Modern Stochastics: Theory and Applications

2024-5-10

Properties of the entropic risk measure EVaR in relation to selected distributions

2024-1-1

Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay

2024-1-1

Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

2024-1-1

2020 Mathematics Subject Classification index

2024-1-1

Arithmetic properties of multiplicative integer-valued perturbed random walks

2024-1-1

Power law in Sandwiched Volterra Volatility model

2024-1-1

First-order planar autoregressive model

2024-1-1

On min- and max-Kies families: distributional properties and saturation in Hausdorff sense

2024-1-1

Stochastic Lotka–Volterra mutualism model with jumps

2024-1-1

Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process

2024-1-1

Fluctuations of an omega-type killed process in discrete time

2024-1-1

Consistency of local linear regression estimator for mixtures with varying concentrations

2024-1-1

Handy formulas for binomial moments

2024-1-1

Asymptotic normality of the LSE for chirp signal parameters

2024-1-1

Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes

2024-1-1

A note on optimal liquidation with linear price impact

2024-1-1

A law of the iterated logarithm for small counts in Karlin’s occupancy scheme

2024-1-1

Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process

2024-1-1

Estimation in Cox proportional hazards model with heteroscedastic errors in covariates

2024-1-1

Sample path properties of multidimensional integral with respect to stochastic measure

2024-1-1

Generalized fractional calculus and some models of generalized counting processes

2024-1-1

Editorial

2024-1-1

Keywords index

2024-1-1

Author index

2024-1-1

Almost everywhere continuity of conditional expectations

2024-1-1

Perturbation of an α-stable type stochastic process by a pseudo-gradient

2024-1-1

A test on the location of tangency portfolio for small sample size and singular covariance matrix

2024-1-1

Heat equation with a general stochastic measure in a bounded domain

2024-1-1

Noncentral moderate deviations for fractional Skellam processes

2023-12-5

Gamma mixed fractional Lévy Ornstein–Uhlenbeck process

2023-12-5

On some composite Kies families: distributional properties and saturation in Hausdorff sense

2023-1-1

Ruin probabilities as functions of the roots of a polynomial

2023-1-1

Transport equation driven by a stochastic measure

2023-1-1

The Burgers equation driven by a stochastic measure

2023-1-1

Consistency of LSE for the many-dimensional symmetric textured surface parameters

2023-1-1

Some examples of noncentral moderate deviations for sequences of real random variables

2023-1-1

Keywords index

2023-1-1

Author index

2023-1-1

On geometric recurrence for time-inhomogeneous autoregression

2023-1-1

BDG inequalities and their applications for model-free continuous price paths with instant enforcement

2023-1-1

Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

2023-1-1

Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations

2023-1-1

Bernstein-type bounds for beta distribution

2023-1-1

Parameter estimation in mixed fractional stochastic heat equation

2023-1-1

2010 Mathematics Subject Classification index

2023-1-1

A quantitative functional central limit theorem for shallow neural networks

2023-1-1

A note on randomly stopped sums with zero mean increments

2023-1-1

Variance Gamma (nonlocal) equations

2023-1-1

Critical branching processes in a sparse random environment

2023-1-1