Geodesic

Tome 65 (2020) no. 3

Sommaire

Optimality of threshold stopping times for diffusion processes
p. 437-459
On the times of attaining high levels by a random walk in a random environment
p. 460-478
On the complexity and dimension of continuous finite-dimensional maps
p. 479-497
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting
p. 498-520
Limit theorems for record indicators in threshold $F^\alpha$-schemes
p. 521-537
Structure conditions under progressively added information
p. 538-582
Sharp large deviations for the drift parameter of the explosive Cox–Ingersoll–Ross process
p. 583-601
On the sub-Gaussianity of the $r$-correlograms
p. 602-616
Indetermined moment problems related to $q$-functional equations
p. 617-633
New checkable conditions for moment determinacy of probability distributions
p. 634-648