9 results
Characterization of random variables with stationary digits
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- Journal of Applied Probability / Volume 59 / Issue 4 / December 2022
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- 15 August 2022, pp. 931-947
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- December 2022
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Conditional Full Support of Gaussian Processes with Stationary Increments
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 561-568
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- June 2011
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A class of complete benchmark models with intensity-based jumps
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 19-34
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- March 2004
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Multifractal products of stochastic processes: construction and some basic properties
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- Advances in Applied Probability / Volume 34 / Issue 4 / December 2002
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- 01 July 2016, pp. 888-903
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- December 2002
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Arbitrage in continuous complete markets
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- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
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- 01 July 2016, pp. 540-558
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- September 2002
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An exponential change of measure for the Feller diffusion and some implications for superprocesses
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 236-245
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- March 2000
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The Gaussian distribution revisited
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- Advances in Applied Probability / Volume 28 / Issue 2 / June 1996
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- 01 July 2016, pp. 500-524
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- June 1996
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Likelihood ratio gradient estimation for stochastic recursions
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- Advances in Applied Probability / Volume 27 / Issue 4 / December 1995
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- 01 July 2016, pp. 1019-1053
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- December 1995
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Measure-Valued Branching Diffusions with Singular Interactions
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- Canadian Journal of Mathematics / Volume 46 / Issue 1 / 01 February 1994
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- 20 November 2018, pp. 120-168
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- 01 February 1994
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