The law of iterated logarithm for solutions of stochastic equations with periodic coefficients
Анотація
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
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