Gyula Pap

A Delayed Black and Scholes Formula

Mercedes Arriojas, Yaozhong Hu, Salah-Eldin A. Mohammed et al. · Stochastic Analysis and Applications · 2007 · 175 citations · Full text

Option Pricing, Black-scholes Model, Financial Economics +12

Fluctuation limit of branching processes with immigration and estimation of the means

Márton Ispány, Gyula Pap, M.C.A. van Zuijlen · Advances in Applied Probability · 2005 · 52 citations

Engineering, Stochastic Processes, Evolutionary Biology +10

Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

Mátyás Barczy, Zenghu Li, Gyula Pap · arXiv (Cornell University) · 2014 · 42 citations · Full text

Asymptotic behavior of unstable INAR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si9.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi></mml:math>) processes

Mátyás Barczy, Márton Ispány, Gyula Pap · Stochastic Processes and their Applications · 2010 · 40 citations · Full text

Unstable Inar, Physics, Stability

Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Mátyás Barczy, Zenghu Li, Gyula Pap · International Journal of Stochastic Analysis · 2015 · 39 citations · Full text

Engineering, Weak Existence, Stochastic System +8