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Original Article
A large-scale particle system with independent jumps and distributed synchronization
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- 04 October 2024, pp. 1-31
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Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion
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- 31 July 2024, pp. 1-34
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Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics
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- 31 July 2024, pp. 1-25
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Optimal risk sharing for lambda value-at-risk
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- 29 July 2024, pp. 1-33
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Tail asymptotics and precise large deviations for some Poisson cluster processes
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- 26 July 2024, pp. 1-37
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Convergence of hybrid slice sampling via spectral gap
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- 25 July 2024, pp. 1-27
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Change of measure in a Heston–Hawkes stochastic volatility model
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- 24 July 2024, pp. 1-30
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Antithetic multilevel particle filters
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- 16 April 2024, pp. 1-40
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An extreme worst-case risk measure by expectile
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- 02 April 2024, pp. 1-20
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Topological reconstruction of compact supports of dependent stationary random variables
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- 02 April 2024, pp. 1-31
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Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
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- 21 March 2024, pp. 1-36
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On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit
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- 20 March 2024, pp. 1-28
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PDMP Monte Carlo methods for piecewise smooth densities
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- 12 March 2024, pp. 1-42
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Perfect sampling of stochastic matching models with reneging
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- 04 March 2024, pp. 1-32
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Concentration of measure for graphon particle system
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- 19 January 2024, pp. 1-28
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Addendum
On sparsity, power-law, and clustering properties of graphex processes - ADDENDUM
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- 27 October 2023, p. 1
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