Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure

Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field

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

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

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

Mild solution of the parabolic equation driven by a $\sigma $-finite stochastic measure

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

Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.

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

Analytic properties of infinite-horizon survival probability in a risk model with additional funds

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

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