The following pages link to (Q4856610):
Displaying 50 items.
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Arbitrarily reliable systems with two dual modes of failure (Q1332894) (← links)
- Two-sample rank tests for censored data with non-predictable weights (Q1361746) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- On a criterion of Riemannian distance for singularity and absolute continuity of probability measures. (Q1423201) (← links)
- A note on weak viability for controllled diffusion. (Q1587701) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Martingale transforms and Girsanov theorem for long-memory Gaussian processes (Q1612950) (← links)
- Orthogonal decompositions in Hilbert \(A\)-modules (Q1630604) (← links)
- Dynamic uniqueness for stochastic chains with unbounded memory (Q1688622) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes (Q1714177) (← links)
- Asymptotics of normalized control with Markov switchings (Q1729534) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Anticipative Markovian transformations on the Poisson space. (Q1766004) (← links)
- Endogenous versus exogenous shocks in systems with memory (Q1860824) (← links)
- Excursions of the workload process in \(G/GI/1\) queues (Q1899261) (← links)
- A note on tightness (Q1916214) (← links)
- Transient tracers and birth and death on flows: Parametric estimation of rates of drift, injection, and decay (Q1918176) (← links)
- Some properties of the Hellinger transform and its application in classification problems (Q1921212) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Statistical causality and separable processes (Q2216981) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. I: Averaging principle for impulsive Markov systems (Q2247821) (← links)
- Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes (Q2270284) (← links)
- Limit theorems for individual-based models in economics and finance (Q2270875) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- BSDEs of counterparty risk (Q2347456) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration (Q2350054) (← links)
- Stochastic PDEs with heavy-tailed noise (Q2359721) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
- Heavy-traffic limits for server idle times with customary server-assignment rules (Q2417045) (← links)
- Khasminskii-Whitham averaging for randomly perturbed KdV equation (Q2425440) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments (Q2474370) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Another approach to Brownian motion (Q2490061) (← links)
- A note on jump-type Fleming--Viot processes (Q2493803) (← links)
