Add to ORKGWe consider a special class of two-dimensional Markov processes, finding the relationship between transition probabilities of two such classes.Publisher's Versio
The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To ov...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
Секция 6. Оптимизация и надежность информационных системRetrial queues of the type MQ / M /m/∞ with ...
2000 Mathematics Subject Classification: 60J27, 60K25.We consider nonstationary birth and death proc...
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions o...
학위논문 (박사)-- 서울대학교 대학원 : 수리과학부, 2015. 8. 김판기.In this thesis, we establish sharp two-sided heat kernel...
AbstractIn this paper, we study the qualitative analysis of a reaction–diffusion system. The local s...
Diffusion approximation algorithms for stochastic systems in split and merging phase space are repre...
AbstractWe determine the Green's function for the third-order three-point generalized right focal bo...
We consider the partial least squares algorithm for dependent data and study the consequences of ign...
The problem of singularly perturbed di erential systems decomposition by the method of integral mani...
Consider the following quasilinear Dirichlet problem (Pε) -Δp uε = fε in Ωε = Ω Tε uε = 0 on ∂ ...
The theorem on a estimation of the rate of convergence (n →∞) to the Poisson distribution of the num...
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an...
AbstractWe present the asymptotic behavior of the coexistence states near the point of bifurcation f...
The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To ov...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
Секция 6. Оптимизация и надежность информационных системRetrial queues of the type MQ / M /m/∞ with ...
2000 Mathematics Subject Classification: 60J27, 60K25.We consider nonstationary birth and death proc...
We consider the almost semicontinuous step-process ξ(t). The conditional characteristic functions o...
학위논문 (박사)-- 서울대학교 대학원 : 수리과학부, 2015. 8. 김판기.In this thesis, we establish sharp two-sided heat kernel...
AbstractIn this paper, we study the qualitative analysis of a reaction–diffusion system. The local s...
Diffusion approximation algorithms for stochastic systems in split and merging phase space are repre...
AbstractWe determine the Green's function for the third-order three-point generalized right focal bo...
We consider the partial least squares algorithm for dependent data and study the consequences of ign...
The problem of singularly perturbed di erential systems decomposition by the method of integral mani...
Consider the following quasilinear Dirichlet problem (Pε) -Δp uε = fε in Ωε = Ω Tε uε = 0 on ∂ ...
The theorem on a estimation of the rate of convergence (n →∞) to the Poisson distribution of the num...
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an...
AbstractWe present the asymptotic behavior of the coexistence states near the point of bifurcation f...
The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To ov...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
Секция 6. Оптимизация и надежность информационных системRetrial queues of the type MQ / M /m/∞ with ...