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Optimal dividend and investment problems under Sparre Andersen model
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Defaultable asset management with incomplete information
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Multi-population optimal change-point detection
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Sparseness in functional data analysis
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I. Asynchronous optimization over weakly coupled renewal systems
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An evaluation of residuals for the Cox model
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Large deviations for Markov chains
Probabilistic methods and randomized algorithms
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Numerical weak approximation of stochastic differential equations driven by Levy processes
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New results on pricing Asian options
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Essays on commodity futures and volatility
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Conditional mean-fields stochastic differential equation and their application
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Stochastic differential equation models for chemotaxis in one, two, and three dimensions
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On a class of homogeneous stochastic flows
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Frailty models for the study of familial aggregation of disease
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Concentration inequalities with bounded couplings
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On the depinning transition of the directed polymer in a random environment with a defect line
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Dynamic principal -agent models in continuous time
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A study of information loss due to sampling in continuous-time autoregressive moving-average random processes
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Semi-Markov analysis for acquisition systems, with application to spread spectrum communication acquisition problem
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Numerical methods for high-dimensional path-dependent PDEs driven by stochastic Volterra integral equations
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Pricing OTC energy derivatives: credit, debit, funding value adjustment, and wrong way risk
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