Application of an indicator random process for modeling open stochastic systems
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Publication:6641823
DOI10.25587/2411-9326-2024-2-81-98MaRDI QIDQ6641823
E. V. Karachanskaya, Valery Doobko
Publication date: 21 November 2024
Published in: Matematicheskie Zametki SVFU (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Cites Work
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- Statistical analysis of diffusion systems with invariants
- Grand canonical evolution for the Kac model
- Jump-diffusion processes in random environments
- Stability of regime-switching jump diffusion processes
- Stability in distribution and stabilization of switching jump diffusions
- Open Stochastic Systems
- Extending the Merton model with applications to credit value adjustment
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