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- Reduction of the integro-differential equation to an ordinary differential equation in ruin models with investment in a risky asset
- The Laplace transform of the time of ruin in the Cramér--Lundberg model with Erlang E2(μ) claims: spectrum, exact moments and matrix reduction
- Critical characteristic-polynomial chaos for complex iid matrices
- Singular Tracking of Fractional Brownian Motion under Proportional Costs
- Uniqueness of SRB measures for stochastic differential equations
- Sharp upper and lower bounds on the variance of U-statistics
- Cutoff and a Gaussian-shift profile for the Rudvalis shuffle
- Feynman--Kac Representation for Parabolic Equations with Memory: A New Class of BSDEs
- Boundary Harnack principle for abstract supersolutions on uniform domains
- Smoothed analysis of stability radii for the assignment problem
- Local Limit Theorem for Branching Processes in Varying Environments
- p-Wasserstein distance and Cramér-type moderate deviations for the multi-dimensional elephant random walk
- Precise large deviations for the elephant random walk with Weibull-type and lognormal-type random step sizes
- Longest-Queue Policies in Dynamic Matching with Abandonments
- The Marvelous Meixner Polynomials: Second Kind, First Class
- Log-Sobolev inequality for the sine-Gordon model in the subcritical regime
- Decay of Correlations for Multiplicative Functionals of Determinantal Point Processes
- Sharper Bounds for Graphical Two-Choice Allocation
- An FPRAS for Mixed Volumes
- An Introduction to Financial Derivatives: Open Lecture Notes
- Stochastic Euler Products in the Paley-Wiener Space
- The Prodigal Elephant Returns: Last-Return Laws in the Superdiffusive Regime
- Lyapunov functions for the Langevin equation with dissipative damping
- Coefficientwise Hankel-total positivity from a universal cumulant lifting
- From Gaussian to stable and back: Non-Pareto points in growing dimension