Wick calculus in Gaussian analysis

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

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

Strong Measurable Continuous Modifications of Stochastic Flows

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

A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms

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

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms

Gaussian Processes with Volterra Kernels

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms