Convergence of Unstable Solutions of SDEs to Homogeneous Markov Processes with Discontinuous Transition Density

Approximation of multifractional Brownian motion by absolutely continuous processes

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Wick calculus in Gaussian analysis

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

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Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

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Large Deviations for the Method of Empirical Means in Stochastic Optimization Problems with Continuous Time Observations

Схоже за: Stochastic processes and financial applications

Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.

Схоже за: Stochastic processes and financial applications