Search Results - "Journal of applied probability" :: K.UTB vyhledávací portál

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Monotonicity of implied volatility for perpetual put options

by Ekström, Erik, Mellquist, Ebba
Published in Journal of applied probability (01.03.2024)

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Moderate deviations inequalities for Gaussian process regression

by Li, Jialin, Ryzhov, Ilya O.
Published in Journal of applied probability (01.03.2024)

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Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials

by Kubota, Naoki
Published in Journal of applied probability (01.03.2024)

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Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller

by Cavazos-Cadena, Rolando, Cruz-Suárez, Hugo, Montes-de-Oca, Raúl
Published in Journal of applied probability (01.03.2024)

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Explosion of continuous-state branching processes with competition in a Lévy environment

by Ma, Rugang, Zhou, Xiaowen
Published in Journal of applied probability (01.03.2024)

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Interacting urns on a finite directed graph

by Kaur, Gursharn, Sahasrabudhe, Neeraja
Published in Journal of applied probability (01.03.2023)

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Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes

by van der Hofstad, Remco, Kapodistria, Stella, Palmowski, Zbigniew, Shneer, Seva
Published in Journal of applied probability (01.03.2023)

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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models

by Kandji, Baye Matar
Published in Journal of applied probability (01.12.2023)

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Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process

by Fan, Xiequan, Shao, Qi-Man
Published in Journal of applied probability (01.12.2023)

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Approaching the coupon collector’s problem with group drawings via Stein’s method

by Betken, Carina, Thäle, Christoph
Published in Journal of applied probability (01.12.2023)

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Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration

by Rabehasaina, Landy, Woo, Jae-Kyung
Published in Journal of applied probability (01.12.2021)

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Robustness of iterated function systems of Lipschitz maps

by Hervé, Loïc, Ledoux, James
Published in Journal of applied probability (01.09.2023)

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Short-time behavior of solutions to Lévy-driven stochastic differential equations

by Reker, Jana
Published in Journal of applied probability (01.09.2023)

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On mixed fractional stochastic differential equations with discontinuous drift coefficient

by Sönmez, Ercan
Published in Journal of applied probability (01.06.2023)

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Ruin probabilities in a Markovian shot-noise environment

by Pojer, Simon, Thonhauser, Stefan
Published in Journal of applied probability (01.06.2023)

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A decomposition for Lévy processes inspected at Poisson moments

by Boxma, Onno, Mandjes, Michel
Published in Journal of applied probability (01.06.2023)

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Replica-mean-field limits of fragmentation-interaction-aggregation processes

by Baccelli, François, Davydov, Michel, Taillefumier, Thibaud
Published in Journal of applied probability (01.03.2022)

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MONTE CARLO INTEGRATION WITH A GROWING NUMBER OF CONTROL VARIATES

by PORTIER, FRANÇOIS, SEGERS, JOHAN
Published in Journal of applied probability (01.12.2019)

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The Berkelmans–Pries dependency function: A generic measure of dependence between random variables

by Berkelmans, Guus, Bhulai, Sandjai, van der mei, Rob, Pries, Joris
Published in Journal of applied probability (01.12.2023)

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Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary

by Génadot, Alexandre
Published in Journal of applied probability (01.12.2023)

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