4666 results in Mathematical finance
ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 1 / January 2005
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- 01 January 2005, pp. 1-14
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STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 1 / January 2005
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- 01 January 2005, pp. 99-120
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A LOADING-DEPENDENT MODEL OF PROBABILISTIC CASCADING FAILURE
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 1 / January 2005
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- 01 January 2005, pp. 15-32
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COMPUTATIONAL ANALYSIS OF STATIONARY WAITING-TIME DISTRIBUTIONS OF GIX/R/1 AND GIX/D/1 QUEUES
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 1 / January 2005
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- 01 January 2005, pp. 121-140
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A NOTE ON THE INCREASING DIRECTIONALLY CONCAVE MONOTONICITY IN QUEUES
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- Probability in the Engineering and Informational Sciences / Volume 19 / Issue 1 / January 2005
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- 01 January 2005, pp. 33-43
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A NOTE ON BOUNDS AND MONOTONICITY OF SPATIAL STATIONARY COX SHOT NOISES
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 561-571
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ROUTING OF AIRPLANES TO TWO RUNWAYS: MONOTONICITY OF OPTIMAL CONTROLS
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 533-560
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LIKELIHOOD RATIO ORDERING OF THE INSPECTION PARADOX
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 503-510
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HOW TO OBTAIN BATHTUB-SHAPED FAILURE RATE MODELS FROM NORMAL MIXTURES
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 511-531
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MONOTONICITY IN LAG FOR NONMONOTONE MARKOV CHAINS
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 485-492
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WHEN ARE ON–OFF SOURCES SIS?: CONDITIONS AND APPLICATIONS
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 423-443
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THE TIME-TO-EMPTY FOR TANDEM JACKSON NETWORKS
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 493-502
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JOIN MINIMUM COST QUEUE FOR MULTICLASS CUSTOMERS: STABILITY AND PERFORMANCE BOUNDS
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 445-472
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COMPOUND RANDOM VARIABLES
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- Probability in the Engineering and Informational Sciences / Volume 18 / Issue 4 / October 2004
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- 01 October 2004, pp. 473-484
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Notation
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- Lévy Processes and Stochastic Calculus
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- 06 July 2010
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- 05 July 2004, pp xxiii-xxiv
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Overview
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- Lévy Processes and Stochastic Calculus
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- 06 July 2010
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- 05 July 2004, pp xv-xxii
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Contents
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- Lévy Processes and Stochastic Calculus
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- 05 July 2004, pp vii-viii
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3 - Markov processes, semigroups and generators
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- Lévy Processes and Stochastic Calculus
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- 05 July 2004, pp 120-189
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1 - Lévy processes
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- Lévy Processes and Stochastic Calculus
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- 06 July 2010
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- 05 July 2004, pp 1-69
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References
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- Lévy Processes and Stochastic Calculus
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- 06 July 2010
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- 05 July 2004, pp 360-374
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