Showing 1 - 10 of 17,130
Persistent link: https://www.econbiz.de/10000859986
Persistent link: https://www.econbiz.de/10003783850
Persistent link: https://www.econbiz.de/10003781004
Persistent link: https://www.econbiz.de/10003834547
Persistent link: https://www.econbiz.de/10003795449
processes is consistent with the classical theory of pathwise stochastic integration with respect to (C^2 functions of) jump … Lévy processes. -- Lévy processes ; Stochastic integration ; Nonstandard analysis ; Itô formula …
Persistent link: https://www.econbiz.de/10003818244
Persistent link: https://www.econbiz.de/10003847912
qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed …
Persistent link: https://www.econbiz.de/10003897386
This paper studies polar sets of anisotropic Gaussian random elds, i.e. sets which a Gaussian random eld does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random eld...
Persistent link: https://www.econbiz.de/10003905608