Volume 99; Issue 1

Stochastic Processes and their Applications

Volume 99; Issue 1
1

Regular variation of GARCH processes

Bojan Basrak, Richard A. Davis, Thomas Mikosch
Journal:
Stochastic Processes and their Applications
Year:
2002
Language:
english
File:
PDF, 189 KB
english, 2002
4

Truncation and augmentation of level-independent QBD processes

Guy Latouche, Peter Taylor
Journal:
Stochastic Processes and their Applications
Year:
2002
Language:
english
File:
PDF, 240 KB
english, 2002
5

A leavable bounded-velocity stochastic control problem

Ioannis Karatzas, Daniel Ocone
Journal:
Stochastic Processes and their Applications
Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
7

Weak convergence for the covariance operators of a Hilbertian linear process

André Mas
Journal:
Stochastic Processes and their Applications
Year:
2002
Language:
english
File:
PDF, 159 KB
english, 2002