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Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 1, doi. 10.15559/23-VMSTA234
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A note on randomly stopped sums with zero mean increments.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 31, doi. 10.15559/23-VMSTA236
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- Article
Noncentral moderate deviations for fractional Skellam processes.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 43, doi. 10.15559/23-VMSTA235
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- Article
Gamma mixed fractional Lévy Ornstein-Uhlenbeck process.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 63, doi. 10.15559/23-VMSTA237
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- Article
A quantitative functional central limit theorem for shallow neural networks.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 85, doi. 10.15559/23-VMSTA238
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Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients.
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- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 109, doi. 10.15559/23-VMSTA239
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- Article