Wong Zakai approximation for 2D hydrodynamical stochastic evolution equations

Euler approximations of anticipating quasilinear stochastic differential equations

Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics · Insurance, Mortality, Demography, Risk Management

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

On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd

Схоже за: Stochastic processes and financial applications · Insurance, Mortality, Demography, Risk Management