- 11B73 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
- 28A35 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
- 33C05 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
- 35G10 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
- 35K10 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
- 35R60 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
- 60A10 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
- 60E07 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
- 60F10 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
- 60F15 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
- 60G07 A. De Gregorio, R. Garra, Alternative probabilistic representations of Barenblatt-type solutions, 97A.A. Gushchin, Single jump filtrations and local martingales, 135
- 60G15 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
- 60G20 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
- 60G22 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17O. Banna, F. Buryak, Yu. Mishura, Distance from fractional Brownian motion with associated Hurst index 0 < H < 1/2 to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent, 191D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
- 60G44 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43A.A. Gushchin, Single jump filtrations and local martingales, 135
- 60G48 A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
- 60G51 M. Hess, A pure-jump mean-reverting short rate model, 113O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
- 60G55 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
- 60G57 I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
- 60G60 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
- 60G70 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
- 60H05 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
- 60H07 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
- 60H10 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1M. Hess, A pure-jump mean-reverting short rate model, 113H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
- 60H15 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
- 60H20 M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
- 60H30 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1M. Hess, A pure-jump mean-reverting short rate model, 113M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
- 60J80 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
- 60K05 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
- 60K25 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
- 62F10 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
- 62G20 V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
- 62H05 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
- 62H10 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
- 62H12 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
- 62J02 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
- 62J05 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
- 91B30 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43M. Hess, A pure-jump mean-reverting short rate model, 113D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
- 91B70 M. Hess, A pure-jump mean-reverting short rate model, 113
- 91E20 Y. Dolinsky, On shortfall risk minimization for game options, 379
- 91G10 Y. Dolinsky, On shortfall risk minimization for game options, 379
- 91G30 M. Hess, A pure-jump mean-reverting short rate model, 113
- 91G80 L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291
- 91G99 D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
- 92D25 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1
2010 Mathematics Subject Classification index
Volume 7, 2020
Volume 7, Issue 4 (2020), pp. 473–476
Pub. online: 23 December 2020
Type: 2010 Mathematics Subject Classification Index
Open Access
Open Access
Published
23 December 2020
23 December 2020
