On Ergodic Property of the Solution to a Lévy-Driven Stochastic Differential Equation

Stochastic Evolution Under Markov-Modulated Poisson Perturbation in the Diffusion Approximation Scheme

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Fractionally integrated Bessel process

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis