ISSN: 1744-2508 - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

ISSN 1744-2508

1. A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling. Issue 4 (19th May 2021)

Authors:: Goel, Anubha; Mehra, Aparna
Journal:: Stochastics
Issue:: Volume 93:Issue 4(2021)
Page Start:: 555
Record Type:: Journal Article
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2. A BSDE arising in an exponential utility maximization problem in a pure jump market model. Issue 1 (2nd January 2017)

Authors:: Mereu, Carla; Stelzer, Robert
Journal:: Stochastics
Issue:: Volume 89:Issue 1(2017)
Page Start:: 240
Record Type:: Journal Article
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3. A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment. Issue 8 (16th November 2020)

Authors:: Shi, Zhiyan; Zhou, Hong; Fan, Yan
Journal:: Stochastics
Issue:: Volume 92:Issue 8(2020)
Page Start:: 1139
Record Type:: Journal Article
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4. A class of two-sex branching processes with reproduction phase in a random environment. Issue 1 (2nd January 2016)

Authors:: Ma, S.; Molina, M.; Xing, Y.
Journal:: Stochastics
Issue:: Volume 88:Issue 1(2016)
Page Start:: 147
Record Type:: Journal Article
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5. A contagion process with self-exciting jumps in credit risk applications. Issue 1 (2nd January 2023)

Authors:: Pasricha, Puneet; Selvamuthu, Dharmaraja; Natarajan, Selvaraju
Journal:: Stochastics
Issue:: Volume 95:Issue 1(2023)
Page Start:: 79
Record Type:: Journal Article
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6. A few comments on a result of A. Novikov and Girsanov's theorem. Issue 8 (17th November 2019)

Authors:: Krylov, N. V.
Journal:: Stochastics
Issue:: Volume 91:Issue 8(2019)
Page Start:: 1186
Record Type:: Journal Article
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7. A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps. Issue 4 (19th May 2021)

Authors:: Agarwal, Ankush; Pagliarani, Stefano
Journal:: Stochastics
Issue:: Volume 93:Issue 4(2021)
Page Start:: 592
Record Type:: Journal Article
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8. A fractional Heston model with. Issue 1 (2nd January 2017)

Authors:: Alòs, Elisa; Yang, Yan
Journal:: Stochastics
Issue:: Volume 89:Issue 1(2017)
Page Start:: 384
Record Type:: Journal Article
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9. A general method for finding the optimal threshold in discrete time. Issue 5 (4th July 2019)

Authors:: Christensen, Sören; Irle, Albrecht
Journal:: Stochastics
Issue:: Volume 91:Issue 5(2019)
Page Start:: 728
Record Type:: Journal Article
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10. A Malliavin–Skorohod calculus in L0 and L1 for additive and Volterra-type processes. Issue 1 (2nd January 2017)

Authors:: Nunno, Giulia Di; Vives, Josep
Journal:: Stochastics
Issue:: Volume 89:Issue 1(2017)
Page Start:: 142
Record Type:: Journal Article
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