Existence of the Solution to the Cauchy Problem for Nonlinear Stochastic Partial Differential-Difference Equations of Neutral Type

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

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

Transformations of Wiener measure and orthogonal expansions

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

On a Differential Game in a Stochastic System

Схоже за: Stochastic processes and financial applications · Aquatic and Environmental Studies

Limit Gaussian Behavior of the Solutions of the Multidimensional Burger'; Equation with Weak-Dependent Initial Conditions

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

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

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