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Showing below up to 50 results in range #51 to #100.

51. On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables: Label: en
52. Detecting independence of random vectors: generalized distance covariance and Gaussian covariance: Label: en
53. Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation: Label: en
54. Cliquet option pricing in a jump-diffusion Lévy model: Label: en
55. A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities: Label: en
56. Consistency of the total least squares estimator in the linear errors-in-variables regression: Label: en
57. Maximum likelihood estimation in the non-ergodic fractional Vasicek model: Label: en
58. Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator: Label: en
59. On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence: Label: en
60. Taylor's power law for the \(N\)-stars network evolution model: Label: en
61. The risk model with stochastic premiums and a multi-layer dividend strategy: Label: en
62. Arithmetic of (independent) sigma-fields on probability spaces: Label: en
63. Ruin probability for the bi-seasonal discrete time risk model with dependent claims: Label: en
64. Asymptotics for the sum of three state Markov dependent random variables: Label: en
65. Option pricing in time-changed Lévy models with compound Poisson jumps: Label: en
66. Existence and uniqueness of mild solution to fractional stochastic heat equation: Label: en
67. Studies on generalized Yule models: Label: en
68. Fractional Cox-Ingersoll-Ross process with small Hurst indices: Label: en
69. Probability distributions for the run-and-tumble models with variable speed and tumbling rate: Label: en
70. Stable Lévy diffusion and related model fitting: Label: en
71. On the infinite divisibility of distributions of some inverse subordinators: Label: en
72. Martingale-like sequences in Banach lattices: Label: en
73. Large deviations for conditionally Gaussian processes: estimates of level crossing probability: Label: en
74. On generalized stochastic fractional integrals and related inequalities: Label: en
75. Stochastic models associated to a nonlocal porous medium equation: Label: en
76. Drifted Brownian motions governed by fractional tempered derivatives: Label: en
77. Approximation of solutions of the stochastic wave equation by using the Fourier series: Label: en
78. Asymptotic arbitrage in fractional mixed markets: Label: en
79. A copula-based bivariate integer-valued autoregressive process with application: Label: en
80. Testing proportional hazards for specified covariates: Label: en
81. Note on AR(1)-characterisation of stationary processes and model fitting: Label: en
82. Moderate deviations for a stochastic Burgers equation: Label: en
83. The asymptotic error of chaos expansion approximations for stochastic differential equations: Label: en
84. Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields: Label: en
85. Alternative probabilistic representations of Barenblatt-type solutions: Label: en
86. The laws of iterated and triple logarithms for extreme values of regenerative processes: Label: en
87. A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles: Label: en
88. Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion: Label: en
89. Stochastic two-species mutualism model with jumps: Label: en
90. Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions: Label: en
91. Chaos expansion of uniformly distributed random variables and application to number theory: Label: en
92. Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls: Label: en
93. Optimal transport between determinantal point processes and application to fast simulation: Label: en
94. Second order elliptic partial differential equations driven by Lévy white noise: Label: en
95. Malliavin-Stein method: a survey of some recent developments: Label: en
96. Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence: Label: en
97. Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes: Label: en
98. Long-time behavior of a nonautonomous stochastic predator-prey model with jumps: Label: en
99. Note on local mixing techniques for stochastic differential equations: Label: en
100. Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model: Label: en