Publisher: Elsevier
Founded in: 1973
Total resources: 4
ISSN: 0304-4149
Subject: O13 Higher Mathematics
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Stochastic Processes and their Applications
Menu
Gaussian moving averages, semimartingales and option pricing
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.On weighted branching processes in random environment
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.Russian and American put options under exponential phase-type Levy models
By Asmussen S., Avram F., Pistorius M.R. in (2004)
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.On small masses in self-similar fragmentations
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.Approximation of quantiles of components of diffusion processes
By Talay D., Zheng Z. in (2004)
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.On the martingale framework for futures prices
By Pozdnyakov V., Steele J.M. in (2004)
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.Time to absorption in discounted reinforcement models
By Pemantle R., Skyrms B. in (2004)
Stochastic Processes and their Applications , Vol. 109, Iss. 1, 2004-01 , pp.A Gaussian correlation inequality and its applications to the existence of small ball constant
Stochastic Processes and their Applications , Vol. 107, Iss. 2, 2003-10 , pp.The great circle epidemic model
Stochastic Processes and their Applications , Vol. 107, Iss. 2, 2003-10 , pp.On the optimal stopping problem for one-dimensional diffusions
By Dayanik S., Karatzas I. in (2003)
Stochastic Processes and their Applications , Vol. 107, Iss. 2, 2003-10 , pp.