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Found 254 Documents (Results 1–100)

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Gaussian fluctuations for the directed polymer partition function in dimension \(d\ge 3\) and in the whole \(L^2\)-region. (English. French summary) Zbl 1484.60112

MSC:  60K37 60F05
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Stable convergence and stable limit theorems. (English) Zbl 1356.60004

Probability Theory and Stochastic Modelling 74. Cham: Springer (ISBN 978-3-319-18328-2/hbk; 978-3-319-18329-9/ebook). x, 228 p. (2015).
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The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. (English) Zbl 1338.60072

Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 151-165 (2015).
MSC:  60F05 60F17 60G42 91B24 91B25
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Non-exponential stability and decay rates in nonlinear stochastic homogeneous difference equations. (English) Zbl 1217.39027

Elaydi, Saber (ed.) et al., Discrete dynamics and difference equations. Proceedings of the twelfth international conference on difference equations and applications (ICDEA), Lisbon, Portugal, July 23–27, 2007. Hackensack, NJ: World Scientific (ISBN 978-981-4287-64-7/hbk). 155-162 (2010).
MSC:  39A50 39A30 37H10
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A note on the conditional expectation of IF-observables. (English) Zbl 1246.60008

Di Gesù, Vito (ed.) et al., Fuzzy logic and applications. 8th international workshop, WILF 2009, Palermo, Italy, June 9–12, 2009. Proceedings. Berlin: Springer (ISBN 978-3-642-02281-4/pbk). Lecture Notes in Computer Science 5571. Lecture Notes in Artificial Intelligence, 85-92 (2009).
MSC:  60A86 60G48
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The application of martingale in ruin probability of the compound negative binomial risk model. (English) Zbl 1145.91359

Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 209-213 (2007).
MSC:  91B30 60G40
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Indeterminacy of equilibrium in stochastic OLG models. (English) Zbl 1093.91048

Aliprantis, Charalambos D. (ed.) et al., Assets, beliefs, and equilibria in economic dynamics. Essays in honor of Mordecai Kurz. Collected papers of a conference, August 2–3, 2002. Berlin: Springer (ISBN 3-540-00911-6/hbk). Stud. Econ. Theory 18, 249-268 (2004).
MSC:  91B70
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