Works matching IS 09266364 AND DT 2009 AND VI 17 AND IP 1
Results: 6
Evolution process as an alternative to diffusion process and Black–Scholes Formula.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 61, doi. 10.1515/ROSE.2009.004
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- Article
Occupation time problems for fractional Brownian motion and some other self-similar processes.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 69, doi. 10.1515/ROSE.2009.005
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- Article
The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 55, doi. 10.1515/ROSE.2009.003
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Properties of the distribution of the random variable defined by A<sub>2</sub>-continued fraction with independent elements.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 91, doi. 10.1515/ROSE.2009.006
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- Article
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 37, doi. 10.1515/ROSE.2009.002
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- Article
Semicircle law for random matrices of long-range percolation model.
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- Random Operators & Stochastic Equations, 2009, v. 17, n. 1, p. 1, doi. 10.1515/ROSE.2009.001
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- Article