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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David M. Hull (2003)
Extracta Mathematicae
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Önalan, Ömer (2008)
Acta Universitatis Apulensis. Mathematics - Informatics
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Limic, Vlada (2010)
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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Caballero, Ma.Emilia, Lambert, Amaury, Uribe Bravo, Gerónimo (2009)
Probability Surveys [electronic only]
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Stoynov, Pavel (2003)
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)
Séminaire Lotharingien de Combinatoire [electronic only]
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Kesten, Harry, Sidoravicius, Vladas (2003)
Electronic Journal of Probability [electronic only]
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Hermisson, Joachim, Pfaffelhuber, Peter (2008)
Electronic Journal of Probability [electronic only]
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Faggionato, Alessandra (2010)
Electronic Journal of Probability [electronic only]
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Fitzsimmons, Patrick J. (2006)
Electronic Communications in Probability [electronic only]
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