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Found 223 Documents (Results 1–100)

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Continuous-state branching processes with immigration. (English) Zbl 1453.60145

Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 1-69 (2020).
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Mixing properties of some maps with countable Markov partitions. (English) Zbl 1398.37008

Blokh, Alexander M. (ed.) et al., Dynamical systems, ergodic theory, and probability. In memory of Kolya Chernov. Conference dedicated to the memory of Nikolai Chernov, University of Alabama at Birmingham, Birmingham, AL, USA, May 18–20, 2015. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-2773-3/pbk; 978-1-4704-4224-8/ebook). Contemporary Mathematics 698, 181-194 (2017).
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Exponential ergodicity of the jump-diffusion CIR process. (English) Zbl 1336.60157

Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 285-300 (2016).
MSC:  60J60 60J75 60H10 60G51 91G30
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