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Publications tagged with this subject: 15

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1. Symmetry in the Green’s Function for Birth-death Chains

2. The spectral edge of unitary Brownian motion

3. Density functions of doubly-perturbed stochastic differential equations with jumps

4. An Improved Independent Increment Process Degradation Model with Bilinear Properties

5. Jump-Filtration Consistent Nonlinear Expectations with $${\mathbb {L}^{p}}$$ Lp Domains

6. Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time

7. Numerical proof of existence of fractional powers of Wiener processes

8. Convergence of skew Brownian motions with local times at several points that are contracted into a single one

9. Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models

10. Stochastic Operational Matrix Method for Solving Stochastic Differential Equation by a Fractional Brownian Motion

11. An analytical approximation for single barrier options under stochastic volatility models

12. Robust optimal investment and reinsurance problem for a general insurance company under Heston model

13. A stochastic multivariate framework for modeling movement of discrete sediment particles in open channel flows

14. Itô–Taylor Expansions for Systems of Stochastic Differential Equations with Applications to Stochastic Partial Differential Equations

15. Indifference Pricing in a Market with Transaction Costs and Jumps


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