Search Results - "Stochastic models" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

A stochastic liquidity risk model with stochastic volatility and its applications to option pricing

A stochastic liquidity risk model with stochastic volatility and its applications to option pricing

by He, Xin-Jiang, Lin, Sha
Published in Stochastic models (04.04.2024)

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Journal Article

Clique and cycle frequencies in a sparse random graph model with overlapping communities

Clique and cycle frequencies in a sparse random graph model with overlapping communities

by Gröhn, Tommi, Karjalainen, Joona, Leskelä, Lasse
Published in Stochastic models (01.10.2024)

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Journal Article

Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate

Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate

by Bao, Xuezhong, Han, Xiaoling
Published in Stochastic models (09.10.2024)

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Journal Article

Asymptotic analysis of the sojourn time of a batch in a M [X]/M/1 processor sharing queue

Asymptotic analysis of the sojourn time of a batch in a M [X]/M/1 processor sharing queue

by Guillemin, Fabrice, Simonian, Alain, Nasri, Ridha, Rodriguez, Veronica Quintuna
Published in Stochastic models (01.10.2024)

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Journal Article

The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples

The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples

by Wu, Yi, Wang, Xuejun, Shen, Aiting
Published in Stochastic models (01.10.2024)

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Journal Article

On cover times of Markov chains

On cover times of Markov chains

by Sericola, Bruno
Published in Stochastic models (01.10.2024)

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Journal Article

Numerical solutions of regime-switching functional diffusions with infinite delay

Numerical solutions of regime-switching functional diffusions with infinite delay

by Zhen, Yuhang, Xi, Fubao
Published in Stochastic models (01.10.2024)

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Journal Article

$Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion$

Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion

by Han, Yuecai, Zhang, Dingwen
Published in Stochastic models (02.07.2024)

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Journal Article

On the area between a Lévy process with secondary jump inputs and its reflected version

On the area between a Lévy process with secondary jump inputs and its reflected version

by Kella, Offer, Mandjes, Michel
Published in Stochastic models (05.09.2024)

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Journal Article

Some asymptotics for short maturity Asian options

Some asymptotics for short maturity Asian options

by Shoshi, Humayra, SenGupta, Indranil
Published in Stochastic models (05.09.2024)

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Journal Article

A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data

A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data

by El Azri, Abdenbi, Ahmed, Nafidi
Published in Stochastic models (02.04.2024)

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Journal Article

A stochastic fluid model approach to the stationary distribution of the maximal priority process

A stochastic fluid model approach to the stationary distribution of the maximal priority process

by Boelema, Hiska M., Dams, Daan J.J., O’Reilly, Małgorzata M., Scheinhardt, Werner R.W., Taylor, Peter G.
Published in Stochastic models (04.08.2024)

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Journal Article

Some stochastic comparison results for frailty and resilience models

Some stochastic comparison results for frailty and resilience models

by Panja, Arindam, Kundu, Pradip, Pradhan, Biswabrata
Published in Stochastic models (31.07.2024)

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Journal Article

Analysis of a stochastic hybrid Gompertz tumor growth model driven by Lévy noise

Analysis of a stochastic hybrid Gompertz tumor growth model driven by Lévy noise

by Hu, Guixin, Li, Bingqing, Geng, Zhihao
Published in Stochastic models (31.07.2024)

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Journal Article

On age composition of dynamic heterogeneous populations

On age composition of dynamic heterogeneous populations

by Cha, Ji Hwan, Finkelstein, Maxim
Published in Stochastic models (02.07.2024)

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Journal Article

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance

by Ievlev, Pavel
Published in Stochastic models (02.07.2024)

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Journal Article

Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations

Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations

by Wang, Miaomiao, Zheng, Shunping, Wang, Xuejun
Published in Stochastic models (02.07.2024)

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Journal Article

Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay

Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay

by Coffie, Emmanuel
Published in Stochastic models (02.07.2024)

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Journal Article

Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement

Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement

by Mirebrahimi, Meghdad
Published in Stochastic models (02.07.2024)

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Journal Article

Geometrical interpretation of the population entropy maximum

Geometrical interpretation of the population entropy maximum

by Lazov, Igor, Lazov, Petar
Published in Stochastic models (02.07.2024)

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