Analysis of optimal strategies for a competing stock market portfolio model with a polyvariant profit function

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

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

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

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

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

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

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis