Zobrazeno 1 - 10
of 119
pro vyhledávání: '"Kalinin Alexander"'
Publikováno v:
SHS Web of Conferences, Vol 88, p 01002 (2020)
The research is made in the frame of methodology of emotional text analysis – the computer technology allowing to classify texts according to the criterion of the emotion expressed in them. The paper focuses on specificity of verbal means used in t
Externí odkaz:
https://doaj.org/article/b3b8d3a1393141f5b48727bbc7985369
Autor:
Kalinin, Alexander
We show that the derivatives in the sense of Fr\'echet and G\^ateaux can be viewed as derivatives oriented towards a star convex set with the origin as center. The resulting oriented differential calculus extends the mean value theorem, the chain rul
Externí odkaz:
http://arxiv.org/abs/2307.10104
We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for random It\
Externí odkaz:
http://arxiv.org/abs/2205.02176
We extend the valuation of contingent claims in presence of default, collateral and funding to a random functional setting and characterise pre-default value processes by martingales. Pre-default value semimartingales can also be described by BSDEs w
Externí odkaz:
http://arxiv.org/abs/2112.11808
We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic case, we also obtain the existence of unique strong solutions. By using
Externí odkaz:
http://arxiv.org/abs/2107.07838
Autor:
Kalinin, Alexander
We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a semimartingale th
Externí odkaz:
http://arxiv.org/abs/1908.10786
Akademický článek
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Akademický článek
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Autor:
Cont, Rama, Kalinin, Alexander
Publikováno v:
Stochastic processes and their applications, Volume 129 (2019)
Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of mild soluti
Externí odkaz:
http://arxiv.org/abs/1806.08988
Autor:
Kalinin, Alexander1,2 (AUTHOR) alexanderpkalinin@gmail.com, Zubkova, Ekaterina1 (AUTHOR) cat.zubkova@gmail.com, Menshikov, Mikhail1 (AUTHOR) myumensh@mail.ru
Publikováno v:
International Journal of Molecular Sciences. Dec2023, Vol. 24 Issue 24, p17423. 31p.