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In this paper we investigate the accurate convergence of some approximations of m -order integrals which appear when one performs stochastic calculus with respect to processes which
Key words: Fractional difference-differential equations; Generalized Mittag-Leffler functions; Fractional Poisson processes; Processes with random time; Renewal function; Cox
The infinite divisibility of probability distributions on the space P ( R ) of probability distri- butions on R is defined and related fundamental results such as the
Yaglom, Some classes of random fields in n-dimensional space, related to stationary random processes, Theory of Probability and its Applications 2
We discuss various aspects concerning stochastic domination for the Ising model and the fuzzy Potts model. Next, we consider the fuzzy Potts model and prove that on Z d the fuzzy
We use the Malliavin calculus for Poisson processes in order to compute sensitivities for European and Asian options with underlying following a jump type diffusion.. The main point
Moreover, we make an attempt to characterize ( p, q )-growth of φ ( r, θ ) and obtain some bounds on order and type through function theoretic formulae related to those of the
This method, which does not use Noether’s Theorem, has been used to calculate some low-order conservation laws of various integrable difference equations that are defined on
