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

Averaging

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Averaging principle for equation driven by a stochastic measure

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

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Transformations of Telegraph Processes and Their Financial Applications

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Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

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Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation

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