Results 31 to 40 of about 53 (52)

The mean field market model revisited. [PDF]

open access: yesEur Actuar J
Hasenbichler M, Müller W, Thonhauser S.
europepmc   +1 more source
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One-dimensional bi-generalized diffusion processes

Journal of the Mathematical Society of Japan, 1989
Yukio Ogura
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Coalescence in a random background

Annals of Applied Probability, 2004
Nicholas Barton
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The dividend problem with a finite horizon

Annals of Applied Probability, 2017
Erik Ekström, Tiziano de Angelis
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Quasilimiting behavior for one-dimensional diffusions with killing

Annals of Probability, 2012
David Steinsaltz
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A certain class of infinite dimensional diffusion processes arising in population genetics

Journal of the Mathematical Society of Japan, 1987
Tokuzo Shiga
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A broader view of Brownian networks

Annals of Applied Probability, 2003
J Michael Harrison
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Stochastic heavy ball

Electronic Journal of Statistics, 2018
Sébastien Gadat
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On the dynamic control of matching queues

Stochastic Systems, 2014
Itai Gurvich, Amy Ward
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