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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986
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Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
Atar, Rami; Budhiraja, Amarjit; Ramanan, Kavita - In: Probability theory and related fields 142 (2008) 1/2, pp. 249-283
Persistent link: https://www.econbiz.de/10003730928
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Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations
Capasso, Vicenzo; Kunze, Herb E.; La Torre, Davide; … - 2008
Persistent link: https://www.econbiz.de/10003783850
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Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel - 2008
Persistent link: https://www.econbiz.de/10003781004
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Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael - In: Handbook of financial time series, (pp. 531-553). 2009
Persistent link: https://www.econbiz.de/10003834179
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Applications of Fourier transform to smile modeling : theory and implementation
Zhu, Jianwei - 2010 - 2., ed.
Persistent link: https://www.econbiz.de/10003834547
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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Linear hyperfinite Lévy integrals
Herzberg, Frederik - 2008
This article shows that the nonstandard approach to stochastic integration with respect to (C^2 functions of) Lévy processes is consistent with the classical theory of pathwise stochastic integration with respect to (C^2 functions of) jump-diffusions with finite-variation jump part. It is...
Persistent link: https://www.econbiz.de/10003818244
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Flexible stochastic differential equation modeling for open-source-software reliability assessment
Tamura, Yoshinobu; Yamada, Shigeru - In: Recent advances in stochastic operations research II, (pp. 285-300). 2009
Persistent link: https://www.econbiz.de/10003847912