Convergence of diffusion processes

Stochastic differential equation in a random environment

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Differential Equations and Numerical Methods

Limit Gaussian Behavior of the Solutions of the Multidimensional Burger'; Equation with Weak-Dependent Initial Conditions

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Differential Equations and Numerical Methods

On a Problem of Stabilization of Stochastic Differential-functional Equations with Impulse Markovian Perturbations and Constant Lag. Part II

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Differential Equations and Numerical Methods

Modified Euler scheme for the weak approximation of stochastic differential equations driven by the Wiener process

Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Differential Equations and Numerical Methods

Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Схоже за: Stochastic processes and financial applications · advanced mathematical theories

Transformations of Wiener measure and orthogonal expansions

Схоже за: Stochastic processes and financial applications · advanced mathematical theories