63 results
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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On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 12 September 2022, pp. 849-859
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- September 2022
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Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 30 August 2022, pp. 85-105
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- March 2023
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Discounted optimal stopping problems in first-passage time models with random thresholds
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 27 June 2022, pp. 714-733
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- September 2022
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Unified signature cumulants and generalized Magnus expansions
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- Forum of Mathematics, Sigma / Volume 10 / 2022
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- 09 June 2022, e42
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Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 30 March 2022, pp. 527-540
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- June 2022
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Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 189-219
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- March 2021
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A temporal factorization at the maximum for certain positive self-similar Markov processes
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1045-1069
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- December 2020
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On branching models with alarm triggerings
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- Journal of Applied Probability / Volume 57 / Issue 3 / September 2020
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- 04 September 2020, pp. 734-759
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- September 2020
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An elementary derivation of moments of Hawkes processes
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 102-137
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- March 2020
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Martingale decomposition of an L2 space with nonlinear stochastic integrals
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1231-1243
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- December 2019
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On the existence of sure profits via flash strategies
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 384-397
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- June 2019
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First passage upwards for state-dependent-killed spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 472-495
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- June 2019
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Branching-stable point measures and processes
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- Advances in Applied Probability / Volume 50 / Issue 4 / December 2018
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- 29 November 2018, pp. 1294-1314
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- December 2018
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Windings of planar processes, exponential functionals and Asian options
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- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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- 16 November 2018, pp. 726-742
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- September 2018
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Weighted least-squares estimation for the subcritical Heston process
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 543-558
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- June 2018
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Structure-preserving equivalent martingale measures for ℋ-SII models
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- Journal of Applied Probability / Volume 55 / Issue 1 / March 2018
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- 28 March 2018, pp. 1-14
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- March 2018
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Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
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- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
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- 20 March 2018, pp. 178-203
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- March 2018
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Unifying the Dynkin and Lebesgue–Stieltjes formulae
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 252-266
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- March 2017
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WEIGHTED INEQUALITIES FOR MARTINGALE TRANSFORMS AND STOCHASTIC INTEGRALS
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- Mathematika / Volume 63 / Issue 2 / 2017
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- 20 February 2017, pp. 433-450
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- 2017
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