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Found 111 Documents (Results 1–100)

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Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 07537774

J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020).
MSC:  60G15 60F10 60J65
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Pricing with variance gamma information. (English) Zbl 07516352

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022).
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On one homogeneity test based on quadratic deviations between kernel estimators of a distribution density in \(p\geq 2\) independent samples. (English. Russian original) Zbl 1411.62113

Theory Probab. Appl. 63, No. 4, 532-544 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 654-668 (2018).
MSC:  62G10 60F17
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On two results of P. Deheuvels. (English) Zbl 1317.60108

Hallin, Marc (ed.) et al., Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20–21, 2013. Cham: Springer (ISBN 978-3-319-12441-4/hbk; 978-3-319-12442-1/ebook). 305-308 (2015).
MSC:  60J65 60J75
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Some remarkable properties of gamma processes. (English) Zbl 1156.60030

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, 37-47 (2007).
MSC:  60G51 60J65
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Gaussian bridges. (English) Zbl 1144.60028

Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 361-382 (2007).
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Approximation and entropy numbers of Volterra operators with application to Brownian motion. (English) Zbl 0999.47034

Mem. Am. Math. Soc. 745, 87 p. (2002).
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Critical exponents for Brownian motion and random walks. (Exposants critiques pour le mouvement brownien et les marches aléatoires.) (French) Zbl 1012.60072

Séminaire Bourbaki. Volume 1999/2000. Exposés 865-879. Paris: Société Mathématique de France, Astérisque. 276, 29-51, Exp. No. 866 (2002).
MSC:  60J65 60G50
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Tabulating weighted sup-norm functionals of Brownian bridges via Monte Carlo simulation. (English) Zbl 0927.60017

Szyszkowicz, Barbara (ed.), Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS ’97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 707-719 (1998).
MSC:  60E05 60E99 65C05
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Stochastic Moore loop space. (English) Zbl 0849.58073

Garbaczewski, Piotr (ed.) et al., Chaos: the interplay between stochastic and deterministic behaviour. Proceedings of the XXXIst winter school of theoretical physics held in Karpacz, Poland, 13-24 February 1995. Karpacz: Springer-Verlag. Lect. Notes Phys. 457, 479-501 (1995).
MSC:  58J65 58D15
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Random distributions on \(C([0,1],\mathbb{R}^ d)\) and fluctuation limits of some particle systems. (English) Zbl 0872.60082

Caballero, M. E. (ed.) et al., 3rd symposium on probability and stochastic processes. Proceedings, Hermosillo, Mexico, March 7–11, 1994. To the memory of Diego Bricio Hernández. Hermosillo: Sociedad Matemática Mexicana. Aportaciones Mat., Notas Invest. 11, 31-37 (1994).
MSC:  60K35 60H10 60J65
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