Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise

Transformations of Wiener measure and orthogonal expansions

Схоже за: Mathematical and Theoretical Analysis · Stochastic processes and financial applications · advanced mathematical theories

Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.

Схоже за: Mathematical and Theoretical Analysis · Stochastic processes and financial applications · advanced mathematical theories

Sample path properties of multidimensional integral with respect to stochastic measure

Схоже за: Mathematical and Theoretical Analysis · Stochastic processes and financial applications · advanced mathematical theories

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

Схоже за: Stochastic processes and financial applications · advanced mathematical theories

Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Схоже за: Stochastic processes and financial applications · advanced mathematical theories

Form-bounded perturbations of generators of sub-Markovian semigroups

Схоже за: Stochastic processes and financial applications · advanced mathematical theories