Pages that link to "Item:Q1031112"
From MaRDI portal
The following pages link to Theory of stochastic processes. With applications to financial mathematics and risk theory (Q1031112):
Displaying 10 items.
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Conditions for balance between survival and ruin (Q1937946) (← links)
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
- The role of noise in finite ensembles of nanomagnetic particles (Q2510372) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Discrete representations of second order random functions. I (Q2922898) (← links)
- Discrete representations of second order random functions. II (Q2923391) (← links)
- On the distribution of functionals of the subordinator (Q2923399) (← links)
- An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (Q2944730) (← links)
- Editorial (Q6550440) (← links)
