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Results: 1 to 6 of 6 found      Go to page: 1

[1] S. V. Bodnarchuk and O. M. Kulyk. Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Theor. Probability and Math. Statist. 79 (2009) 23-38.
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[2] D. O. Ivanenko. Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation. Theor. Probability and Math. Statist. 78 (2009) 49-60. MR 2446848.
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[3] Selly Kane and Alexander Melnikov. On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion. Theor. Probability and Math. Statist. 78 (2009) 75-82. MR 2446850.
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[4] S. Kane and A. Melnikov. On pricing contingent claims in a two interest rates jump-diffusion model via market completions. Theor. Probability and Math. Statist. 77 (2008) 57-69. MR 2432772.
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[5] Vladimir S. Korolyuk and Nikolaos Limnios. Diffusion approximation of evolutionary systems with equilibrium in asymptotic split phase space. Theor. Probability and Math. Statist. 70 (2005) 71-82. MR 2109825.
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[6] T. V. Kadankova. On the joint distribution of the supremum, infimum, and the value of a semicontinuous process with independent increments. Theor. Probability and Math. Statist. 70 (2005) 61-70. MR 2109824.
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Results: 1 to 6 of 6 found      Go to page: 1