Analytic and Asymptotic Properties of Generalized Linnik Probability Densities

Fractional Lévy Processes as a Result of Compact Interval Integral Transformation

Схоже за: Fuzzy Systems and Optimization · Financial Risk and Volatility Modeling

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Financial Risk and Volatility Modeling

Exploring frequency of price overreactions in the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Схоже за: Financial Risk and Volatility Modeling

Generalized Peano problem with Lévy noise

Схоже за: Financial Risk and Volatility Modeling

Maximum Likelihood Estimators in a Statistical Model of Natural Catastrophe Claims with Trend

Схоже за: Financial Risk and Volatility Modeling