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N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
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A.A. Gushchin, Single jump filtrations and local martingales, 135
B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
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D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
A.A. Gushchin, Single jump filtrations and local martingales, 135
O. Banna, F. Buryak, Yu. Mishura, Distance from fractional Brownian motion with associated Hurst index 0 < H < 1/2 to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent, 191
A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
M. Hess, A pure-jump mean-reverting short rate model, 113
O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245
L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291
A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1
M. Hess, A pure-jump mean-reverting short rate model, 113
H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1
M. Hess, A pure-jump mean-reverting short rate model, 113
M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
M. Hess, A pure-jump mean-reverting short rate model, 113
D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245
M. Hess, A pure-jump mean-reverting short rate model, 113
Y. Dolinsky, On shortfall risk minimization for game options, 379
Y. Dolinsky, On shortfall risk minimization for game options, 379
M. Hess, A pure-jump mean-reverting short rate model, 113
L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291
D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1