Two-boundary problems for a Poisson process with exponentially distributed component

Wave equation with a stochastic measure

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems

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

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Hilbert-valued self-intersection local times for planar Brownian motion

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Properties of integrals with respect to fractional Poisson processes with compact kernels

Схоже за: Stochastic processes and financial applications · Differential Equations and Boundary Problems