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Showing below up to 50 results in range #1 to #50.

1. Estimation in Cox proportional hazards model with heteroscedastic errors in covariates: Label: en
2. Fluctuations of an omega-type killed process in discrete time: Label: en
3. Generalized fractional calculus and some models of generalized counting processes: Label: en
4. Sample path properties of multidimensional integral with respect to stochastic measure: Label: en
5. Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process: Label: en
6. Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay: Label: en
7. Properties of the entropic risk measure EVaR in relation to selected distributions: Label: en
8. Consistency of local linear regression estimator for mixtures with varying concentrations: Label: en
9. Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory: Label: en
10. Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes: Label: en
11. Stochastic Lotka-Volterra mutualism model with jumps: Label: en
12. On min- and max-Kies families: distributional properties and saturation in Hausdorff sense: Label: en
13. Almost everywhere continuity of conditional expectations: Label: en
14. Asymptotic normality of the LSE for chirp signal parameters: Label: en
15. Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process: Label: en
16. Editorial: Label: en
17. Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients: Label: en
18. A note on randomly stopped sums with zero mean increments: Label: en
19. Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations: Label: en
20. Consistency of LSE for the many-dimensional symmetric textured surface parameters: Label: en
21. Ruin probabilities as functions of the roots of a polynomial: Label: en
22. The Burgers equation driven by a stochastic measure: Label: en
23. Bernstein-type bounds for beta distribution: Label: en
24. Transport equation driven by a stochastic measure: Label: en
25. Parameter estimation in mixed fractional stochastic heat equation: Label: en
26. A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications: Label: en
27. Some examples of noncentral moderate deviations for sequences of real random variables: Label: en
28. Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions: Label: en
29. Lévy processes conditioned to stay in a half-space with applications to directional extremes: Label: en
30. A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution: Label: en
31. Minimax identity with robust utility functional for a nonconcave utility: Label: en
32. A limit theorem for persistence diagrams of random filtered complexes built over marked point processes: Label: en
33. On geometric recurrence for time-inhomogeneous autoregression: Label: en
34. On some composite Kies families: distributional properties and saturation in Hausdorff sense: Label: en
35. BDG inequalities and their applications for model-free continuous price paths with instant enforcement: Label: en
36. Variance gamma (nonlocal) equations: Label: en
37. Critical branching processes in a sparse random environment: Label: en
38. Perpetual cancellable American options with convertible features: Label: en
39. Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes: Label: en
40. Compositions of Poisson and Gamma processes: Label: en
41. Bonus-malus systems with different claim types and varying deductibles: Label: en
42. Multi-state models for evaluating conversion options in life insurance: Label: en
43. Quantifying and estimating additive measures of interaction from case-control data: Label: en
44. A functional limit theorem for random processes with immigration in the case of heavy tails: Label: en
45. Editorial: Label: en
46. Factorial moments of the critical Markov branching process with geometric reproduction of particles: Label: en
47. Asymptotic results for families of random variables having power series distributions: Label: en
48. Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps: Label: en
49. Models of space-time random fields on the sphere: Label: en
50. Averaging principle for the one-dimensional parabolic equation driven by stochastic measure: Label: en