Elements of Lévy Analysis in the Spaces of Irregular Test and Generalized Functions

Constant D: A Factorial-Based Series with Applications to Game Theory, Cryptography, and Biology

Схоже за: Stochastic processes and financial applications · Mathematical functions and polynomials · Probability and Risk Models

Constant D: A Factorial-Based Series with Applications to Game Theory, Cryptography, and Biology

Схоже за: Stochastic processes and financial applications · Mathematical functions and polynomials · Probability and Risk Models

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

Representation of Special Functions by Multidimensional A- and J-Fractions with Independent Variables

Схоже за: Stochastic processes and financial applications · Mathematical functions and polynomials

Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes

Схоже за: Stochastic processes and financial applications · Probability and Risk Models

New and refined bounds for expected maxima of fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Probability and Risk Models