Asymptotic behaviour of randomised fractional volatility models.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 496, doi. 10.1017/jpr.2019.27
- By:
- Publication type:
- Article
Works matching IS 00219002 AND DT 2019 AND VI 56 AND IP 2
Results: 19
1
2
Comparison results for M/G/1 queues with waiting and sojourn time deadlines.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 524, doi. 10.1017/jpr.2019.25
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- Publication type:
- Article
3
JPR volume 56 issue 2 Cover and Back matter.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. b1, doi. 10.1017/jpr.2019.39
- Publication type:
- Article
4
JPR volume 56 issue 2 Cover and Front matter.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. f1, doi. 10.1017/jpr.2019.38
- Publication type:
- Article
5
The limit distribution of the maximum probability nearest-neighbour ball.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 574, doi. 10.1017/jpr.2019.37
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- Publication type:
- Article
6
On association and other forms of positive dependence for Feller processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 624, doi. 10.1017/jpr.2019.36
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- Publication type:
- Article
7
A martingale view of Blackwell's renewal theorem and its extensions to a general counting process.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 602, doi. 10.1017/jpr.2019.35
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- Publication type:
- Article
8
On the dense preferential attachment graph models and their graphon induced counterpart.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 590, doi. 10.1017/jpr.2019.34
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- Publication type:
- Article
9
The De Vylder–Goovaerts conjecture holds within the diffusion limit.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 546, doi. 10.1017/jpr.2019.33
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- Publication type:
- Article
10
On the existence of sure profits via flash strategies.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 384, doi. 10.1017/jpr.2019.32
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- Publication type:
- Article
11
Exit problems for general draw-down times of spectrally negative Lévy processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 441, doi. 10.1017/jpr.2019.31
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- Publication type:
- Article
12
First passage percolation on sparse random graphs with boundary weights.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 458, doi. 10.1017/jpr.2019.30
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- Publication type:
- Article
13
Accessibility percolation on random rooted labeled trees.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 533, doi. 10.1017/jpr.2019.29
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- Publication type:
- Article
14
Measures of ageing tendency.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 358, doi. 10.1017/jpr.2019.28
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- Publication type:
- Article
15
On the rate of convergence for the length of the longest common subsequences in hidden Markov models.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 558, doi. 10.1017/jpr.2019.26
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- Publication type:
- Article
16
Renewal processes, population dynamics, and unimodular trees.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 339, doi. 10.1017/jpr.2019.24
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- Publication type:
- Article
17
First passage upwards for state-dependent-killed spectrally negative Lévy processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 472, doi. 10.1017/jpr.2019.23
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- Publication type:
- Article
18
Some explicit results on one kind of sticky diffusion.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 398, doi. 10.1017/jpr.2019.22
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- Publication type:
- Article
19
The N -star network evolution model.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 2, p. 416, doi. 10.1017/jpr.2019.21
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- Publication type:
- Article