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Found 885 Documents (Results 1–100)

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On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100

Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020).
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Invariant, super and quasi-martingale functions of a Markov process. (English) Zbl 1405.60118

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 407-420 (2018).
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Fluid and diffusion limits for bike sharing systems. (English) Zbl 1391.90192

Yue, Wuyi (ed.) et al., Queueing theory and network applications. 12th international conference, QTNA 2017, Qinhuangdao, China, August 21–23, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-68519-9/pbk; 978-3-319-68520-5/ebook). Lecture Notes in Computer Science 10591, 217-245 (2017).
MSC:  90B22 60K25
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Adapted statistical experiments with random change of time. (English) Zbl 1388.62005

Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 523-537 (2017).
MSC:  62B15 60G44 60K05
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