1760 results in 60Gxx
Species Dynamics in the Two-Parameter Poisson-Dirichlet Diffusion Model
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 174-190
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- March 2014
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On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 121-138
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- March 2014
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Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 102-120
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- March 2014
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Bounds for the Probability Generating Functional of a Gibbs Point Process
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 21-34
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- March 2014
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A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 1-18
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- March 2014
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Pairs Trading with Opportunity Cost
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 282-286
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- March 2014
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On the Location of the Maximum of a Continuous Stochastic Process
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 152-161
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- March 2014
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Fractional Discrete Processes: Compound and Mixed Poisson Representations
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 19-36
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- March 2014
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Local and Global Survival for Nonhomogeneous Random Walk Systems on Z
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 256-278
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- March 2014
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Cover Times and Generic Chaining
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 247-261
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- March 2014
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On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 139-167
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- March 2014
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Stopping Probabilities for Patterns in Markov Chains
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 287-292
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- March 2014
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On Comparison of Clustering Properties of Point Processes
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 1-20
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- March 2014
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Endemic Behaviour of SIS Epidemics with General Infectious Period Distributions
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 241-255
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- March 2014
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The Maximum of a Symmetric Next Neighbor Walk on the Nonnegative Integers
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 162-173
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- March 2014
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Fractional Moments of Solutions to Stochastic Recurrence Equations
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 969-982
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- December 2013
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Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon
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- Advances in Applied Probability / Volume 45 / Issue 4 / December 2013
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- 04 January 2016, pp. 1028-1048
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- December 2013
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Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 983-1005
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- December 2013
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Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1006-1024
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- December 2013
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Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1102-1116
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- December 2013
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