1

A weak limit theorem for generalized multifractional Brownian motion

Year:
2010
Language:
english
File:
PDF, 550 KB
english, 2010
2

Optimal financing and dividend control in the dual model

Year:
2011
Language:
english
File:
PDF, 238 KB
english, 2011
4

A note on approximation to multifractional Brownian motion

Year:
2011
Language:
english
File:
PDF, 206 KB
english, 2011
7

A note on operator self-similar Gaussian vector fields

Year:
2010
Language:
english
File:
PDF, 286 KB
english, 2010
8

Stable sub-Gaussian models constructed by Poisson processes

Year:
2011
Language:
english
File:
PDF, 288 KB
english, 2011
9

Convergence in Law to Operator Fractional Brownian Motions

Year:
2013
Language:
english
File:
PDF, 672 KB
english, 2013
10

Approximation to Multifractional Riemann-Liouville Brownian Sheet

Year:
2015
Language:
english
File:
PDF, 137 KB
english, 2015
11

Random walks and subfractional Brownian motion

Year:
2016
Language:
english
File:
PDF, 545 KB
english, 2016
13

Convergence rates in precise asymptotics for a kind of complete moment convergence

Year:
2016
Language:
english
File:
PDF, 230 KB
english, 2016
14

Approximations of fractional Brownian motion

Year:
2011
Language:
english
File:
PDF, 216 KB
english, 2011
15

Limit theorems for functionals of Gaussian vectors

Year:
2017
Language:
english
File:
PDF, 368 KB
english, 2017
24

Operator Fractional Brownian Motion and Martingale Differences

Year:
2014
Language:
english
File:
PDF, 1.90 MB
english, 2014