Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Kolkovska, Ekaterina T."'
We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear operator is
Externí odkaz:
http://arxiv.org/abs/2301.02174
We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps L\'evy processes whose positive jumps have a rational Laplace transform. The positive Wiener-Hopf factor for this class of processes was studied by Lewis and
Externí odkaz:
http://arxiv.org/abs/1907.02991
Autor:
Martín-González, Ehyter M.1 (AUTHOR), Kolkovska, Ekaterina T.2 (AUTHOR)
Publikováno v:
Communications in Statistics: Theory & Methods. 2023, Vol. 52 Issue 23, p8566-8583. 18p.
Gerber–Shiu functionals for classical risk processes perturbed by an [formula omitted]-stable motion
Publikováno v:
In Insurance Mathematics and Economics January 2016 66:22-28
Akademický článek
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Autor:
Kolkovska, Ekaterina T.1 (AUTHOR), López-Mimbela, José Alfredo1 (AUTHOR) jalfredo@cimat.mx
Publikováno v:
Stochastic Models. 2019, Vol. 35 Issue 2, p221-233. 13p.
Autor:
Kolkovska, Ekaterina. T.
Publikováno v:
Brazilian Journal of Probability and Statistics, 2005 Dec 01. 19(2), 139-154.
Externí odkaz:
https://www.jstor.org/stable/43601064
Publikováno v:
In Journal of Computational and Applied Mathematics 2006 186(1):89-98
Publikováno v:
In Insurance Mathematics and Economics 2005 37(3):573-584
Autor:
KOLKOVSKA, EKATERINA T.1 todorova@cimat.mx, ALFREDO LÓPEZ-MIMBELA, JOSÉ1 jalfredo@cimat.mx, PÉREZ, AROLDO2 aroldo.perez@dacb.ujat.mx
Publikováno v:
Electronic Journal of Differential Equations. 2008, Vol. 2008, Special section p1-18. 18p.