Results 61 to 70 of about 1,784 (73)

Large deviations for conditional Volterra processes

Stochastic Analysis and Applications, 2017
Federico Giorgi
exaly  

Interim analysis of clinical trials based on urn models

Canadian Journal of Statistics, 2012
HONGJIAN ZHU, Feifang Hu
exaly  

Exact Asymptotics for a Multitimescale Model with Applications in Modeling Overdispersed Customer Streams

Stochastic Systems, 2019
Mariska Heemskerk, Michel Mandjes
exaly  

Precise large deviations of aggregate claim amount in a dependent renewal risk model

Communications in Statistics - Theory and Methods, 2017
Qingwu Gao
exaly  

Large Deviations of Poisson Cluster Processes

Stochastic Models, 2007
exaly  

Linear stochastic equations in the critical case

Journal of Difference Equations and Applications, 2014
Dariusz Buraczewski, Konrad Kolesko
exaly  

Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk

Mathematics of Operations Research
Chang-Han Rhee
exaly  

Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases

SIAM Journal on Applied Mathematics, 1988
exaly  

Short-time near-the-money skew in rough fractional volatility models

Quantitative Finance, 2019
exaly  

Bellman Equations of Risk-Sensitive Control

SIAM Journal on Control and Optimization, 1996
exaly