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Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
Published 2024-12-01“…VTeX…”
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2
Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions
Published 2025-02-01“…VTeX…”
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3
Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift
Published 2024-11-01“…VTeX…”
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4
A note on optimal liquidation with linear price impact
Published 2024-08-01“…VTeX…”
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5
Approximations related to tempered stable distributions
Published 2025-02-01“…VTeX…”
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Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process
Published 2024-11-01“…VTeX…”
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9
Limit theorems for random Dirichlet series: boundary case
Published 2025-03-01“…VTeX…”
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10
About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity
Published 2025-02-01“…VTeX…”
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11
Heat equation with a general stochastic measure in a bounded domain
Published 2024-07-01“…VTeX…”
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12
A test on the location of tangency portfolio for small sample size and singular covariance matrix
Published 2024-07-01“…VTeX…”
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13
Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations
Published 2025-02-01“…VTeX…”
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14
Skorokhod M1 convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
Published 2025-01-01“…VTeX…”
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15
Exponential utility maximization in small/large financial markets
Published 2025-01-01“…VTeX…”
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