311 results in 60Hxx
CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES
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- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 2 / April 2024
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- 23 June 2023, pp. 393-402
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- April 2024
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ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 1 / August 2023
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- 16 June 2023, pp. 175-176
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- August 2023
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Explosion of continuous-state branching processes with competition in a Lévy environment
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 09 June 2023, pp. 68-81
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- March 2024
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Measuring the suboptimality of dividend controls in a Brownian risk model
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 07 June 2023, pp. 1442-1472
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- December 2023
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Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 19 May 2023, pp. 1439-1468
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- December 2023
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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH $\boldsymbol{{(P, Q)}}$ models
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 15 May 2023, pp. 1501-1515
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- December 2023
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Fluctuations for Some Nonstationary Interacting Particle Systems via Boltzmann–Gibbs Principle
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- Forum of Mathematics, Sigma / Volume 11 / 2023
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- 25 April 2023, e32
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Robustness of nonuniform mean-square exponential dichotomies
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 154 / Issue 2 / April 2024
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- 18 April 2023, pp. 525-567
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- April 2024
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Strong feller and ergodic properties of the (1+1)-affine process
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 14 March 2023, pp. 812-834
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- September 2023
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Sandwiched SDEs with unbounded drift driven by Hölder noises
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 08 March 2023, pp. 927-964
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- September 2023
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Short-time behavior of solutions to Lévy-driven stochastic differential equations
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 12 January 2023, pp. 765-780
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- September 2023
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On mixed fractional stochastic differential equations with discontinuous drift coefficient
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 01 December 2022, pp. 589-606
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- June 2023
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Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
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- Combinatorics, Probability and Computing / Volume 32 / Issue 3 / May 2023
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- 03 November 2022, pp. 370-397
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Optimal stopping under g-Expectation with ${L}\exp\bigl(\mu\sqrt{2\log\!(1+\textbf{L})}\bigr)$ -integrable reward process
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 14 September 2022, pp. 241-252
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- March 2023
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Optimal multiple stopping problem under nonlinear expectation
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 08 September 2022, pp. 151-178
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- March 2023
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Impacts of noise on quenching of some models arising in MEMS technology
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- European Journal of Applied Mathematics / Volume 34 / Issue 6 / December 2023
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- 09 August 2022, pp. 1209-1241
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Rate of convergence for particle approximation of PDEs in Wasserstein space
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- Journal of Applied Probability / Volume 59 / Issue 4 / December 2022
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- 28 July 2022, pp. 992-1008
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- December 2022
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Mutually interacting superprocesses with migration
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 11 July 2022, pp. 904-929
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- September 2022
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Logarithmic heavy traffic error bounds in generalized switch and load balancing systems
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 21 June 2022, pp. 652-669
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- September 2022
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Extended reduced-form framework for non-life insurance
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 14 June 2022, pp. 945-973
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- September 2022
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