Stokastik
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This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical …
A long open problem in probability theory has been the following: Can the graph of planar Brownian motion be split by a straight line? Let $Z_t$ be two-dimensional Brownian motion. …
Studies the evolution of the large finite spatial systems in size-dependent time scales and compare them with the behavior of the infinite systems, which amounts to establishing …
Surveys the developments in a subfield of anticipative stochastic analysis. This book studies anticipative stochastic differential equations with Skorohod integral and anticipative …