 2), for the early-type stars (O-G): it was an improvement on the two-parameter system described by Barbier and Chalonge (3).

Subjective Time Preference and Willingness to Pay for an Energy-Saving Durable Good

2001 ◽  
Vol 32 (3) ◽  
pp. 133-141 ◽  
Author(s):  
Gerrit Antonides ◽  
Sophia R. Wunderink
Keyword(s):  
Willingness To Pay ◽  
Energy Saving ◽  
Subjective Time ◽  
Durable Good ◽  
Discount Function ◽  
Hyperbolic Discount ◽  
The One ◽  
Two Parameter ◽  
Difference Effect ◽  
Better Than

Summary: Different shapes of individual subjective discount functions were compared using real measures of willingness to accept future monetary outcomes in an experiment. The two-parameter hyperbolic discount function described the data better than three alternative one-parameter discount functions. However, the hyperbolic discount functions did not explain the common difference effect better than the classical discount function. Discount functions were also estimated from survey data of Dutch households who reported their willingness to postpone positive and negative amounts. Future positive amounts were discounted more than future negative amounts and smaller amounts were discounted more than larger amounts. Furthermore, younger people discounted more than older people. Finally, discount functions were used in explaining consumers' willingness to pay for an energy-saving durable good. In this case, the two-parameter discount model could not be estimated and the one-parameter models did not differ significantly in explaining the data.

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