Girsanov theorem for stochastic flows with interaction

On extended stochastic integrals with respect to Lévy processes

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

Minimal martingale measure on a finite probability space

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

Two‐parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane

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

Parametrix construction for certain Lévy-type processes

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

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

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