Geodesic

Volume 23 (2018) no. 2

Sommaire

Value at risk forecasting of gold price: a comparison between the GARCH and LST-GARCH models
p. 1-6
On a property of joint terminal distributions of locally integrable increasing processes and their compensators
p. 7-20
Transportation costs for optimal and triangular transformations of Gaussian measures
p. 21-32
Limit theorems for the number of clusters of the Arratia flow
p. 33-40
Estimates of distances between solutions of Fokker--Planck--Kolmogorov equations with partially degenerate diffusion matrices
p. 41-54
Duality for coalescing stochastic flows on the real line
p. 55-74
Modelling of the queuing system with an increasing demand intensity in the empty state
p. 75-79
Convergence of solutions of SDEs to Harris flows
p. 80-91