18 results
Weakly interacting oscillators on dense random graphs
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 30 June 2023, pp. 255-278
- Print publication:
- March 2024
-
- Article
-
- You have access
- HTML
- Export citation
Explosion of continuous-state branching processes with competition in a Lévy environment
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 09 June 2023, pp. 68-81
- Print publication:
- March 2024
-
- Article
-
- You have access
- HTML
- Export citation
Short-time behavior of solutions to Lévy-driven stochastic differential equations
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 12 January 2023, pp. 765-780
- Print publication:
- September 2023
-
- Article
-
- You have access
- HTML
- Export citation
Self-exciting multifractional processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 22-41
- Print publication:
- March 2021
-
- Article
- Export citation
Distributions of jumps in a continuous-state branching process with immigration
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
- Published online by Cambridge University Press:
- 09 December 2016, pp. 1166-1177
- Print publication:
- December 2016
-
- Article
- Export citation
Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
- Part of
-
- Journal:
- Numerical Mathematics: Theory, Methods and Applications / Volume 9 / Issue 3 / August 2016
- Published online by Cambridge University Press:
- 20 July 2016, pp. 416-431
- Print publication:
- August 2016
-
- Article
- Export citation
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 983-1005
- Print publication:
- December 2013
-
- Article
-
- You have access
- Export citation
Conditional Distributions of Processes Related to Fractional Brownian Motion
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 166-183
- Print publication:
- March 2013
-
- Article
-
- You have access
- Export citation
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 572-596
- Print publication:
- June 2011
-
- Article
-
- You have access
- Export citation
On Some Stochastic Perturbations of Semilinear Evolution Equations
-
- Journal:
- Canadian Mathematical Bulletin / Volume 53 / Issue 3 / 01 September 2010
- Published online by Cambridge University Press:
- 20 November 2018, pp. 526-533
- Print publication:
- 01 September 2010
-
- Article
-
- You have access
- Export citation
On estimation of the variances for critical branching processes with immigration
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 526-542
- Print publication:
- June 2010
-
- Article
-
- You have access
- Export citation
A functional central limit theorem for spatial birth and death processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 759-797
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation
Maxima of stochastic processes driven by fractional Brownian motion
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 37 / Issue 3 / September 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 743-764
- Print publication:
- September 2005
-
- Article
-
- You have access
- Export citation
Backward SDEs with two barriers and continuous coefficient: an existence result
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 162-175
- Print publication:
- March 2004
-
- Article
- Export citation
HOMOMORPHIC FELLER COCYCLES ON A $C^*$-ALGEBRA
-
- Journal:
- Journal of the London Mathematical Society / Volume 68 / Issue 1 / August 2003
- Published online by Cambridge University Press:
- 08 August 2003, pp. 255-272
- Print publication:
- August 2003
-
- Article
- Export citation
On maintained systems operating in a random environment
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 31 / Issue 2 / June 1994
- Published online by Cambridge University Press:
- 14 July 2016, pp. 589-594
- Print publication:
- June 1994
-
- Article
- Export citation
Stochastic non-linear oscillators
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 25 / Issue 3 / September 1993
- Published online by Cambridge University Press:
- 01 July 2016, pp. 649-666
- Print publication:
- September 1993
-
- Article
- Export citation
A remark on the proof of Itô's formula for C2 functions of continuous semimartingales
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 29 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 14 July 2016, pp. 216-221
- Print publication:
- March 1992
-
- Article
- Export citation