## Found 125 Documents (Results 1–100)

100
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### Survival probability for super-Brownian motion with absorption. (English)Zbl 1487.60151

MSC:  60J68 60J80 60J65
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MSC:  82-XX
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### Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. (English)Zbl 1480.60236

MSC:  60J60 60J70 60J65
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### Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift. (English)Zbl 1461.62173

MSC:  62N02 60F10 60G22
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### Cramér-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process. (English)Zbl 1490.62300

MSC:  62N02 60F10 60G22
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### Modeling stochastic mortality for joint lives through subordinators. (English)Zbl 1452.91285

MSC:  91G05 91D20 60J70
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### Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations. (English)Zbl 1451.62108

MSC:  62N02 60F10 60G22
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### Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems. (English. Russian original)Zbl 1443.91251

Comput. Math. Math. Phys. 59, No. 11, 1904-1927 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 11, 1973-1997 (2019).
MSC:  91G05 91G60 65N99
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### Optimal survival strategy for branching Brownian motion in a Poissonian trap field. (English. French summary)Zbl 1435.60056

MSC:  60J80 60K37 60F10
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### Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (English)Zbl 1411.91593

MSC:  91G40 62P05
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### Do cells sense time by number of divisions? (English)Zbl 1397.92174

MSC:  92C37 92C40 60J70
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MSC:  60G22
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### Fine asymptotics for the consistent maximal displacement of branching Brownian motion. (English)Zbl 1320.60145

MSC:  60J80 60J65
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### Conditional default probability and density. (English)Zbl 1418.91570

Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 201-219 (2014).
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### Critical branching Brownian motion with absorption: survival probability. (English)Zbl 1312.60098

MSC:  60J80 60J65 60J25
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### Semiparametric models and two-phase samples: applications to Cox regression. (English)Zbl 1347.60008

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 65-77 (2013).
MSC:  60F05 60F17 62F12 60J65 60J70 65C60
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### A risk model with a perturbed double arrival process. (Chinese. English summary)Zbl 1299.91074

MSC:  91B30 60K30

### Sequential analysis of the Cox model under response dependent allocation. (English)Zbl 1417.62231

MSC:  62L10 62G20
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### The survival probability for the perturbed double compound Poisson risk process under constant interest force. (Chinese. English summary)Zbl 1265.91101

MSC:  91B30 62P05

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### Survival probabilities of weighted random walks. (English)Zbl 1276.60057

MSC:  60G51 60J65
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### On the one-sided exit problem for fractional Brownian motion. (English)Zbl 1244.60042

MSC:  60G22 60G15 60G18
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### Survival of near-critical branching Brownian motion. (English)Zbl 1244.60086

MSC:  60J80 60K35
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### A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study. (English)Zbl 1218.62118

MSC:  62P10 62F15 60J70 62N02 65C60 92C60
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### Bivariate constant-stress accelerated degradation model and inference. (English)Zbl 1209.62240

MSC:  62N05 60J70 62F15 62N02 65C40 65C60
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### Coexistence in a two-dimensional Lotka-Volterra model. (English)Zbl 1226.60131

MSC:  60K35 60J68
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### Constructing random times with given survival processes and applications to valuation of credit derivatives. (English)Zbl 1228.91070

Chiarella, Carl (ed.) et al., Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. Berlin: Springer (ISBN 978-3-642-03478-7/hbk). 255-280 (2010).
MSC:  91G20 60G35 60G48
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### A spectral approach to survival probabilities in porous media. (English)Zbl 1203.82076

MSC:  82C70 60J65
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### Review and implementation of cure models based on first hitting times for Wiener processes. (English)Zbl 1282.62228

MSC:  62P10 60J65
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### Regions of alternatives with high and low power for goodness-of-fit tests. (English)Zbl 1173.62037

MSC:  62G10 62G20 94A12
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MSC:  62P10
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### A latent process model for dementia and psychometric tests. (English)Zbl 1147.62097

MSC:  62P15 92C50 62N02 62N03 65C60 91E45
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### Finite-time dividend-ruin models. (English)Zbl 1141.91525

MSC:  91B30 49K05 60J70 60G40
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### Renormalization of the two-dimensional Lotka-Volterra model. (English)Zbl 1141.60060

MSC:  60K35 60G57
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### Reliability inference for field conditions from accelerated degradation testing. (English)Zbl 1104.62110

MSC:  62N05 62N03 62M99
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### Statistical monitoring of clinical trials. A unified approach. (English)Zbl 1121.62098

Statistics for Biology and Health. New York, NY: Springer (ISBN 0-387-30059-7/hbk). xiii, 258 p. (2006).
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### The weak/strong survival transition on trees and nonamenable graphs. (English)Zbl 1130.60080

Sanz-Solé, Marta (ed.) et al., Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume III: Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-022-7/hbk). 637-647 (2006).

