Proof(s) of the Lamperti representation of continuous-state branching processes.
Caballero, Ma.Emilia, Lambert, Amaury, Uribe Bravo, Gerónimo (2009)
Probability Surveys [electronic only]
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Caballero, Ma.Emilia, Lambert, Amaury, Uribe Bravo, Gerónimo (2009)
Probability Surveys [electronic only]
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de La Fortelle, Arnaud (2006)
Electronic Communications in Probability [electronic only]
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Wiesław Dziubdziela (1997)
Applicationes Mathematicae
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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al
Taylor, Jesse E. (2007)
Electronic Journal of Probability [electronic only]
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Cator, Eric, Dobrynin, Sergei (2006)
Electronic Journal of Probability [electronic only]
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González, Miguel, del Puerto, Inés Maria (2010)
Boletín de Estadística e Investigación Operativa
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Swift, Randall J. (2008)
APPS. Applied Sciences
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Miguel González, Manuel Molina (1992)
Extracta Mathematicae
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Mitov, Kosto (2011)
Union of Bulgarian Mathematicians
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Косто В. Митов - Разклоняващите се стохастични процеси са модели на популационната динамика на обекти, които имат случайно време на живот и произвеждат потомци в съответствие с дадени вероятностни закони. Типични примери са ядрените реакции, клетъчната пролиферация, биологичното размножаване, някои химични реакции, икономически и финансови явления. В този обзор сме се опитали да представим съвсем накратко някои от най-важните моменти и факти от историята, теорията и приложенията на...
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.
Dürre, Maximilian (2006)
Electronic Journal of Probability [electronic only]
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