×

Found 128 Documents (Results 1–100)

Stereological estimation of mean particle volume tensors in \(\mathbb R^3\) from vertical sections. (English) Zbl 1373.60024

Vedel Jensen, Eva B. (ed.) et al., Tensor valuations and their applications in stochastic geometry and imaging. Based on the presentations at the workshop, Sandbjerg Manor, Denmark, September 21–26, 2014. Cham: Springer (ISBN 978-3-319-51950-0/pbk; 978-3-319-51951-7/ebook). Lecture Notes in Mathematics 2177, 423-434 (2017).
MSC:  60D05 60G55 60G51
PDFBibTeX XMLCite
Full Text: DOI

Persistence probabilities and exponents. (English) Zbl 1338.60077

Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 183-224 (2015).
PDFBibTeX XMLCite
Full Text: DOI arXiv

Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. (English) Zbl 1255.60083

Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIV. Papers based on the presentations at the 44th séminaire de probabilités, Dijon, France, June 2010. Berlin: Springer (ISBN 978-3-642-27460-2/pbk; 978-3-642-27461-9/ebook). Lecture Notes in Mathematics 2046, 61-74 (2012).
PDFBibTeX XMLCite
Full Text: DOI

Change of time and change of measure. (English) Zbl 1234.60003

Advanced Series on Statistical Science & Applied Probability 13. Hackensack, NJ: World Scientific (ISBN 978-981-4324-47-2/hbk; 978-981-4343-54-1/ebook). xvi, 305 p. (2010).
PDFBibTeX XMLCite
Full Text: DOI Link

The early years of the variance-gamma process. (English) Zbl 1161.60300

Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007).
MSC:  60-03 01A60 62F10 60G51 91B28
PDFBibTeX XMLCite

On Markovian perturbations of the group of unitary operators associated with a stochastic process with stationary increments. (English. Russian original) Zbl 1096.47065

Theory Probab. Appl. 49, No. 1, 123-132 (2005); translation from Teor. Veroyatn. Primen. 49, No. 1, 145-155 (2004).
MSC:  47N30 47D07 60G51
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

Software