Theory of Stochastic Processes, 2008, № 3-4
Постійний URI цієї колекціїhttps://nasplib.isofts.kiev.ua/handle/123456789/4546
ЗМІСТ
PrefaceBanna O., Mishura Y.
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
Borysenko O.D., Borysenko O.V.
Limit behavior of non-autonomous random oscillating system of third order under random periodic external disturbances in resonance case
Bratyk M., Mishura Y.
The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions
Chernecky V.
Exact non-ruin probabilities in arithmetic case
Kamenschykova O.
Approximation of random processes by cubic splines
Koroliuk V.S.
Storage processes in Poisson approximation scheme
Mishura Y., Posashkova S.
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion
Moklyachuk M., Masyutka A.
Minimax prediction problem for multidimentional stochastic sequences
Ponomarenko O., Perun Y.
Multivariate random fields on some homogeneous spaces
Pupashenko M., Kukush A.
Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process
Silvestrov D.
Nonlinearly perturbed stochastic processes
Soloveiko O., Shevchenko G.
On the rate of convergence of barrier option prices in binomial market to those in continuous time market
Zinchenko N., Andrusiv A.
Risk process with stochastic premiums