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Material Type: Artigo
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First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipsesDi Crescenzo, Antonio ; Giorno, Virginia ; Nobile, Amelia G. ; Spina, SerenaStochastics (Abingdon, Eng. : 2005), 2024-12, Vol.96 (1), p.696-727 [Periódico revisado por pares]Texto completo disponível |
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Material Type: Artigo
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Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processesAzze, Abel ; D'Auria, Bernardo ; García-Portugués, EduardoStochastics (Abingdon, Eng. : 2005), 2024-12, Vol.96 (1), p.921-946 [Periódico revisado por pares]Texto completo disponível |
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Material Type: Artigo
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Low-dimensional Cox-Ingersoll-Ross processMishura, Yuliya ; Pilipenko, Andrey ; Yurchenko-Tytarenko, AntonStochastics (Abingdon, Eng. : 2005), 2024, p.1-21 [Periódico revisado por pares]Texto completo disponível |
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Material Type: Artigo
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Stationary, Markov, stochastic processes with polynomial conditional moments and continuous pathsSzabłowski, Paweł J.Stochastics (Abingdon, Eng. : 2005), 2023-11, p.1-21 [Periódico revisado por pares]Texto completo disponível |
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Material Type: Artigo
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Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumpsGao, Yongxin ; Yang, FanStochastics (Abingdon, Eng. : 2005), 2023-10, Vol.95 (7), p.1241-1259 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domainsKinra, K. ; Mohan, M. T.Stochastics (Abingdon, Eng. : 2005), 2023-08, Vol.95 (6), p.1042-1077 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Two generalizations of Mehler's formula in white noise analysisBock, Wolfgang ; Bock, MaximilianStochastics (Abingdon, Eng. : 2005), 2023-05, Vol.95 (4), p.501-520 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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On the random attractor for stochastic 2D hydrodynamical type equations with additive white noiseDa, Nguyen Tien ; Van Loi, DoStochastics (Abingdon, Eng. : 2005), 2023-04, Vol.95 (3), p.356-376 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
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Material Type: Artigo
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Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck processAssaad, Obayda ; Diez, Charles-Phillipe ; Tudor, Ciprian A.Stochastics (Abingdon, Eng. : 2005), 2023-02, Vol.95 (2), p.191-210 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |
10 |
Material Type: Artigo
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Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processesMishura, Yuliya ; Yurchenko-Tytarenko, AntonStochastics (Abingdon, Eng. : 2005), 2023-01, Vol.95 (1), p.99-117 [Periódico revisado por pares]Abingdon: Taylor & FrancisTexto completo disponível |