Related papers: Tail asymptotics for diffusion processes, with app…
This paper has been temporarily withdrawn by the authors. We have recently found that noise in the experiments is at the origin of the supposed "back-and-forth" motion which is discussed in the first version of the paper. As a consequence,…
The paper is withdrawn by the author. Parts of the contents are expanded into separate papers; hep-th/0308015 LOCALIZED TACHYON MASS AND A G-THEOREM ANALOGUE, hep-th/0308028 COMMENTS ON THE FATE OF UNSTABLE ORBIFOLDS, hep-th/0308029 CHIRAL…
This paper withdrawn since it has been published in an updated version in Biophysical Reviews and Letter Vol. 2, No. 2 (2007) 155-166
This paper has been withdrawn, because relevant publications, related to the subject of the paper, were overlooked by the author.
This paper has been withdrawn by the author due to some incorrect presentation in the results and discussion part.
This paper has been withdrawn by the author due to rewritting and skipping crucial sign errors.
This paper has been withdrawn to address an omission. It will be resubmitted in the near future.
The paper has been withdrawn by the author.
The paper has been withdrawn.
This paper has been withdrawn.
In industrial applications it is quite common to use stochastic volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market volatilities, these models are usually extended by adding a…
This paper has been withdrawn by the authors due to new available results. A revised version, that incorporates the new results, will be submitted later.
This paper has been withdrawn.
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…
This note has been withdrawn.
This paper has been withdrawn by the authors.
This paper is withdrawn because the results in the paper are included in a paper to be published in Mathematical and Computer Modelling.
This paper has been withdrawn by the author.
This paper has been withdrawn by the author due to a some errors in figures 2 and 3.