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

Point processes subordinated to compound Poisson processes

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

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics

Generalized Peano problem with Lévy noise

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics