On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise

The Peano phenomenon for Itô equations

Схоже за: Stochastic processes and financial applications · Geometric Analysis and Curvature Flows

Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation

Схоже за: Stochastic processes and financial applications · Geometric Analysis and Curvature Flows

Stochastic integral over the Arratia flow

Схоже за: Stochastic processes and financial applications · Geometry and complex manifolds

Perturbation of an α-stable type stochastic process by a pseudo-gradient

Схоже за: Stochastic processes and financial applications · Geometric Analysis and Curvature Flows

Difference approximation for equations with interaction

Схоже за: Stochastic processes and financial applications · Geometric Analysis and Curvature Flows

Stochastic differential equations with interaction and constant diffusion

Схоже за: Stochastic processes and financial applications · Geometric Analysis and Curvature Flows