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

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

Схоже за: Stochastic processes and financial applications · Diffusion and Search Dynamics

Asymptotic behaviour and functional limit theorems for a time changed Wiener process

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Transformations of Telegraph Processes and Their Financial Applications

Схоже за: Stochastic processes and financial applications · Diffusion and Search Dynamics

Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Hilbert-valued self-intersection local times for planar Brownian motion

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities

Point processes subordinated to compound Poisson processes

Схоже за: Stochastic processes and financial applications · Point processes and geometric inequalities