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On exit times of Levy-driven Ornstein--Uhlenbeck processes

Mathematics – Probability
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On expected and von Neumann-Morgenstern utility functions

Mathematics – Probability
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On Explicit Probability Densities Associated with Fuss-Catalan Numbers

Mathematics – Probability
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On explosions in heavy-tailed branching random walks

Mathematics – Probability
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On Exponential Ergodicity of Multiclass Queueing Networks

Mathematics – Probability
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On Exponential Moments of Affine Processes

Mathematics – Probability
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On exponential stability of Wonham filter

Mathematics – Probability
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On extrema of stable processes

Mathematics – Probability
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On filtering of Markov chains in strong noise

Mathematics – Probability
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On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

Mathematics – Probability
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On finite range stable type concentration

Mathematics – Probability
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On Finite Rank Deformations of Wigner Matrices

Mathematics – Probability
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On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

Mathematics – Probability
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On Finite-dimensional Term Structure models

Mathematics – Probability
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On first exit times for homogeneous diffusion processes

Mathematics – Probability
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On First-Passage-Time Densities for Certain Symmetric Markov Chains

Mathematics – Probability
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On Fixation of Activated Random Walks

Mathematics – Probability
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On fixed points of a generalized multidimensional affine recursion

Mathematics – Probability
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On fixed points of Poisson shot noise transforms

Mathematics – Probability
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On fluctuations of eigenvalues of random permutation matrices

Mathematics – Probability
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