Result 1 to 20 of 37 total
Random attractors of stochastic reaction-diffusion equations on variable domains. (English)
Stoch. Dyn. 11, No. 2-3, 301-314 (2011).
1
Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE’s. (English)
Anal. Appl., Singap. 9, No. 1, 11-47 (2011).
2
On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance. (English)
Zh. Obchysl. Prykl. Mat. 96, No. 1, 198-205 (2008).
3
Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. II. (English)
Zh. Obchysl. Prykl. Mat. 96, No. 1, 59-86 (2008).
4
Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I. (English)
Zh. Obchysl. Prykl. Mat. 96, No. 1, 28-58 (2008).
5
On the error of the Monte Carlo pricing method. (English)
Zh. Obchysl. Prykl. Mat. 96, No. 1, 1-10 (2008).
6
Testing for the cointegrating rank of a VAR process with level shift and trend break. (English)
J. Time Ser. Anal. 29, No. 2, 331-358 (2008).
7
Automatic identification of seasonal transfer function models by means of iterative stepwise and genetic algorithms. (English)
J. Time Ser. Anal. 29, No. 1, 37-50 (2008).
8
Reduction in mean residual life in the presence of a constant competing risk. (English)
Appl. Stoch. Models Bus. Ind. 24, No. 1, 51-63 (2008).
9
On optimal operating conditions for a data processing system: A stochastic approach. (English)
Appl. Stoch. Models Bus. Ind. 24, No. 1, 31-49 (2008).
10
Random process from the class $V(φ,ψ)$: exceeding a curve. (English)
Theory Stoch. Process. 13, No. 29, Part 4, 219-232 (2007).
11
The analytical finance package. (English)
Theory Stoch. Process. 13, No. 29, Part 4, 201-209 (2007).
12
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition. (English)
Theory Stoch. Process. 13, No. 29, Part 4, 163-169 (2007).
13
Prediction problem for random fields on groups. (English)
Theory Stoch. Process. 13, No. 29, Part 4, 148-162 (2007).
14
Adapted downhill simplex method for pricing convertible bonds. (English)
Theory Stoch. Process. 13, No. 29, Part 4, 130-147 (2007).
15
One-way analysis of variance with long memory errors and its application to stock return data. (English)
Appl. Stoch. Models Bus. Ind. 23, No. 6, 493-502 (2007).
16
A periodical replacement model based on cumulative repair-cost limit. (English)
Appl. Stoch. Models Bus. Ind. 23, No. 6, 455-464 (2007).
17
Measuring the advantages of multivariate vs univariate forecasts. (English)
J. Time Ser. Anal. 28, No. 6, 886-909 (2007).
18
Relative entropy and spectral constraints: some invariance properties of the ARMA class. (English)
J. Time Ser. Anal. 28, No. 6, 844-866 (2007).
19
Temporal aggregation and bandwidth selection in estimating long memory. (English)
J. Time Ser. Anal. 28, No. 5, 701-722 (2007).
20
Result 1 to 20 of 37 total
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