312 results in 60Hxx
Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
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- LMS Journal of Computation and Mathematics / Volume 15 / May 2012
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- 01 April 2012, pp. 71-83
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ASYMPTOTIC BEHAVIOUR OF RANDOM MARKOV CHAINS WITH TRIDIAGONAL GENERATORS
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- Bulletin of the Australian Mathematical Society / Volume 87 / Issue 1 / February 2013
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- 30 March 2012, pp. 27-36
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- February 2013
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Dimension reduction and homogenization of random degenerate operators. Part I
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- LMS Journal of Computation and Mathematics / Volume 15 / May 2012
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- 01 January 2012, pp. 1-22
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CONVOLUTION OF FUNCTIONALS OF DISCRETE-TIME NORMAL MARTINGALES
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- Bulletin of the Australian Mathematical Society / Volume 86 / Issue 2 / October 2012
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- 16 December 2011, pp. 224-231
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- October 2012
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Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models
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- Advances in Applied Probability / Volume 43 / Issue 4 / December 2011
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- 01 July 2016, pp. 1109-1135
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- December 2011
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Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system
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- LMS Journal of Computation and Mathematics / Volume 14 / 2011
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- 01 November 2011, pp. 254-270
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A Note on a Paper by Wong and Heyde
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 811-819
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- September 2011
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Volatility determination in an ambit process setting
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 263-275
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- August 2011
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On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 15-28
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- August 2011
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A piecewise linear stochastic differential equation driven by a Lévy process
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 109-119
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- August 2011
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Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 572-596
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- June 2011
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COHERENT STATES IN BERNOULLI NOISE FUNCTIONALS
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- Bulletin of the Australian Mathematical Society / Volume 84 / Issue 1 / August 2011
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- 01 April 2011, pp. 116-126
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- August 2011
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Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 97-120
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- March 2011
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On Tails of Perpetuities
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 1191-1194
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- December 2010
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Information ranking and power laws on trees
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- Advances in Applied Probability / Volume 42 / Issue 4 / December 2010
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- 01 July 2016, pp. 1057-1093
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- December 2010
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An optimal portfolio problem in a defaultable market
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- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
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- 01 July 2016, pp. 689-705
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- September 2010
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A general comparison theorem for backward stochastic differential equations
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- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
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- 01 July 2016, pp. 878-898
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- September 2010
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Stochastic Integrals and Conditional Full Support
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 650-667
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- September 2010
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Mean reversion for HJMM forward rate models
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- Advances in Applied Probability / Volume 42 / Issue 2 / June 2010
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- 01 July 2016, pp. 371-391
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- June 2010
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On estimation of the variances for critical branching processes with immigration
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 526-542
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- June 2010
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