311 results in 60Hxx
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS
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- The ANZIAM Journal / Volume 50 / Issue 4 / April 2009
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- 04 December 2009, pp. 486-500
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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1116-1129
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- December 2009
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A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS
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- Bulletin of the Australian Mathematical Society / Volume 81 / Issue 1 / February 2010
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- 05 October 2009, pp. 33-46
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- February 2010
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FOCK FACTORIZATION OF B-VALUED ANALYTIC MAPPINGS ON A HILBERT INDUCTIVE LIMIT
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- Bulletin of the Australian Mathematical Society / Volume 81 / Issue 2 / April 2010
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- 05 October 2009, pp. 236-250
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- April 2010
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Generalized fractional kinetic equations: another point of view
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- Advances in Applied Probability / Volume 41 / Issue 3 / September 2009
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- 01 July 2016, pp. 893-910
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- September 2009
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Integrating Volatility Clustering Into Exponential Lévy Models
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
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- 14 July 2016, pp. 609-628
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- September 2009
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Optimal Stopping of a Brownian Bridge
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 170-180
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- March 2009
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A discrete-time approximation for doubly reflected BSDEs
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 101-130
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- March 2009
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Monte Carlo methods for backward equations in nonlinear filtering
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 63-100
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- March 2009
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Controlled Heterogeneous Collection: The Role of Occupation Numbers
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
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- 14 July 2016, pp. 595-609
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- September 2008
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A functional central limit theorem for spatial birth and death processes
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 759-797
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- September 2008
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Convergence of At-The-Money Implied Volatilities to the Spot Volatility
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 542-550
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- June 2008
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A Variable Step Size Riemannian Sum for an Itô Integral
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 551-567
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- June 2008
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Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 201-210
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- March 2008
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Malliavin differentiability of the Heston volatility and applications to option pricing
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- Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
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- 01 July 2016, pp. 144-162
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- March 2008
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Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 977-989
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- December 2007
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Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 865-879
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- December 2007
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On a Theorem of Breiman and a Class of Random Difference Equations
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 1031-1046
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- December 2007
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Asymptotic Behavior of a Generalized TCP Congestion Avoidance Algorithm
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 618-635
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- September 2007
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r-scan statistics of a Poisson process with events transformed by duplications, deletions, and displacements
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 799-825
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- September 2007
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