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pro vyhledávání: '"T. O. Ianevych"'
Estimation of probability of exceeding a curve by a strictly φ-sub-Gaussian quasi shot noise process
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :49-56
In this paper, we continue to study the properties of a separable strictly φ-sub-Gaussian quasi shot noise process $X(t) = \int_{-\infty}^{+\infty} g(t,u) d\xi(u), t\in\R$, generated by the response function g and the strictly φ-sub-Gaussian proces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d073eaced2a248ceff336f1f04de0519
https://doi.org/10.17721/1812-5409.2020/3.5
https://doi.org/10.17721/1812-5409.2020/3.5
Autor:
A. O. Pashko, T. O. Ianevych
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :24-29
Two methods of modeling for the Ornstein-Uhlenbeck process are studied in the work. This process has many applications in physics, financial mathematics, biology. Therefore, it is extremely important to have instruments for modeling this process to s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df345e98691534f18b63a173a7ac08d9
https://doi.org/10.17721/1812-5409.2019/3.3
https://doi.org/10.17721/1812-5409.2019/3.3