311 results in 60Hxx
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 14 June 2022, pp. 1222-1251
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- December 2022
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On operator fractional Lévy motion: integral representations and time-reversibility
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 493-535
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- June 2022
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Construction of age-structured branching processes by stochastic equations
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 31 May 2022, pp. 670-684
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- September 2022
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Probabilistic analysis of replicator–mutator equations
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- Advances in Applied Probability / Volume 54 / Issue 1 / March 2022
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- 23 March 2022, pp. 167-201
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- March 2022
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Convergence rate of the EM algorithm for SDEs with low regular drifts
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 14 February 2022, pp. 447-470
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- June 2022
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The support of singular stochastic partial differential equations
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- Forum of Mathematics, Pi / Volume 10 / 2022
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- 14 January 2022, e1
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Exact simulation of coupled Wright–Fisher diffusions
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- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
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- 22 November 2021, pp. 923-950
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- December 2021
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Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 153 / Issue 1 / February 2023
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- 18 November 2021, pp. 19-67
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- February 2023
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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis
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- Advances in Applied Probability / Volume 53 / Issue 3 / September 2021
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- 08 October 2021, pp. 716-756
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- September 2021
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Exact simulation of Ornstein–Uhlenbeck tempered stable processes
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 347-371
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- June 2021
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Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 372-393
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- June 2021
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INVESTIGATING ATTRIBUTE RISKS AND CONSTRUCTING LINKAGE ERROR MODELS FOR PROBABILISTICALLY-LINKED DATA
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- Bulletin of the Australian Mathematical Society / Volume 104 / Issue 2 / October 2021
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- 19 April 2021, pp. 346-348
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- October 2021
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Self-exciting multifractional processes
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 22-41
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- March 2021
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Generalised liouville processes and their properties
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1088-1110
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- December 2020
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Zipf’s law for atlas models
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1276-1297
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- December 2020
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Skeletal stochastic differential equations for superprocesses
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1111-1134
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- December 2020
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Solving the 4NLS with white noise initial data
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- Forum of Mathematics, Sigma / Volume 8 / 2020
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- 18 November 2020, e48
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ASYMPTOTIC BEHAVIOUR OF THE STOCHASTIC MAKI–THOMPSON MODEL WITH A FORGETTING MECHANISM ON OPEN POPULATIONS
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- The ANZIAM Journal / Volume 62 / Issue 2 / April 2020
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- 06 November 2020, pp. 185-208
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Invariant Gibbs dynamics for the dynamical sine-Gordon model
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 5 / October 2021
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- 16 September 2020, pp. 1450-1466
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- October 2021
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Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 4 / August 2021
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- 02 September 2020, pp. 1278-1304
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- August 2021
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