1742 results in 60Gxx
Antithetic multilevel particle filters
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- Advances in Applied Probability , First View
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- 16 April 2024, pp. 1-40
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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
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- Forum of Mathematics, Sigma / Volume 12 / 2024
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- 11 April 2024, e52
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An extreme worst-case risk measure by expectile
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- Advances in Applied Probability , First View
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- 02 April 2024, pp. 1-20
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Topological reconstruction of compact supports of dependent stationary random variables
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- Advances in Applied Probability , First View
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- 02 April 2024, pp. 1-31
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Constrained optimal stopping under a regime-switching model
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- Journal of Applied Probability , First View
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- 27 March 2024, pp. 1-20
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Multidimensional random motions with a natural number of finite velocities
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- Advances in Applied Probability , First View
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- 22 March 2024, pp. 1-31
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Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
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- Advances in Applied Probability , First View
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- 21 March 2024, pp. 1-36
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Inequalities between time and customer averages for HNB(W)UE arrival processes
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- Journal of Applied Probability , First View
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- 21 March 2024, pp. 1-21
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Discounted densities of overshoot and undershoot for Lévy processes with applications in finance
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- Probability in the Engineering and Informational Sciences , First View
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- 19 March 2024, pp. 1-24
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Asymptotic results for sums and extremes
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- Journal of Applied Probability , First View
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- 13 March 2024, pp. 1-19
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Connectivity of random graphs after centrality-based vertex removal
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- Journal of Applied Probability , First View
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- 23 February 2024, pp. 1-32
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Stable laws for random dynamical systems
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- Ergodic Theory and Dynamical Systems , First View
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- 14 February 2024, pp. 1-50
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Scaling limit of the local time of random walks conditioned to stay positive
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- Journal of Applied Probability , First View
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- 13 February 2024, pp. 1-15
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Central limit theorem for a birth–growth model with poisson arrivals and random growth speed
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- Advances in Applied Probability , First View
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- 19 January 2024, pp. 1-29
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A queueing system with an SIR-type infection
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- Probability in the Engineering and Informational Sciences , First View
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- 16 January 2024, pp. 1-20
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APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL
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- The ANZIAM Journal / Volume 65 / Issue 3 / July 2023
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- 15 January 2024, pp. 229-247
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Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
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- Advances in Applied Probability , First View
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- 15 December 2023, pp. 1-45
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Shock models governed by an inverse gamma mixed Poisson process
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- Probability in the Engineering and Informational Sciences , First View
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- 15 December 2023, pp. 1-22
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Weak convergence of the extremes of branching Lévy processes with regularly varying tails
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- Journal of Applied Probability , First View
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- 06 December 2023, pp. 1-22
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Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
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- Journal of Applied Probability , First View
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- 01 December 2023, pp. 1-23
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