On the unconditional almost-everywhere convergence of general orthogonal series

On perpetuities with gamma-like tails

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

Parameter-dependent integrals with respect to general random measures

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

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

Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes

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

New and refined bounds for expected maxima of fractional Brownian motion

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

On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk

Схоже за: Stochastic processes and financial applications · Mathematical Approximation and Integration