311 results in 60Hxx
The use of the variogram in construction of stationary time series models
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 1093-1103
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- December 2004
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On the martingale property of stochastic exponentials
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 654-664
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- September 2004
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Backward SDEs with two barriers and continuous coefficient: an existence result
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 162-175
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- March 2004
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Approximation of *-nonexpansive random multivalued operators on Banach spaces
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- Journal of the Australian Mathematical Society / Volume 76 / Issue 1 / February 2004
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- 09 April 2009, pp. 51-66
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- February 2004
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Averaging analysis of a point process adaptive algorithm
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 361-372
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- 2004
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Modeling growth stocks via birth-death processes
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- Advances in Applied Probability / Volume 35 / Issue 3 / September 2003
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- 01 July 2016, pp. 641-664
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- September 2003
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Large and small deviations of a string driven by a two-parameter Gaussian noise white in time
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 946-960
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- September 2003
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On moments and tail behaviors of storage processes
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 1069-1086
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- September 2003
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Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 442-454
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- June 2003
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Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
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- Journal of the Australian Mathematical Society / Volume 74 / Issue 2 / April 2003
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- 09 April 2009, pp. 249-266
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- April 2003
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Periodic Ornstein-Uhlenbeck processes driven by Lévy processes
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- Journal of Applied Probability / Volume 39 / Issue 4 / December 2002
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- 14 July 2016, pp. 748-763
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- December 2002
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Stationary stochastic control for Itô processes
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- Advances in Applied Probability / Volume 34 / Issue 1 / March 2002
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- 19 February 2016, pp. 128-140
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- March 2002
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Energy of a string driven by a two-parameter Gaussian noise white in time
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 960-974
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- December 2001
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Some optimal stopping problems with nontrivial boundaries for pricing exotic options
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- Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
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- 14 July 2016, pp. 647-658
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- September 2001
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Last passage times of minimum contrast estimators
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- Journal of the Australian Mathematical Society / Volume 71 / Issue 1 / August 2001
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- 09 April 2009, pp. 1-10
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- August 2001
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Extrema of random algebraic polynomials with non-identically distributed normal coefficients
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- Journal of the Australian Mathematical Society / Volume 70 / Issue 2 / April 2001
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- 09 April 2009, pp. 225-234
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- April 2001
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A new representation for the characteristic function of strictly geo-stable vectors
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- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
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- 14 July 2016, pp. 1137-1142
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- December 2000
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Martingales versus PDEs in finance: an equivalence result with examples
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- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
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- 14 July 2016, pp. 947-957
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- December 2000
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Discounted optimal stopping problems for the maximum process
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- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
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- 14 July 2016, pp. 972-983
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- December 2000
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Infinite time interval BSDEs and the convergence of g-martingales
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 69 / Issue 2 / October 2000
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- 09 April 2009, pp. 187-211
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- October 2000
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