Period of time: 2004年1期
Publisher: Elsevier
Founded in: 1973
Total resources: 4
ISSN: 0304-4149
Subject: O1 Mathematics
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Stochastic Processes and their Applications,volume 109,issue 1
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Time to absorption in discounted reinforcement models
By Pemantle R., Skyrms B. in (2004)
Stochastic Processes and their Applications,volume 109,issue 1 , Vol. 109, Iss. 1, 2004-01 , pp.On small masses in self-similar fragmentations
Stochastic Processes and their Applications,volume 109,issue 1 , 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,volume 109,issue 1 , Vol. 109, Iss. 1, 2004-01 , pp.Gaussian moving averages, semimartingales and option pricing
Stochastic Processes and their Applications,volume 109,issue 1 , 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,volume 109,issue 1 , 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,volume 109,issue 1 , Vol. 109, Iss. 1, 2004-01 , pp.On weighted branching processes in random environment
Stochastic Processes and their Applications,volume 109,issue 1 , Vol. 109, Iss. 1, 2004-01 , pp.