Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol89.Issue1.2000:
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We employ the interlacing construction to show that the solutions ofstochastic dierential equations on manifolds which are written in Marcus canonical form and driven by
We consider nancial market models based on Wiener space with two agents on dierent information levels: a regular agent whose information is contained in the natural ltration of
Section 3 discusses the asymptotic distribution of (robust) M-estimators of the underlying regression parameters in linear regression models with innite variance long- memory
In this section we will show (i) that the zero-avoiding transition probabilities (3) are just non-coincidence probabilities of a set of independent and dissimilar Poisson pro-
A large deviation principle is established for stochastic dierential equation systems with slow and fast components and small diusions in the slow component.. All
In this paper, we are interested in the one-dimensional porous medium equation when the initial condition is the distribution function of a probability measure. We associate a
To begin, we state a technical Lemma, involving controls on the law of some killed processes: this result is crucial to handle the case of measurable functions f for the analysis of
The paper is organized as follows. The main results are stated in Section 2. In Section 3, we construct martingales based on the Poisson equation, and provide Wald equations and
