Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.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
Provided a weak uniform countable additivity condition is satised, we show that there are a nite number of orthogonal invariant measures under the usual drift criterion, and
In a previous paper (Hambly, 1997), a natural Brownian motion on a random recursive Sierpinski gasket was constructed and relatively crude estimates obtained on its transition
Keywords: Locally stationary processes; Nonlinear thresholding; Nonparametric curve estimation; Preperiodogram; Time series; Wavelet
This is seen most clearly in the following version of the V -Uniform Ergodic Theorem of Meyn and Tweedie (1993), which establishes an equivalence between a form of geometric
We use martingale methods to obtain an explicit formula for the expected wet period of the nite dam of capacity V , where the amounts of inputs are i.i.d exponential random
Keywords: Levy processes; Processes of Ornstein–Uhlenbeck type; Stationary solution; Stochastic delay dierential
Keywords: Super-Brownian motion; Super-sausage; Branching Brownian motion; Poissonian traps; Hard obstacles.. Introduction and