### A general class of cumulative damage models for materials failure. (English)Zbl 1103.62100

MSC:  62N05 62N02 62M05
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### Law of large numbers for a class of superdiffusions. (English)Zbl 1093.60058

MSC:  60J80 60J60
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### System reliability based on diffusion models for fatigue crack growth. (English)Zbl 1090.90047

MSC:  90B25 60J60 60J70
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### Survival models based on the Ornstein-Uhlenbeck process. (English)Zbl 1058.62092

MSC:  62N99 60J70 62P05
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### A statistical method for testing compliance: unequally spaced longitudinal study. (English)Zbl 1068.62114

MSC:  62P10 62N03 60J70

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### Testing secondary hypotheses following sequential clinical trials. (English)Zbl 1060.62638

MSC:  62P10 62L05 62N03
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### Estimating the limiting excess life distribution. (English)Zbl 1009.62038

MSC:  62G15 62N02 62N01

### Correlation effects in the trapping problem: General approach and rigorous results. (English)Zbl 0977.60076

Gesztesy, Fritz (ed.) et al., Stochastic processes, physics and geometry: New interplays. II. A volume in honor of Sergio Albeverio. Proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics, Leipzig, Germany, January 18-22, 1999. Providence, RI: American Mathematical Society (AMS). CMS Conf. Proc. 29, 29-42 (2000).
Reviewer: V.Schmidt (Ulm)
MSC:  60J70

### Quenched asymptotics for survival probabilities in the random saturation process. (English. Abridged French version)Zbl 0953.60068

Reviewer: N.Curteanu (Iaşi)
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MSC:  62P10
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### The inverse Gaussian distribution. Statistical theory and applications. (English)Zbl 0942.62011

Lecture Notes in Statistics. 137. New York, NY: Springer. xii, 347 p. (1999).

### Brownian survival in a clusterized trapping medium. (English)Zbl 1008.60509

MSC:  60J65 60F05 60K35
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### A supremum version of logrank test for detecting late occurring survival differences. (English)Zbl 1042.62619

MSC:  62P10 62N03
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### Evaluating partially observed survival histories: retrospective projection of covariate trajectories. (English)Zbl 0929.60040

MSC:  60H10 60J70
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### Models for residual time to AIDS. (English)Zbl 0866.62075

MSC:  62P10 62M99
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### A counterexample to a conjecture concerning the Hall-Wellner band. (English)Zbl 0859.62046

MSC:  62G15 62G20
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### Testing whether one risk progresses faster than the other in a competing risks problem. (English)Zbl 0854.62048

MSC:  62G10 62P10 62G20

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### An omnibus test for independence of a survival time from a covariate. (English)Zbl 0829.62054

MSC:  62G10 62G20
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### On weak convergence of conditional survival measure of one-dimensional Brownian motion with a drift. (English)Zbl 0822.60094

MSC:  60K40 82D30 60J65
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### Aspects of trapping in transport processes. (English)Zbl 0829.60066

Weiss, George H. (ed.), Contemporary problems in statistical physics. Philadelphia, PA: SIAM. 147-203 (1994).
MSC:  60J70 60G50 60J65

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### Brownian motion and obstacles. (English)Zbl 0815.60077

Joseph, A. (ed.) et al., First European congress of mathematics (ECM), Paris, France, July 6-10, 1992. Volume I: Invited lectures (Part 1). Basel: Birkhäuser. Prog. Math. 119, 225-248 (1994).
MSC:  60J65 35P15

### Survival asymptotics for Brownian motion in a Poisson field of decaying traps. (English)Zbl 0793.60086

MSC:  60J55 60G17 60G57
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