-
11B73 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
-
28A35 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
-
33C05 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
-
35G10 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
-
35K10 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
-
35R60 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
-
60A10 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
-
60E07 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
-
60F10 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
-
60F15 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
-
60G07 A. De Gregorio, R. Garra, Alternative probabilistic representations of Barenblatt-type solutions, 97A.A. Gushchin, Single jump filtrations and local martingales, 135
-
60G15 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
-
60G20 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
-
60G22 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17O. 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, 191D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
-
60G44 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43A.A. Gushchin, Single jump filtrations and local martingales, 135
-
60G48 A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
-
60G51 M. Hess, A pure-jump mean-reverting short rate model, 113O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
-
60G55 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
-
60G57 I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
-
60G60 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
-
60G70 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
-
60H05 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
-
60H07 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
-
60H10 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1M. Hess, A pure-jump mean-reverting short rate model, 113H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
-
60H15 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
-
60H20 M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
-
60H30 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1M. Hess, A pure-jump mean-reverting short rate model, 113M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
-
60J80 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
-
60K05 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
-
60K25 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
-
62F10 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
-
62G20 V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
-
62H05 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
-
62H10 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
-
62H12 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
-
62J02 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
-
62J05 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
-
91B30 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43M. Hess, A pure-jump mean-reverting short rate model, 113D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
-
91B70 M. Hess, A pure-jump mean-reverting short rate model, 113
-
91E20 Y. Dolinsky, On shortfall risk minimization for game options, 379
-
91G10 Y. Dolinsky, On shortfall risk minimization for game options, 379
-
91G30 M. Hess, A pure-jump mean-reverting short rate model, 113
-
91G80 L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291
-
91G99 D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
-
92D25 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1
2010 Mathematics Subject Classification index
Volume 7, 2020
Volume 7, Issue 4 (2020), pp. 473–476
Pub. online: 23 December 2020
Type: 2010 Mathematics Subject Classification Index
Open Access
Open Access
Published
23 December 2020
23 December 2020
