×

Found 6 Documents (Results 1–6)

Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. (English. Ukrainian original) Zbl 0998.60059

Theory Probab. Math. Stat. 64, 167-178 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 141-151 (2001).
MSC:  60H10 93E15 62P05
PDFBibTeX XMLCite

Filter Results by …

Year of Publication

all top 3

Main Field