Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Probability and Risk Models

B.V. Gnedenko: Classic of Limit Theorems in the Theory of Probability

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Probability and Risk Models

On the Levy-Baxter theorems for shot-noise fields. III

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Probability and Risk Models

Limit theorem for the densities of the Markov sums of random variables

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Probability and Risk Models

Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Схоже за: Stochastic processes and financial applications · advanced mathematical theories

Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis

Схоже за: Stochastic processes and financial applications · Probability and Risk Models