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On a large deviation for symmetric markov processes with finite life time

JOURNAL ARTICLE published October 1996 in Stochastics and Stochastic Reports

Authors: Masayoshi Takeda

https://doi.org/10.1080/17442509608834086 Actions

Optimal starting—stopping problems for markov–feller processes

JOURNAL ARTICLE published February 1996 in Stochastics and Stochastic Reports

Authors: Jose-luis Menaldi | Maurice Robin | Min Sun

https://doi.org/10.1080/17442509608834033 Actions

Regime switching affine processes with applications to finance

JOURNAL ARTICLE published April 2020 in Finance and Stochastics

Authors: Misha van Beek | Michel Mandjes | Peter Spreij | Erik Winands

https://doi.org/10.1007/s00780-020-00419-2 Actions

Mean-variance hedging for continuous processes: New proofs and examples

JOURNAL ARTICLE published 1 February 1998 in Finance and Stochastics

Authors: Huyên Pham | Thorsten Rheinländer | Martin Schweizer

https://doi.org/10.1007/s007800050037 Actions

Weak stability and generalized weak convolution for random vectors and stochastic processes

BOOK CHAPTER published 2006 in Institute of Mathematical Statistics Lecture Notes - Monograph Series

Authors: Jolanta K. Misiewicz

https://doi.org/10.1214/074921706000000149 Actions

Weak stability and generalized weak convolution for random vectors and stochastic processes

BOOK CHAPTER published 2006 in Institute of Mathematical Statistics Lecture Notes - Monograph Series

Authors: Jolanta K. Misiewicz

https://doi.org/10.1214/lnms/1196285813 Actions

Stochastic flows and the forward measure

JOURNAL ARTICLE published 1 October 2001 in Finance and Stochastics

Authors: Robert J. Elliott | John van der Hoek

https://doi.org/10.1007/s007800000039 Actions

On the Power of Entropy-Based Tests Against Bump-Type Alternatives

BOOK CHAPTER published 1987 in Contributions to Stochastics

Authors: Edward J. Dudewicz | Edward C. van der Meulen

https://doi.org/10.1007/978-3-642-46893-3_8 Actions

Double-sided Parisian option pricing

JOURNAL ARTICLE published April 2009 in Finance and Stochastics

Authors: J. H. M. Anderluh | J. A. M. van der Weide

https://doi.org/10.1007/s00780-009-0090-3 Actions

Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: Svetlana V. Anulova | Alexander Yu. Veretennikov

https://doi.org/10.1007/978-3-319-03512-3_10 Actions

An application of hidden Markov models to asset allocation problems

JOURNAL ARTICLE published 1 July 1997 in Finance and Stochastics

Authors: Robert J. Elliott | John van der Hoek

https://doi.org/10.1007/s007800050022 Actions

Reciprocal Processes: A Stochastic Analysis Approach

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: Sylvie Rœlly

https://doi.org/10.1007/978-3-319-03512-3_4 Actions

Large Deviations for Empirical Cycle Counts of Integer Partitions and Their Relation to Systems of Bosons

BOOK CHAPTER published 24 July 2008 in Analysis and Stochastics of Growth Processes and Interface Models

Authors: Stefan Adams

https://doi.org/10.1093/acprof:oso/9780199239252.003.0007 Actions

Ambit Processes, Their Volatility Determination and Their Applications

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: José Manuel Corcuera | Gergely Farkas | Arturo Valdivia

https://doi.org/10.1007/978-3-319-03512-3_14 Actions

Application of $$varphi$$ -Sub-Gaussian Random Processes in Queueing Theory

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: Yuriy V. Kozachenko | Rostyslav E. Yamnenko

https://doi.org/10.1007/978-3-319-03512-3_2 Actions

Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes

JOURNAL ARTICLE published June 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Research funded by Nederlandse Organisatie voor Wetenschappelijk Onderzoek (639.032.427)

Authors: Jan van Neerven | Mark Veraar

https://doi.org/10.1007/s40072-021-00204-y Actions

Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals

BOOK CHAPTER published 2015 in Asymptotic Laws and Methods in Stochastics

Authors: Kilani Ghoudi | Bruno Rémillard

https://doi.org/10.1007/978-1-4939-3076-0_14 Actions

Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes

BOOK CHAPTER published 2016 in Stochastics of Environmental and Financial Economics

Authors: Almut E. D. Veraart

https://doi.org/10.1007/978-3-319-23425-0_13 Actions

Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis

PROCEEDINGS ARTICLE published 7 June 2007 in Noise and Stochastics in Complex Systems and Finance

Authors: C. Coronnello | M. Tumminello | F. Lillo | S. Miccichè | R. N. Mantegna

Editors: János Kertész | Stefan Bornholdt | Rosario N. Mantegna

https://doi.org/10.1117/12.729619 Actions

Hyperelliptic curves, continued fractions, and Somos sequences

BOOK CHAPTER published 2006 in Institute of Mathematical Statistics Lecture Notes - Monograph Series

Authors: Alfred J. van der Poorten

https://doi.org/10.1214/074921706000000239 Actions
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