1749 results in 60Gxx
Monotonicity of implied volatility for perpetual put options
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 19 June 2023, pp. 301-310
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- March 2024
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On sparsity, power-law, and clustering properties of graphex processes
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 16 June 2023, pp. 1211-1253
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- December 2023
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No arbitrage and multiplicative special semimartingales
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 09 June 2023, pp. 1033-1074
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- September 2023
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Upper large deviations for power-weighted edge lengths in spatial random networks
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- Advances in Applied Probability / Volume 56 / Issue 1 / March 2024
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- 05 June 2023, pp. 34-70
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- March 2024
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Moderate deviations inequalities for Gaussian process regression
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 05 June 2023, pp. 172-197
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- March 2024
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Bootstrap percolation in random geometric graphs
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 31 May 2023, pp. 1254-1300
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- December 2023
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On the spectral theory of groups of automorphisms of S-adic nilmanifolds
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- Ergodic Theory and Dynamical Systems / Volume 44 / Issue 3 / March 2024
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- 29 May 2023, pp. 705-726
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- March 2024
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A branching random walk in the presence of a hard wall
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 22 May 2023, pp. 1-17
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- March 2024
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Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 19 May 2023, pp. 1469-1500
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- December 2023
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Strong Shannon–McMillan–Breiman’s theorem for locally compact groups
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- Canadian Mathematical Bulletin / Volume 66 / Issue 4 / December 2023
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- 05 May 2023, pp. 1274-1279
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- December 2023
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Mixing time bounds for edge flipping on regular graphs
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 26 April 2023, pp. 1317-1332
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- December 2023
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Lower bound for the expected supremum of fractional brownian motion using coupling
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 24 April 2023, pp. 1232-1248
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- December 2023
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Characterization theorems for pseudo cross-variograms
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 24 April 2023, pp. 1219-1231
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- December 2023
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Asymptotic behaviour of the first positions of uniform parking functions
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 20 April 2023, pp. 1201-1218
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- December 2023
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A spatial mutation model with increasing mutation rates
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 03 April 2023, pp. 1157-1180
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- December 2023
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Workload analysis of a two-queue fluid polling model
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 31 March 2023, pp. 1003-1030
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- September 2023
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Sandwiched SDEs with unbounded drift driven by Hölder noises
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 08 March 2023, pp. 927-964
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- September 2023
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On the cumulant transforms for Hawkes processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 23 February 2023, pp. 528-541
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- June 2023
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Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 21 February 2023, pp. 874-894
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- September 2023
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Sojourn functionals for spatiotemporal Gaussian random fields with long memory
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 09 February 2023, pp. 148-165
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- March 2023
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