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Showing 2022 · math.PRShow all
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math.PR2022
Stein's method for distributions modelling competing and complementary risk problems
Anum Fatima, Gesine Reinert
Competing and Complementary risk (CCR) problems are often modelled using a class of distributions of the maximum, or minimum, of a random number of i.i.d. random variables; we call…
math.PR2022★ 3 cited
Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
Mikhail V. Menshikov, Aleksandar Mijatović, Andrew R. Wade
For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions u…