34 results
On moments of downward passage times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 16 November 2022, pp. 452-464
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- June 2023
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11 - Subordinate Clauses
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- A Student's Introduction to English Grammar
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- 20 January 2022
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- 25 November 2021, pp 262-275
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14 - Non-Finite Clauses
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- A Student's Introduction to English Grammar
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- 20 January 2022
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- 25 November 2021, pp 311-340
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Necessity of weak subordination for some strongly subordinated Lévy processes
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 868-879
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- December 2021
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The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 152 / Issue 4 / August 2022
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- 21 September 2021, pp. 1032-1057
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- August 2022
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Absolute continuity of distributions of one-dimensional Lévy processes
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 852-872
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- September 2017
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Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 481-514
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- June 2017
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Counting processes with Bernštein intertimes and random jumps
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 1028-1044
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- December 2015
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Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 545-571
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- June 2013
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 572-594
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- June 2013
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Inverse Stable Subordinators
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- Mathematical Modelling of Natural Phenomena / Volume 8 / Issue 2 / 2013
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- 24 April 2013, pp. 1-16
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- 2013
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On Exact Sampling of Nonnegative Infinitely Divisible Random Variables
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 842-873
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- September 2012
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On Λ-Coalescents with Dust Component
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 1133-1151
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- December 2011
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Limit theorems for some continuous-time random walks
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 782-813
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- September 2011
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Energy efficiency of consecutive fragmentation processes
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 543-561
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- June 2010
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On the number of allelic types for samples taken from exchangeable coalescents with mutation
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- Advances in Applied Probability / Volume 41 / Issue 4 / December 2009
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- 01 July 2016, pp. 1082-1101
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- December 2009
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Space–Time Duality for Fractional Diffusion
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1100-1115
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- December 2009
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On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
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- 14 July 2016, pp. 732-755
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- September 2009
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One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
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- Advances in Applied Probability / Volume 41 / Issue 2 / June 2009
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- 01 July 2016, pp. 367-392
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- June 2009
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On the number of jumps of random walks with a barrier
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- Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
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- 01 July 2016, pp. 206-228
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- March 2008
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