Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

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

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

Transformations of Wiener measure and orthogonal expansions

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

Form-bounded perturbations of generators of sub-Markovian semigroups

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

Limit Gaussian Behavior of the Solutions of the Multidimensional Burger'; Equation with Weak-Dependent Initial Conditions

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

Properties of integrals with respect to fractional Poisson processes with compact kernels

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

Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure

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