Stochastic Partial Differential Equations Driven by General Stochastic Measures

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

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Advanced Harmonic Analysis Research

Convergence of solutions of a class of two-parameter stochastic integral equations

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Advanced Harmonic Analysis Research

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

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