Sticky-Reflected Stochastic Heat Equation Driven by Colored 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 processes 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 · Stochastic processes and statistical mechanics

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

Transformations of Telegraph Processes and Their Financial Applications

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

Optimization of small deviation for mixed fractional Brownian motion with trend

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

Generalized Peano problem with Lévy noise

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