Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum.
- Published in:
- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 146, doi. 10.1007/s10958-011-0407-6
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- Publication type:
- Article
Works matching IS 10723374 AND DT 2011 AND VI 176 AND IP 2
Results: 15
1
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On delay and asymmetry points of one-dimensional diffusion processes.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 270, doi. 10.1007/s10958-011-0417-4
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- Article
3
Optimal substitution of arguments of an arrangement increasing function based on sufficient statistics for parameter-arguments.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 209, doi. 10.1007/s10958-011-0412-9
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- Article
4
On small deviations of series of weighted positive random variables.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 224, doi. 10.1007/s10958-011-0413-8
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- Article
5
Bias of a nonparametric entropy estimator for Markov measures.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 255, doi. 10.1007/s10958-011-0416-5
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- Article
6
Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 232, doi. 10.1007/s10958-011-0414-7
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- Article
7
Asymptotic analysis of a new dynamic semiparametric regression model with cross-effects of survivals.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 117, doi. 10.1007/s10958-011-0405-8
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- Article
8
Some characterizations of families of distributions, including logistic and exponential ones, by properties of order statistics.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 203, doi. 10.1007/s10958-011-0410-y
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- Article
9
On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 112, doi. 10.1007/s10958-011-0404-9
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- Article
10
Probabilistic approach to free boundary problems and pricing of American options.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 124, doi. 10.1007/s10958-011-0406-7
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- Article
11
On stochastic models of teletraffic with heavy-tailed distributions.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 103, doi. 10.1007/s10958-011-0403-x
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- Article
12
On the strong law of large numbers for a sequence of nonnegative random variables.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 207, doi. 10.1007/s10958-011-0411-x
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- Article
13
Probabilistic representation of solutions for a class of evolution equations.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 239, doi. 10.1007/s10958-011-0415-6
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- Article
14
Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 162, doi. 10.1007/s10958-011-0408-5
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- Article
15
On random surface area.
- Published in:
- Journal of Mathematical Sciences, 2011, v. 176, n. 2, p. 190, doi. 10.1007/s10958-011-0409-4
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- Publication type:
- Article