Stochastic integral over the Arratia flow

Extended Poisson equation for weakly ergodic Markov processes

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise

Схоже за: Stochastic processes and financial applications · Geometry and complex manifolds

Poisson approximation of increment processes with Markov switching

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

Markov and diffusion processes

Схоже за: Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications