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Stochastic Processes

• Authors : Richard F. Bass

Subjects: Stochastic processes; Stochastic analysisMATHEMATICS / Probability & Statistics / Stochastic Processes

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ON THE APPROXIMATION OF OPTIMAL STOPPING PROBLEMS WITH APPLICATION TO FINANCIAL MATHEMATICS.

• Authors : Marcozzi, Michael D.¹

• Source: SIAM Journal on Scientific Computing. 2000, Vol. 22 Issue 5, p1865-1884. 20p.

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Essentials Of Stochastic Finance: Facts, Models, Theory

• Authors : Albert N Shiryaev

Subjects: Investments--Mathematics; Stochastic processes; Statistical decisionMATHEMATICS / Probability & Statistics / General; SCIENCE / Chaotic Behavior in Systems

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Stochastic Integration Theory

• Authors : Peter Medvegyev

Subjects: Martingales (Mathematics); Stochastic integrals; Stochastic processesMATHEMATICS / Probability & Statistics / General

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Robust Utility Maximization Without Model Compactness ; Siam Journal On Financial Mathematics

• Authors : Backhoff-Veraguas, Julio D.; Fontbona, Joaquín

Subjects: Lengua y Literatura; Business; Finance

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Deriving Hermite–Hadamard-Type Inequalities via Stochastic k -Caputo Fractional Derivatives.

• Authors : Alruwaily, Ymnah; Fakhfakh, Raouf; Alomani, Ghadah

Subjects: CAPUTO fractional derivatives; STOCHASTIC processes; FRACTIONAL calculus

• Source: Fractal & Fractional; Dec2025, Vol. 9 Issue 12, p757, 24p

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Martingale characterizations of risk-averse stochastic optimization problems

• Authors : Alois Pichler; Ruben Schlotter

Subjects: Probability measures on topological spaces; Applications of statistics to actuarial sciences and financial mathematics; 90C15, 60B05, 62P05

• Source: Mathematical Programming. 181:377-403

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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory.

• Authors : Hand, David J.¹

• Source: International Statistical Review. Dec2010, Vol. 78 Issue 3, p461-461. 1p.

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Similarity Solutions of Partial Differential–Integral Equations from the Theory of Stochastic Processes.

• Authors : Lefebvre, Mario

Subjects: WIENER processes; POISSON processes; STOCHASTIC processes

• Source: Symmetry (20738994); May2025, Vol. 17 Issue 5, p704, 15p

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Stochastic Variance Models in Discrete Time with Feedforward Neural Networks: Stochastic variance models in discrete time with feedforward neural networks

• Authors : Charles Andoh

Subjects: Applications of statistics to actuarial sciences and financial mathematics; GARCH; Stochastic Processes

• Source: Neural Computation. 21:1990-2008

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