6 results
Sandwiched SDEs with unbounded drift driven by Hölder noises
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- Journal:
- 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 extremes of random clusters and marked renewal cluster processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 09 December 2022, pp. 367-381
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- June 2023
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Continuous affine processes: transformations, Markov chains and life insurance
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 423-442
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- June 2016
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Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 983-1005
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- December 2013
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Conditional Distributions of Processes Related to Fractional Brownian Motion
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 166-183
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- March 2013
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The Continuous-Time Ehrenfest Process in Term Structure Modelling
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 693-712
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- September 2010
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