1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2017★ 1 cited
A buffer Hawkes process for limit order books
Ingemar Kaj, Mine Caglar
We introduce a Markovian single point process model, with random intensity regulated through a buffer mechanism and a self-exciting effect controlling the arrival stream to the buf…
math.PR2016
Modeling battery cells under discharge using kinetic and stochastic battery models
Ingemar Kaj, Victorien Konané
In this paper we review several approaches to mathematical modeling of simple battery cells and develop these ideas further with emphasis on charge recovery and the response behavi…