On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise

Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise

Схоже за: Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics

Gaussian Volterra processes with power-type kernels. Part I

Схоже за: Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics

Driven by Brownian motion Cox–Ingersoll–Ross and squared Bessel processes: Interaction and phase transition

Схоже за: Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises

Схоже за: Stochastic processes and financial applications · Fluid Dynamics and Turbulent Flows

The Burgers equation driven by a stochastic measure

Схоже за: Stochastic processes and financial applications · Fluid Dynamics and Turbulent Flows