Additive functionals and push forward measures under Veretennikov's flow

Construction and heat kernel estimates of generalstable-like Markov processes

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

Dynamics of 1D discontinuous maps with multiple partitions and linear functions having the same fixed point. An application to financial market modeling

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

Properties of maximum likelihood estimates in diffusion and fractional-Brownian models

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

On extended stochastic integrals with respect to Lévy processes

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

The distribution of the number of clusters in the Arratia flow

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications

Approximation of the solution to the parabolic equation driven by stochastic measure

Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications