We present two iterative methods for computing the global and partial extinction probability vectors for Galton-Watson processes with countably infinitely many types. The probabilistic interpretation ...

We investigate the supports of extremal martingale measures with prespecified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a ...

Probability theory forms the mathematical backbone for quantifying uncertainty and random events, providing a rigorous language with which to describe both everyday phenomena and complex scientific ...