312 results in 60Hxx
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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Optimal Smooth Portfolio Selection for an Insider
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 742-752
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- September 2007
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Corrected random walk approximations to free boundary problems in optimal stopping
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 753-775
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- September 2007
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Integration by Parts for Point Processes and Monte Carlo Estimation
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 806-823
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- September 2007
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A Note on Planar Random Motion at Finite Speed
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 838-842
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- September 2007
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A Stability Property of Stochastic Vibration
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 444-457
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- June 2007
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Poisson random balls: self-similarity and X-ray images
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 853-872
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- December 2006
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A four-dimensional random motion at finite speed
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1107-1118
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- December 2006
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Monotone utility convergence
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 622-633
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- September 2006
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Derivatives pricing via p-optimal martingale measures: some extreme cases
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 634-651
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- September 2006
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On stochastic recursive equations of sum and max type
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 687-703
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- September 2006
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Local Linear Approximations of Jump Diffusion Processes
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- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
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- 14 July 2016, pp. 185-194
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- March 2006
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A planar random motion with an infinite number of directions controlled by the damped wave equation
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1168-1182
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- December 2005
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Maxima of stochastic processes driven by fractional Brownian motion
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- Advances in Applied Probability / Volume 37 / Issue 3 / September 2005
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- 01 July 2016, pp. 743-764
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- September 2005
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A stochastic competing-species model and ergodicity
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 738-753
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- September 2005
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The equivalent martingale measure conditions in a general model for interest rates
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 415-434
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- June 2005
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Burgers' turbulence problem with linear or quadratic external potential
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 550-565
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- June 2005
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Heterogeneous population dynamical model: a filtering problem
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 346-361
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- June 2005
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Superreplication of Options on Several Underlying Assets
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 27-38
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- March 2005
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On Ultimate Ruin in a Delayed-Claims Risk Model
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 163-174
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- March 2005
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