„Jump diffusion“
Suchergebnisse
382 Treffer
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Harnack inequalities via Li-Yau type estimates for selected diffusion equations
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Inference for Latent Affine Jump-Diffusions and Its Application to the Option Market
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Characterization of Jump-Diffusion Stochastic Dynamics: Analysis and Applications on Real World Data
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Stochastic Particle Systems and Optimization - Branching Processes, Mean Field Games and Impulse Control
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Portfolio selection, delta hedging and robustness in Brownian and jump-diffusion models
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A chaotic multi-image encryption scheme based on block space jump scrambling and dynamic sliding queue diffusion
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Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes
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Small noise analysis of time-periodic bistable jump diffusion
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Drift estimation for jump diffusions – time-continuous and high-frequency observations
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Hidden Markov Models with time-continuous output behavior
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Dissecting skewness under affine jump-diffusions
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Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations
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A multigrid method with matrix dependent transfer operators for 3D diffusion problems with jump coefficients
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Inkorrektheitsphänomene und Regularisierung bei der Parameterschätzung für Jump-Diffusions-Prozesse
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Upscaling of a diffusion problem with interfacial flux jump leading to a modified Barenblatt model
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A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual itocks
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A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
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The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
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Using maximum cross section method for filtering jump-diffusion random processes
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Connection between the existence of a priori estimate for a flux and the convergence of iterative methods for diffusion equation with highly varying coefficients