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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
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  • Year: 2010
  • Author: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko (auth.)
Selected Works
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  • Year: 2016
  • Author: Anatolii V. Skorokhod (auth.), Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko, Albert N. Shiryaev (eds.)
Selected works
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  • English
  • Year: 2016
  • Author: Dorogovtsev, Andrey A.; Kulik, Alexey; Pilipenko, Andrey; Portenko, Mykola I.; Shiryaev, Albert N.; Skorokhod, Anatolii V
Stochastic calculus for fractional Brownian motion and related processes
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  • Year: 2008
  • Author: Yuliya S. Mishura (auth.)
Ruin Probabilities. Smoothness, Bounds, Supermartingale Approach
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  • Year: 2016
  • Author: Yuliya Mishura and Olena Ragulina (Auth.)
Parameter Estimation in Fractional Diffusion Models
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  • Year: 2017
  • Author: Kęstutis Kubilius,Yuliya Mishura,Kostiantyn Ralchenko (auth.)
Gaussian Measures in Hilbert Space: Construction and Properties
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  • English
  • Year: 2020
  • Author: Alexander Kukush
Gaussian Measures in Hilbert Space: Construction and Properties
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  • English
  • Year: 2020
  • Author: Kukush, Alexander
Theory and Statistical Applications of Stochastic Processes
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  • English
  • Year: 2018
  • Author: Yuliya Mishura, Georgiy Shevchenko
Theory and Statistical Applications of Stochastic Processes
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  • English
  • Year: 2017
  • Author: Yuliya Mishura, Georgiy Shevchenko