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Found 1,304 Documents (Results 1–100)

Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems. arXiv:2403.14517

Preprint, arXiv:2403.14517 [math-ph] (2024).
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Multi-point passage probabilities and Green’s functions for \(\mathrm{SLE}_{8/3}\). (English. Russian original) Zbl 1520.81146

Theor. Math. Phys. 214, No. 2, 210-230 (2023); translation from Teor. Mat. Fiz. 214, No. 2, 243-267 (2023).
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Financial mathematics. From discrete to continuous time. (English) Zbl 1530.91001

Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-8040-7/hbk; 978-1-032-40389-2/pbk; 978-0-429-11365-9/ebook). xvii, 411 p. (2023).
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Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. arXiv:2305.10967

Preprint, arXiv:2305.10967 [math.PR] (2023).
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On statistical properties of the estimator of impulse response function. (English) Zbl 07819630

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022).
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Quasi-Banach spaces of random variables and modeling of stochastic processes. (English) Zbl 1515.60078

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 351-414 (2022).
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Generalized integral transforms in mathematical finance. (English) Zbl 1492.91007

Singapore: World Scientific (ISBN 978-981-12-3173-5/hbk; 978-981-12-3175-9/ebook). xxxiii, 473 p. (2022).
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