Markov and diffusion processes

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

Схоже за: Stochastic processes and financial applications · Diffusion and Search Dynamics

Extended Poisson equation for weakly ergodic Markov processes

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

Distribution of random motion at renewal instants in three-dimensional space

Схоже за: Stochastic processes and financial applications · Diffusion and Search Dynamics

Transformations of Telegraph Processes and Their Financial Applications

Схоже за: Stochastic processes and financial applications · Diffusion and Search Dynamics

Stochastic integral over the Arratia flow

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods