Continuous stochastic approximation with semi-Markov switchings in the diffusion approximation scheme

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications

Wick calculus in Gaussian analysis

Схоже за: Stochastic processes and financial applications

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

Схоже за: Stochastic processes and financial applications

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

Схоже за: Stochastic processes and financial applications

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

Схоже за: Stochastic processes and financial applications

Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.

Схоже за: Stochastic processes and financial applications