Numerous incidents in the financial world have exposed the need for the design and analysis of models for correlated default timings. Some models have been studied in this regard which can capture the feedback in case of a major credit event. We extend the research in the same direction by...

In this paper, we consider the problem of estimating the sinusoidal frequencies in presence of additive white noise. The additive white noise has mean zero but it may not have finite variance. We propose to use the least-squares estimators or the approximate least-squares estimators to estimate...

We show the existence of a weakly self-attractive Brownian motion in dimensions two and three. In other words, we show the existence of a "polymer measure" that is formally defined by P(d[Omega]) = L-1 exp {[lambda][integral operator][integral operator]0 [less-than-or-equals, slant] s t...

A superprocess is a measure valued process arising as the limiting density of an infinite collection of particles undergoing branching and diffusion. It can also be defined as a measure valued Markov process with a specified semigroup. Using the latter definition and explicit moment...