-
1
Parameter estimation in mixed fractional stochastic heat equation
Published 2023-01-01“…VTeX…”
Get full text
Article -
2
-
3
BDG inequalities and their applications for model-free continuous price paths with instant enforcement
Published 2023-10-01“…VTeX…”
Get full text
Article -
4
Gamma mixed fractional Lévy Ornstein–Uhlenbeck process
Published 2023-12-01“…VTeX…”
Get full text
Article -
5
Arithmetic properties of multiplicative integer-valued perturbed random walks
Published 2024-01-01“…VTeX…”
Get full text
Article -
6
Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions
Published 2022-12-01“…VTeX…”
Get full text
Article -
7
On occupation time for on-off processes with multiple off-states
Published 2022-06-01“…VTeX…”
Get full text
Article -
8
Asymptotic normality of the LSE for chirp signal parameters
Published 2024-01-01“…VTeX…”
Get full text
Article -
9
Perpetual cancellable American options with convertible features
Published 2023-08-01“…VTeX…”
Get full text
Article -
10
Ruin probabilities as functions of the roots of a polynomial
Published 2023-03-01“…VTeX…”
Get full text
Article -
11
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
Published 2023-12-01“…VTeX…”
Get full text
Article -
12
On geometric recurrence for time-inhomogeneous autoregression
Published 2023-05-01“…VTeX…”
Get full text
Article -
13
Noncentral moderate deviations for fractional Skellam processes
Published 2023-12-01“…VTeX…”
Get full text
Article -
14
Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes
Published 2023-06-01“…VTeX…”
Get full text
Article -
15
-
16
-
17
-
18
Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process
Published 2024-02-01“…VTeX…”
Get full text
Article -
19
Transport equation driven by a stochastic measure
Published 2023-02-01“…VTeX…”
Get full text
Article -
20
A law of the iterated logarithm for small counts in Karlin’s occupancy scheme
Published 2024-01-01“…VTeX…”
Get full text
Article