Similar Search Results

Polar sets of anisotropic Gaussian random fields

Söhl, Jakob - 2009

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

The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends

Simos, Theodore - In: Macroeconomic dynamics 13 (2009) 5, pp. 656-672

Persistent link: https://www.econbiz.de/10003906391

Statistical inference for discrete-time samples from affine stochastic delay differential equations

Küchler, Uwe (contributor); Sørensen, Michael (contributor) - 2007

Persistent link: https://www.econbiz.de/10003413529

Time delay and noise explaining cyclical fluctuations in prices of commodities

Küchler, Uwe; Platen, Eckhard - 2007

Persistent link: https://www.econbiz.de/10003482142

Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility

Sennewald, Ken - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1106-1131

Persistent link: https://www.econbiz.de/10003443356

Partial differential equations in economics and finance

Basov, Suran - 2007

Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …