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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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- 02 May 2024, pp. 1-3
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Original Article
Recurrence and transience of a Markov chain on $\mathbb Z$+ and evaluation of prior distributions for a Poisson mean
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- 25 April 2024, pp. 1-19
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The limiting spectral distribution of large random permutation matrices
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- 12 April 2024, pp. 1-18
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Buffon’s problem determines Gaussian curvature in three geometries
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- 08 April 2024, pp. 1-12
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Coherent distributions on the square–extreme points and asymptotics
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- 05 April 2024, pp. 1-23
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Super-replication of life-contingent options under the Black–Scholes framework
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- 05 April 2024, pp. 1-15
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Constrained optimal stopping under a regime-switching model
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- 27 March 2024, pp. 1-20
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Inequalities between time and customer averages for HNB(W)UE arrival processes
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- 21 March 2024, pp. 1-21
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Asymptotic results for sums and extremes
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- 13 March 2024, pp. 1-19
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Color-avoiding percolation and branching processes
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- 08 March 2024, pp. 1-25
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Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing
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- 06 March 2024, pp. 1-24
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Analysis of ${\textit{d}}$-ary tree algorithms with successive interference cancellation
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- 26 February 2024, pp. 1-31
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Average Jaccard index of random graphs
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- 26 February 2024, pp. 1-14
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Connectivity of random graphs after centrality-based vertex removal
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- 23 February 2024, pp. 1-32
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Continuous dependence of stationary distributions on parameters for stochastic predator–prey models
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- 22 February 2024, pp. 1-19
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An exponential nonuniform Berry–Esseen bound of the maximum likelihood estimator in a Jacobi process
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- 14 February 2024, pp. 1-18
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Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
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- 14 February 2024, pp. 1-28
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On some semi-parametric estimates for European option prices
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- 14 February 2024, pp. 1-11
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Scaling limit of the local time of random walks conditioned to stay positive
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- 13 February 2024, pp. 1-15
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De Finetti’s control problem with a concave bound on the control rate
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- 25 January 2024, pp. 1-17
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