„60G22“
Suchergebnisse
1.000+ Treffer
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Stochastic Analysis and Related Topics – In Honour of Ali Süleyman Üstünel, Paris, June 2010
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Deplay BSDEs driven by fractional Brownian motion
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L 1 and L ∞ stability of transition densities of perturbed diffusions
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Maximum likelihood estimation for sub-fractional Vasicek model
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Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
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Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay
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Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays
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Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients
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Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
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Harnack-type inequality for linear fractional stochastic equations
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Gegenbauer random fields
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Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
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On a switching control problem with làdlàg costs
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Estimation for a misspecified change point type signal driven by a fractional Brownian motion
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On the applicability of Feynman–Kac path integral simulation to space-time fractional Schrödinger equations
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Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion with Hurst parameter lesser than 1/2
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Simulation of generalized fractional Brownian motion in C ((0, T))
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Berry–Esseen inequalities for the fractional Black–Karasinski model of term structure of interest rates
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Computing the exit-time for a finite-range symmetric jump process
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Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion