The following pages link to (Q3138642):
Displayed 12 items.
- The stochastic nature of complexity evolution in the fractional systems (Q944812) (← links)
- Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism (Q997479) (← links)
- Generalized convolutions on \(\mathbf R\) with applications to financial modeling (Q1596881) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion (Q1897661) (← links)
- Generalized stable models for financial asset returns (Q1919502) (← links)
- Enhancing oncolytic virotherapy: observations from a Voronoi cell-based model (Q2335387) (← links)
- Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
- A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by<i>α</i>-stable white noise (Q5076944) (← links)
- (Q5078985) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- Selfsimilar diffusions (Q5877424) (← links)