Optimal Control in Diffusion Stochastic Nonlinear Functional-Differential ITO Equations with Markov Parameters and External Markov Switching

Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

The Burgers-type equation driven by a stochastic measure

Схоже за: Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Heat equation and wave equation with general stochastic measures

Схоже за: Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management

Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management