Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue2.2000:
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Keywords: Insurance mathematics; Ruin problem; Level-crossing probability; Stochastic discounting; Large deviations theory.. We are interested in the ruin probabilities
Keywords: Lyapunov exponents; Stability; Stabilization by noise; Stochastic linear systems; Integrals of stationary processes.. Goal of
tion we study extremes of R n -valued Gaussian processes with strongly dependent component processes, and of totally skewed moving averages of -stable motions.. Further we prove
The paper is organized as follows. The main results are stated in Section 2. In Section 3, we construct martingales based on the Poisson equation, and provide Wald equations and
As a byproduct, we obtain the existence of a viscosity solution to a one-dimensional nonsmooth degenerate quasilinear parabolic partial dierential equation.. All
The theory of stochastic dierential equations (SDEs) has proven to be the proper approach for modeling and solving ordinary dierential equations (ODEs) disturbed by a white
The genetic transformation of non-drosophilid insects is now possible with several systems, with germ-line transformation reported in published and unpublished accounts for about
