A new model for evolution in a spatial continuum.
Barton, Nick H., Etheridge, Alison M., Véber, Amandine (2010)
Electronic Journal of Probability [electronic only]
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Barton, Nick H., Etheridge, Alison M., Véber, Amandine (2010)
Electronic Journal of Probability [electronic only]
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Extracta Mathematicae
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Electronic Journal of Probability [electronic only]
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Grigorescu, Ilie, Kang, Min (2006)
Electronic Journal of Probability [electronic only]
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Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10 The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.
Gutjahr, W.J., Pflug, G.Ch. (1992)
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Electronic Journal of Probability [electronic only]
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Electronic Journal of Probability [electronic only]
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Electronic Journal of Probability [electronic only]
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Electronic Communications in Probability [electronic only]
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