Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English) Zbl 1425.91231 Mod. Stoch., Theory Appl. 6, No. 1, 133-144 (2019). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv OpenURL
Liaudanskaitė, Gabija; Čekanavičius, Vydas Asymptotics for the sum of three state Markov dependent random variables. (English) Zbl 1426.60098 Mod. Stoch., Theory Appl. 6, No. 1, 109-131 (2019). MSC: 60J10 PDF BibTeX XML Cite \textit{G. Liaudanskaitė} and \textit{V. Čekanavičius}, Mod. Stoch., Theory Appl. 6, No. 1, 109--131 (2018; Zbl 1426.60098) Full Text: DOI arXiv OpenURL
Ivanov, Roman V.; Ano, Katsunori Option pricing in time-changed Lévy models with compound Poisson jumps. (English) Zbl 1457.91380 Mod. Stoch., Theory Appl. 6, No. 1, 81-107 (2019). MSC: 91G20 60G51 60J74 PDF BibTeX XML Cite \textit{R. V. Ivanov} and \textit{K. Ano}, Mod. Stoch., Theory Appl. 6, No. 1, 81--107 (2018; Zbl 1457.91380) Full Text: DOI arXiv OpenURL
Ralchenko, Kostiantyn; Shevchenko, Georgiy Existence and uniqueness of mild solution to fractional stochastic heat equation. (English) Zbl 1442.60068 Mod. Stoch., Theory Appl. 6, No. 1, 57-79 (2019). MSC: 60H15 35R60 35K55 60G22 35R11 PDF BibTeX XML Cite \textit{K. Ralchenko} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 6, No. 1, 57--79 (2018; Zbl 1442.60068) Full Text: DOI arXiv OpenURL
Polito, Federico Studies on generalized Yule models. (English) Zbl 1426.60057 Mod. Stoch., Theory Appl. 6, No. 1, 41-55 (2019). MSC: 60G55 60J80 60G22 PDF BibTeX XML Cite \textit{F. Polito}, Mod. Stoch., Theory Appl. 6, No. 1, 41--55 (2018; Zbl 1426.60057) Full Text: DOI arXiv OpenURL
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with small Hurst indices. (English) Zbl 1454.60053 Mod. Stoch., Theory Appl. 6, No. 1, 13-39 (2019). Reviewer: David Nualart (Lawrence) MSC: 60G22 60H05 60H10 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 6, No. 1, 13--39 (2018; Zbl 1454.60053) Full Text: DOI arXiv OpenURL
Angelani, Luca; Garra, Roberto Probability distributions for the run-and-tumble models with variable speed and tumbling rate. (English) Zbl 1426.60116 Mod. Stoch., Theory Appl. 6, No. 1, 3-12 (2019). MSC: 60K35 60K37 PDF BibTeX XML Cite \textit{L. Angelani} and \textit{R. Garra}, Mod. Stoch., Theory Appl. 6, No. 1, 3--12 (2018; Zbl 1426.60116) Full Text: DOI arXiv OpenURL