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On stationary solutions of delay differential equations driven by a Lévy process
Gushchin, Alexander A.; Küchler, Uwe - 1998
Persistent link: https://www.econbiz.de/10009578568
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On sequential parameter estimation for some linear stochastic differential equations with time delay
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998
Persistent link: https://www.econbiz.de/10009578573
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Asymptotic inference for a linear stochastic differential equation with time delay
Gushchin, Alexander A.; Küchler, Uwe - 1997
Persistent link: https://www.econbiz.de/10009657896
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10009616777
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
equations with time delay. These are suitable for Monte Carlo simulation and allow the computation of expectations for … functionals of stochastic delay equations. The suggested approxirnations converge in a weak sense. -- simulation ; Stochastic …
Persistent link: https://www.econbiz.de/10009613605
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On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
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On integrals with respect to Lévy processes
Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126