1752 results in 60Gxx
Long range dependence of heavy-tailed random functions
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- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 569-593
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- September 2021
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A transient Cramér–Lundberg model with applications to credit risk
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- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 721-745
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- September 2021
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Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
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- Advances in Applied Probability / Volume 53 / Issue 3 / September 2021
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- 08 October 2021, pp. 839-885
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- September 2021
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Variations of the elephant random walk
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- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 805-829
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- September 2021
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Interpolation between noncommutative martingale Hardy and BMO spaces: the case $\textbf {0<p<1}$
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- Canadian Journal of Mathematics / Volume 74 / Issue 6 / December 2022
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- 25 August 2021, pp. 1700-1744
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- December 2022
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OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL
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- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
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- 13 August 2021, pp. 123-142
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Mixing rates for potentials of non-summable variations
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- Ergodic Theory and Dynamical Systems / Volume 42 / Issue 9 / September 2022
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- 16 July 2021, pp. 2823-2840
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- September 2022
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ON AN INTEGRAL OF $\boldsymbol {J}$ -BESSEL FUNCTIONS AND ITS APPLICATION TO MAHLER MEASURE
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- Bulletin of the Australian Mathematical Society / Volume 105 / Issue 2 / April 2022
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- 09 July 2021, pp. 223-235
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- April 2022
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Continuum line-of-sight percolation on Poisson–Voronoi tessellations
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 510-536
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- June 2021
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A generalised Dickman distribution and the number of species in a negative binomial process model
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 370-399
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- June 2021
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Exact simulation of Ornstein–Uhlenbeck tempered stable processes
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 347-371
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- June 2021
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Population dynamics driven by truncated stable processes with Markovian switching
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 505-522
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- June 2021
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A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 400-424
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- June 2021
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Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 469-483
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- June 2021
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From microscopic price dynamics to multidimensional rough volatility models
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 425-462
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- June 2021
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Bounds for expected supremum of fractional Brownian motion with drift
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 411-427
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- June 2021
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Solving high-dimensional optimal stopping problems using deep learning
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- European Journal of Applied Mathematics / Volume 32 / Issue 3 / June 2021
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- 27 April 2021, pp. 470-514
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New variable martingale Hardy spaces
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 152 / Issue 2 / April 2022
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- 23 April 2021, pp. 450-478
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- April 2022
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Generic non-singular Poisson suspension is of type III1
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- Ergodic Theory and Dynamical Systems / Volume 42 / Issue 4 / April 2022
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- 05 March 2021, pp. 1415-1445
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- April 2022
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Model-independent pricing with insider information: a skorokhod embedding approach
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 30-56
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- March 2021
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