4. Sublinear Random Dynamical Systems

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Transformations of Telegraph Processes and Their Financial Applications

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Generalized Peano problem with Lévy noise

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics