21.
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On Variance Conditions for Markov Chain CLTs Haggstrom, Olle; Chalmers University of Technology - Rosenthal, Jeffrey S.; University of Toronto
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22.
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Martingale selection problem and asset pricing in finite discrete time Rokhlin, Dmitry B.; Rostov State University
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23.
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Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices Bose, Arup; Indian Statistical Institute - Sen, Arnab; University of California, Berkeley
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24.
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Euler's formulae for $\zeta(2n)$ and products of Cauchy variables Bourgade, Paul; Laboratoire de probabilités et modèles aléatoires, université Paris 6 - Fujita, Takahiko; Graduate School of Commerce and management, Hitotsubashi University - Yor, Marc; Laboratoire de probabilités et modèles aléatoires, université Paris 6
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25.
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A population model for $\Lambda$-coalescents with neutral mutations Lagerås, Andreas Nordvall; Department of Mathematics, Stockholm University
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26.
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Survival probabilities for branching Brownian motion with absorption Harris, John William; University of Bristol - Harris, Simon C; University of Bath
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27.
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Maxima of the cells of an equiprobable multinomial Bose, Arup; Indian Statistical Institute - Dasgupta, Amites; Indian Statistical Institute - Maulik, Krishanu; Indian Statistical Institute
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28.
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A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors Saintier, Nicolas; University of Buenos Aires
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29.
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Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse. Spitzner, Dan J.; Department of Statistics (0439), Virginia Tech, Blacksburg, VA - Boucher, Thomas R; Department of Mathematics, Plymouth State
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30.
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Two-sided exit problem for a Spectrally Negative $\alpha$-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions Patie, Pierre; IMSV - University of Bern
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