311 results in 60Hxx
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 983-1005
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- December 2013
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Convergence Rates in the Implicit Renewal Theorem on Trees
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1077-1088
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- December 2013
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Weak approximation of stochastic differential delay equations for bounded measurable function
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- LMS Journal of Computation and Mathematics / Volume 16 / October 2013
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- 01 September 2013, pp. 319-343
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On the Dynamics of Semimartingales with Two Reflecting Barriers
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- Journal of Applied Probability / Volume 50 / Issue 3 / September 2013
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- 30 January 2018, pp. 671-685
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- September 2013
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Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes
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- Advances in Applied Probability / Volume 45 / Issue 3 / September 2013
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- 04 January 2016, pp. 791-821
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- September 2013
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Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the
$\theta $-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’
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- LMS Journal of Computation and Mathematics / Volume 16 / October 2013
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- 01 September 2013, pp. 366-372
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Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions
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- Advances in Applied Probability / Volume 45 / Issue 3 / September 2013
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- 04 January 2016, pp. 742-772
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- September 2013
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Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 439-449
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- June 2013
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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 545-571
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- June 2013
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 572-594
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- June 2013
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Conditional Distributions of Processes Related to Fractional Brownian Motion
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 166-183
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- March 2013
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Optimal Design of Dynamic Default Risk Measures
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 967-977
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- December 2012
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Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 901-914
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- December 2012
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On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 990-1004
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- December 2012
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Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1084-1112
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- December 2012
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EQUATIONS WITH DIRICHLET BOUNDARY NOISE
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- Bulletin of the Australian Mathematical Society / Volume 87 / Issue 1 / February 2013
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- 31 October 2012, pp. 174-176
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- February 2013
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On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 886-906
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- September 2012
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First Passage Time of Skew Brownian Motion
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- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
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- 04 February 2016, pp. 685-696
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- September 2012
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Implicit Renewal Theory and Power Tails on Trees
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- Advances in Applied Probability / Volume 44 / Issue 2 / June 2012
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- 04 January 2016, pp. 528-561
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- June 2012
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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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