Averaging

Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications

Схоже за: Stochastic processes and financial applications · stochastic dynamics and bifurcation

Wick calculus in Gaussian analysis

Схоже за: Stochastic processes and financial applications · Probabilistic and Robust Engineering Design

Absolute Continuity and Convergence in Variation for Distributions of Functionals of Poisson Point Measure

Схоже за: Stochastic processes and financial applications · Probabilistic and Robust Engineering Design

Averaging principle for equation driven by a stochastic measure

Схоже за: Stochastic processes and financial applications · stochastic dynamics and bifurcation

Strong Measurable Continuous Modifications of Stochastic Flows

Схоже за: Stochastic processes and financial applications · Probabilistic and Robust Engineering Design

Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

Схоже за: Stochastic processes and financial applications · stochastic dynamics and bifurcation