312 results in 60Hxx
Early warning signs for SPDEs with continuous spectrum
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 European Journal of Applied Mathematics , First View
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 04 October 2024, pp. 140

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Error bounds for onedimensional constrained Langevin approximations for nearly densitydependent Markov chains
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 Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
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 26 July 2024, pp. 825867
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 September 2024

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Change of measure in a Heston–Hawkes stochastic volatility model
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 Advances in Applied Probability , First View
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 24 July 2024, pp. 130

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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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 Journal of Applied Probability , First View
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 02 May 2024, pp. 13

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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
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 Forum of Mathematics, Sigma / Volume 12 / 2024
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 11 April 2024, e52

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A remark on Gibbs measures with logcorrelated Gaussian fields
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 Forum of Mathematics, Sigma / Volume 12 / 2024
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 08 April 2024, e50

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Superreplication of lifecontingent options under the Black–Scholes framework
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 Journal of Applied Probability , First View
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 05 April 2024, pp. 115

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Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing
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 Journal of Applied Probability , First View
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 06 March 2024, pp. 124

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Invariant measures and large deviation principles for stochastic Schrödinger delay lattice systems
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 Proceedings of the Royal Society of Edinburgh. Section A: Mathematics , First View
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 04 March 2024, pp. 142

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Continuous dependence of stationary distributions on parameters for stochastic predator–prey models
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 Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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 22 February 2024, pp. 10101028
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 September 2024

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An exponential nonuniform Berry–Esseen bound of the maximum likelihood estimator in a Jacobi process
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 Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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 14 February 2024, pp. 909926
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 September 2024

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Gametheoretic policy computing and simulation for blockchained buffering system via diffusion approximation
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 Probability in the Engineering and Informational Sciences / Volume 38 / Issue 3 / July 2024
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 12 January 2024, pp. 503538

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ON MODELLING WATER QUALITY WITH STOCHASTIC DIFFERENTIAL EQUATIONS
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 The ANZIAM Journal / Volume 65 / Issue 3 / July 2023
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 09 January 2024, pp. 273284

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Speed of extinction for continuousstate branching processes in a weakly subcritical Lévy environment
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 Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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 01 December 2023, pp. 886908
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 September 2024

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Stochastic differential equation approximations of generative adversarial network training and its longrun behavior
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 Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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 02 October 2023, pp. 465489
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 June 2024

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SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES
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 Nagoya Mathematical Journal / Volume 253 / March 2024
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 08 September 2023, pp. 241264
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 March 2024

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Heavytraffic limits for parallel singleserver queues with randomly split Hawkes arrival processes
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 Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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 07 August 2023, pp. 490514
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 June 2024

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Duality theory for exponential utilitybased hedging in the Almgren–Chriss model
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 Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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 03 August 2023, pp. 420438
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 June 2024

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PDE for the joint law of the pair of a continuous diffusion and its running maximum
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 Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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 10 July 2023, pp. 11711210
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 December 2023

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Weakly interacting oscillators on dense random graphs
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 Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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 30 June 2023, pp. 255278
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 March 2024

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