Exit problems for the difference of a compound Poisson process and a compound renewal process

Estimating the Parameters of a Two-Threshold Lévy Process Using the Approximate Maximum Likelihood Method

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis · 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

Stochastic Evolution Under Markov-Modulated Poisson Perturbation in the Diffusion Approximation Scheme

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis

New and refined bounds for expected maxima of fractional Brownian motion

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

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis