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

Kolmogorov–Wiener Filter Weight Function for Stationary Traffic Forecasting: Polynomial and Trigonometric Solutions

Схоже за: Stochastic processes and financial applications · Statistical and numerical algorithms · Complex Systems and Time Series Analysis

Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Wick calculus in Gaussian analysis

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

Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Dynamics of 1D discontinuous maps with multiple partitions and linear functions having the same fixed point. An application to financial market modeling

Схоже за: Stochastic processes and financial applications · Complex Systems and Time Series Analysis