Stochastic Evolution Under Markov-Modulated Poisson Perturbation in the Diffusion Approximation Scheme

Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Queuing Theory Analysis

On some Markov processes related to a symmetric α-stable process

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Queuing Theory Analysis

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Path Space Large Deviations of a Large Buffer with Gaussian Input Traffic

Схоже за: Stochastic processes and financial applications · Advanced Queuing Theory Analysis

Transformations of Telegraph Processes and Their Financial Applications

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics