Functional law of the iterated logarithm type for a skew Brownian motion

Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Economic theories and models

Extended weak convergence and utility maximisation with proportional transaction costs

Схоже за: Stochastic processes and financial applications · Economic theories and models

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

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

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

To parametric decision problems with money income

Схоже за: Stochastic processes and financial applications · Economic theories and models

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics