Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Monash University
Asymptotic analysis of ruin in CEV model
Cramer's theorem for nonnegative multivariate point processes with independent increments
Large Deviations for Past-Dependent Recursions
Likely path to extinction for simple branching model (Large Deviations approach)
The Euler-Maruyama approximations for the CEV model
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