A problem of optimal control of a stochastic sheet

Wave equation with a stochastic measure

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

Problem with pulse action for a linear stochastic parabolic equation of higher order

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

Spectral study of options based on CEV model with multidimensional volatility

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

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

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

Two-boundary problems for a Poisson process with exponentially distributed component

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems