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20032026
most citedOn the optimal dividend problem for a spectrally negative Lévy process

319 citations

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Showing 2011Show all

3 papers · 1 filter

cond-mat.mtrl-sci2011★ 2 cited

Molecular Simulations of Shock to Detonation Transition in Nitromethane

J. -B. Maillet, G. Vallverdu, N. Desbiens +1

An extension of the model described in a previous work of Maillet, Soulard and Stoltz based on a Dissipative Particule Dynamics is presented and applied to liquid nitromethane. Lar…

math.ST2011★ 95 cited

A goodness-of-fit test for bivariate extreme-value copulas

Christian Genest, Ivan Kojadinovic, Johanna Nešlehová +1

It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by…

physics.geo-ph2011★ 37 cited

Zonal shear and super-rotation in a magnetized spherical Couette flow experiment

Daniel Brito, Thierry Alboussière, Philippe Cardin +6

We present measurements performed in a spherical shell filled with liquid sodium, where a 74 mm-radius inner sphere is rotated while a 210 mm-radius outer sphere is at rest. The in…