1752 results in 60Gxx
Unified signature cumulants and generalized Magnus expansions
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- Forum of Mathematics, Sigma / Volume 10 / 2022
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- 09 June 2022, e42
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A Dynamic Taylor’s law
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 24 June 2022, pp. 584-607
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- June 2022
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Discrete-time risk-aware optimal switching with non-adapted costs
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 625-655
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- June 2022
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Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 24 June 2022, pp. 556-570
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- June 2022
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On operator fractional Lévy motion: integral representations and time-reversibility
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 493-535
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- June 2022
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Nash equilibrium structure of Cox process Hotelling games
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 570-598
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- June 2022
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On the Sn/n problem
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 17 May 2022, pp. 571-583
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- June 2022
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Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 30 March 2022, pp. 527-540
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- June 2022
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On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 24 March 2022, pp. 471-494
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- June 2022
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An ephemerally self-exciting point process
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 14 March 2022, pp. 340-403
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- June 2022
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Fair gambler’s ruin stochastically maximizes playing time
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 10 March 2022, pp. 656-659
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- June 2022
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Probabilistic analysis of replicator–mutator equations
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- Advances in Applied Probability / Volume 54 / Issue 1 / March 2022
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- 23 March 2022, pp. 167-201
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- March 2022
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SINR percolation for Cox point processes with random powers
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- Advances in Applied Probability / Volume 54 / Issue 1 / March 2022
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- 23 March 2022, pp. 227-253
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- March 2022
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Extrema of multi-dimensional Gaussian processes over random intervals
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 28 February 2022, pp. 81-104
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- March 2022
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Sums of random multiplicative functions over function fields with few irreducible factors
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- Mathematical Proceedings of the Cambridge Philosophical Society / Volume 173 / Issue 3 / November 2022
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- 28 February 2022, pp. 715-726
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- November 2022
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Kingman’s model with random mutation probabilities: convergence and condensation I
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- Advances in Applied Probability / Volume 54 / Issue 1 / March 2022
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- 25 February 2022, pp. 311-335
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- March 2022
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STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS
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- The ANZIAM Journal / Volume 64 / Issue 1 / January 2022
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- 22 February 2022, pp. 54-68
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Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 18 February 2022, pp. 421-446
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- June 2022
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Exact simulation of extrinsic stress-release processes
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 14 February 2022, pp. 105-117
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- March 2022
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Unusually large components in near-critical Erdős–Rényi graphs via ballot theorems
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- Combinatorics, Probability and Computing / Volume 31 / Issue 5 / September 2022
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- 11 February 2022, pp. 840-869
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