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- Goldie, C. M. [remove] 18
- 519.2 18
- Electronic journals 18
- Periodicals 18
- Probabilities -- Periodicals 18
- Stochastic models -- Periodicals 18
- Arc-sine law, -- arithmetic model, -- arithmetic process, -- Dirichlet laws, -- divisors 1
- Baum‒Katz theorem, -- counting variables; moments, -- Fuk‒Nagaev inequality, -- complete convergence, -- large deviations 1
- Brownian motion, -- Brownian time integral, -- co-adapted coupling, -- coupling, -- efficient coupling, -- filtration, -- finite-look-ahead coupling, -- hypoelliptic diffusion, -- immersed coupling; Karhunen‒Loève expansion, -- Kolmogorov diffusion, -- Markovian coupling, -- maximal coupling, -- nilpotent diffusion, -- optimal Markovian coupling, -- reflection coupling, -- synchronous coupling 1
- Disclosure; filtering, -- public filtration, -- predictable valuation, -- optimal censor, -- asset price dynamics 1
- Exact algorithm, -- sampling of diffusions, -- diffusion with discontinuous drift, -- retrospective rejection sampling 1