Strong innovation and its applications to information diffusion modelling in finance.
Toronjadze, T. (2002)
Georgian Mathematical Journal
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Toronjadze, T. (2002)
Georgian Mathematical Journal
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Skorokhod, A. (2001)
Georgian Mathematical Journal
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Rao, M.M. (2001)
Georgian Mathematical Journal
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Mamporia, B. (2000)
Georgian Mathematical Journal
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Chitashvili, R., Mania, M. (1996)
Georgian Mathematical Journal
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Nikeghbali, Ashkan (2006)
Probability Surveys [electronic only]
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Klein, Thierry, Ma, Yutao, Privault, Nicolas (2006)
Electronic Journal of Probability [electronic only]
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Guangfei Li, Yu Miao, Huiming Peng, Liming Wu (2005)
Annales mathématiques Blaise Pascal
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For stationary Gaussian processes, we obtain the necessary and sufficient conditions for Poincaré inequality and log-Sobolev inequality of process-level and provide the sharp constants. The extension to moving average processes is also presented, as well as several concrete examples.
Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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Michał Kisielewicz (1995)
Banach Center Publications
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Existence of strong and weak solutions to stochastic inclusions and , where p and q are certain random measures, is considered.
Dürre, Maximilian (2006)
Electronic Journal of Probability [electronic only]
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Ramanan, Kavita (2006)
Electronic Journal of Probability [electronic only]
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