Normal Deviations

Method of Successive Approximations for Solving Integral Equations of the Theory of Risk Processes

Схоже за: Stochastic processes and financial applications · Probability and Risk Models · Risk and Portfolio Optimization

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

Extended weak convergence and utility maximisation with proportional transaction costs

Схоже за: Stochastic processes and financial applications · Risk and Portfolio Optimization

New and refined bounds for expected maxima of fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates

Схоже за: Stochastic processes and financial applications · Probability and Risk Models