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

1. Consistency of LSE for the many-dimensional symmetric textured surface parameters: Label: en
2. Ruin probabilities as functions of the roots of a polynomial: Label: en
3. The Burgers equation driven by a stochastic measure: Label: en
4. Bernstein-type bounds for beta distribution: Label: en
5. Transport equation driven by a stochastic measure: Label: en
6. Parameter estimation in mixed fractional stochastic heat equation: Label: en
7. A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications: Label: en
8. Some examples of noncentral moderate deviations for sequences of real random variables: Label: en
9. Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions: Label: en
10. Lévy processes conditioned to stay in a half-space with applications to directional extremes: Label: en
11. A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution: Label: en
12. Minimax identity with robust utility functional for a nonconcave utility: Label: en
13. A limit theorem for persistence diagrams of random filtered complexes built over marked point processes: Label: en
14. On geometric recurrence for time-inhomogeneous autoregression: Label: en
15. On some composite Kies families: distributional properties and saturation in Hausdorff sense: Label: en
16. BDG inequalities and their applications for model-free continuous price paths with instant enforcement: Label: en
17. Variance gamma (nonlocal) equations: Label: en
18. Critical branching processes in a sparse random environment: Label: en
19. Perpetual cancellable American options with convertible features: Label: en
20. Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes: Label: en
21. Compositions of Poisson and Gamma processes: Label: en
22. Bonus-malus systems with different claim types and varying deductibles: Label: en
23. Multi-state models for evaluating conversion options in life insurance: Label: en
24. Quantifying and estimating additive measures of interaction from case-control data: Label: en
25. A functional limit theorem for random processes with immigration in the case of heavy tails: Label: en
26. Editorial: Label: en
27. Factorial moments of the critical Markov branching process with geometric reproduction of particles: Label: en
28. Asymptotic results for families of random variables having power series distributions: Label: en
29. Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps: Label: en
30. Models of space-time random fields on the sphere: Label: en
31. Averaging principle for the one-dimensional parabolic equation driven by stochastic measure: Label: en
32. On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables: Label: en
33. Detecting independence of random vectors: generalized distance covariance and Gaussian covariance: Label: en
34. Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation: Label: en
35. Cliquet option pricing in a jump-diffusion Lévy model: Label: en
36. A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities: Label: en
37. Consistency of the total least squares estimator in the linear errors-in-variables regression: Label: en
38. Maximum likelihood estimation in the non-ergodic fractional Vasicek model: Label: en
39. Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator: Label: en
40. On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence: Label: en
41. Taylor's power law for the \(N\)-stars network evolution model: Label: en
42. The risk model with stochastic premiums and a multi-layer dividend strategy: Label: en
43. Arithmetic of (independent) sigma-fields on probability spaces: Label: en
44. Ruin probability for the bi-seasonal discrete time risk model with dependent claims: Label: en
45. Asymptotics for the sum of three state Markov dependent random variables: Label: en
46. Option pricing in time-changed Lévy models with compound Poisson jumps: Label: en
47. Existence and uniqueness of mild solution to fractional stochastic heat equation: Label: en
48. Studies on generalized Yule models: Label: en
49. Fractional Cox-Ingersoll-Ross process with small Hurst indices: Label: en
50. Probability distributions for the run-and-tumble models with variable speed and tumbling rate: Label: en