| Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments |
9 |
| Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays |
7 |
| Levy noise perturbation for an epidemic model with impact of media coverage |
6 |
| Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion |
4 |
| Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims |
4 |
| Fractional stochastic evolution equations with nonlocal initial conditions and noncompact semigroups |
4 |
| Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps |
4 |
| Random fixed point theorems for Hardy-Rogers self-random operators with applications to random integral equations |
3 |
| Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations |
3 |
| Moments and ergodicity of the jump-diffusion CIR process |
3 |
| The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space |
2 |
| Stochastic recursive inclusions with non-additive iterate-dependent Markov noise |
2 |
| Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences |
2 |
| Probabilistic prediction of credit ratings: a filtering approach |
2 |
| On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes |
2 |
| Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates |
2 |
| Game options with gradual exercise and cancellation under proportional transaction costs |
2 |
| Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games |
2 |
| Complete q-th moment convergence and its application in the dependent bootstrap |
2 |
| Optimization of small deviation for mixed fractional Brownian motion with trend |
2 |
| Stochastic Burgers' equation on the real line: regularity and moment estimates |
2 |
| Reflected backward stochastic differential equations with jumps in time-dependent random convex domains |
2 |
| Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type |
1 |
| Statistical causality, martingale problems and local uniqueness |
1 |
| A few comments on a result of A. Novikov and Girsanov's theorem |
1 |
| Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Levy noise |
1 |
| Bayesian estimation of incompletely observed diffusions |
1 |
| On utility maximization without passing by the dual problem |
1 |
| On the Ogawa integrability of noncausal Wiener functionals |
1 |
| Limit theorems for the alloy-type random energy model |
1 |
| A general method for finding the optimal threshold in discrete time |
1 |
| Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Levy model |
1 |
| Irreducibility and strong Feller property for non-linear SPDEs |
1 |
| Model-adaptive optimal discretization of stochastic integrals* |
1 |
| Optimal control of a large dam with compound Poisson input and costs depending on water levels |
1 |
| The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients |
1 |
| Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay |
1 |
| General linear-fractional branching processes with discrete time |
1 |
| Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications |
1 |
| On large deviations for sums of discrete m-dependent random variables |
1 |
| First-exit times of an inverse Gaussian process |
1 |
| Hilbert-valued self-intersection local times for planar Brownian motion |
1 |
| BSDEs and SDEs with time-advanced and -delayed coefficients |
1 |
| New approach to optimal control of stochastic Volterra integral equations |
1 |
| Averaging principle for equation driven by a stochastic measure |
1 |
| Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R - h-integrability and its applications |
1 |
| Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients |
1 |
| Risk-sensitive stopping problems for continuous-time Markov chains |
0 |
| Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations |
0 |
| Quadratic variation of a cadlag semimartingale as a.s. limit of the normalized truncated variations |
0 |
