311 results in 60Hxx
The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 636-648
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- September 2015
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PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
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- Forum of Mathematics, Pi / Volume 3 / 2015
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- 14 August 2015, e6
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Stochastic Models for Chladni Figures
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- Proceedings of the Edinburgh Mathematical Society / Volume 59 / Issue 2 / May 2016
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- 10 August 2015, pp. 287-300
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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 323-338
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- June 2015
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Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers
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- Advances in Applied Probability / Volume 47 / Issue 2 / June 2015
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- 22 February 2016, pp. 355-377
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- June 2015
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On the Acceleration of the Multi-Level Monte Carlo Method
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 307-322
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- June 2015
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Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 209-223
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- March 2015
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On Large Deviations for Small Noise Itô Processes
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 1126-1147
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- December 2014
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The stochastic filtering problem: a brief historical account
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 13-22
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- December 2014
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Projective Stochastic Equations and Nonlinear Long Memory
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 1084-1105
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- December 2014
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Markov Tail Chains
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1133-1153
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- December 2014
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Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 213-226
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- December 2014
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The Explicit Laplace Transform for the Wishart Process
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 640-656
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- September 2014
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Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 858-873
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- September 2014
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CARLEMAN ESTIMATE AND UNIQUE CONTINUATION PROPERTY FOR THE LINEAR STOCHASTIC KORTEWEG–DE VRIES EQUATION
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- Bulletin of the Australian Mathematical Society / Volume 90 / Issue 2 / October 2014
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- 05 June 2014, pp. 283-294
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- October 2014
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Moments and Central Limit Theorems for Some Multivariate Poisson Functionals
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 348-364
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- June 2014
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Simplicial Homology of Random Configurations
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 325-347
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- June 2014
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Optimal Dynamic Risk Control for Insurers with State-Dependent Income
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 417-435
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- June 2014
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On Optimal Retirement
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- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
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- 19 February 2016, pp. 333-345
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- June 2014
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STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS
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- Bulletin of the Australian Mathematical Society / Volume 90 / Issue 2 / October 2014
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- 20 May 2014, pp. 327-338
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- October 2014
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