Integrability of Solutions to Mixed Stochastic Differential Equations

On one problem of stochastic control

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods · Nonlinear Differential Equations Analysis

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods · Nonlinear Differential Equations Analysis

Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods · Nonlinear Differential Equations Analysis

ON THE EXISTENCE OF A SOLUTION TO THE CAUCHY PROBLEM FOR NONLINEAR STOCHASTIC PARTIAL FUNCTIONAL DIFFERENTIAL EQUATIONS OF A SPECIAL FORM

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods · Nonlinear Differential Equations Analysis

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Invariant Sets of Systems of Stochastic Differential Equations with Jumps

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods