Maxitive monetary risk measures: Worst-case risk assessment and sharp large deviations.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S0219493725500145
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- Article
Works matching IS 02194937 AND DT 2025 AND VI 25 AND IP 2
Results: 5
1
2
Berry–Esséen bound for complex Wiener–Itô integral.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S0219493725500133
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- Article
3
Parametrized families of Gibbs measures and their statistical inference.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S0219493725500121
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- Publication type:
- Article
4
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S021949372550011X
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- Publication type:
- Article
5
Weak solutions and invariant measures for some class of SPDE's.
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- Stochastics & Dynamics, 2025, v. 25, n. 2, p. 1, doi. 10.1142/S0219493725500108
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- Publication type:
- Article