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Showing 2008 · math.PRShow all
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math.PR2008
Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
Damien Bankovsky, Allan Sly
For a bivariate Lévy process the generalised Ornstein-Uhlenbeck (GOU) process is defined as V_t:=e^{ξ_t}(z+\int_0^t e^{-ξ_{s-}}dη_s), t\ge0, where $z\in\mathb…
math.PR2008★ 23 cited
Approximate word matches between two random sequences
Conrad J. Burden, Miriam R. Kantorovitz, Susan R. Wilson
Given two sequences over a finite alphabet , the statistic is the number of -letter word matches between the two sequences. This statistic is used in bioinfor…