Researchers



Results 41-46 of 46
Issue DateTitleAuthor(s)TypeМp-cat.
2012On the Cramer-Lundberg model with stochastic premia and the Panjers recursionStanojević, Jelena S.  ; Levajković, Tijana B. Conference Paper
Mp. category will be shown later
2011The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansionsLevajković, Tijana ; Pilipović, Stevan ; Seleši, Dora  Article
22M22
2011Chaos expansion methods for stochastic differential equations involving the Malliavin derivative : part ILevajković, Tijana ; Szőllőssy, Dóra  ; Seleši, Dora  Article
24M24
2011Chaos expansion methods for stochastic differential equations involving the Malliavin derivative : part IILevajković, Tijana ; Szőllőssy, Dóra  ; Seleši, Dora  Article
24M24
2011Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivativeLevajković, Tijana ; Pilipović, Stevan ; Seleši, Dora  Article
21M21
2010Chaos expansion transform: Application to the equations driven by Gaussian and - Poissonian white noiseLevajković, Tijana Conference Paper
Mp. category will be shown later