9 results
Limit theorems for the fractional nonhomogeneous Poisson process
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 246-264
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- March 2019
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Duality and complete convergence for multi-type additive growth models
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 32-51
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- March 2016
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From characteristic functions to implied volatility expansions
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 837-857
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- September 2015
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Extremal and additive processes generated by Pareto distributed random vectors
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- ESAIM: Probability and Statistics / Volume 18 / 2014
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- 15 October 2014, pp. 667-685
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- 2014
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On regular variation for infinitely divisible random vectors and additive processes
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- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
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- 01 July 2016, pp. 134-148
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- March 2006
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The time to ruin for a class of Markov additive risk process with two-sided jumps
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- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
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- 01 July 2016, pp. 963-992
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- December 2005
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Stochastic analysis of the raw silk reeling process
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- Journal of Applied Probability / Volume 14 / Issue 3 / September 1977
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- 14 July 2016, pp. 548-555
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- September 1977
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Stationary distributions for dams with additive input and content-dependent release rate
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- Advances in Applied Probability / Volume 9 / Issue 3 / September 1977
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- 01 July 2016, pp. 645-663
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- September 1977
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Wald's identity and random walk models for neuron firing
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- Advances in Applied Probability / Volume 8 / Issue 2 / June 1976
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- 01 July 2016, pp. 257-277
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- June 1976
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