On one delay dynamical model in economics

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

On a Differential Game in a Stochastic System

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

Fractionally integrated Bessel process

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis

Large Deviation Problems for Markov Random Evolution with Independent Increments in the Scheme of Asymptotically Small Diffusion

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