Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with lévy noise

On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Financial Risk and Volatility Modeling

Approximation of random variables by functionals of the increments of a fractional Brownian motion

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Financial Risk and Volatility Modeling

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 · advanced mathematical theories · Financial Risk and Volatility Modeling

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

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

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Generalized Peano problem with Lévy noise

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling