Keywords: تغییر زمان; primary; 60k37; 60G17; 60J70; secondary; 93C30; 35B65; 91G80; Regime-switching; Markov-modulated; Time-change; Coupling; American option; Initial-boundary value problem;
مقالات ISI تغییر زمان (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
The fractional non-homogeneous Poisson process
Keywords: تغییر زمان; Fractional point processes; Lévy processes; Time-change; Subordination;
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Keywords: تغییر زمان; G12; C51; C63; Time-change; Mean-reverting process with jumps; CDS pricing; Credit index pricing; Tranche pricing;
Stochastic areas of diffusions and applications
Keywords: تغییر زمان; Time-homogeneous diffusion; Time-change; Dambis-Dubins-Schwartz Brownian motion; Azema-Yor stopping time; Omega risk model; Risk model with tax;
Gradient estimates for SDEs driven by multiplicative Lévy noise
Keywords: تغییر زمان; 60H15; 35R60Gradient estimate; Derivative formula; Lévy process; Time-change
Harnack inequalities for SDEs driven by subordinate Brownian motions
Keywords: تغییر زمان; Harnack inequality; Gradient estimate; Subordinate Brownian motion; Time-change; Stochastic differential equation
BSDEs driven by time-changed Lévy noises and optimal control
Keywords: تغییر زمان; 60H10; 91G80BSDE; Time-change; Maximum principle; Doubly stochastic Poisson process; Conditionally independent increments
Lagging and leading coupled continuous time random walks, renewal times and their joint limits
Keywords: تغییر زمان; primary, 60G50, 60F17, 60G22; secondary, 82C31Continuous time random walk; Stochastic process limit; Lévy process; Time-change; Subordination; Triangular array; Renewal times; Skorokhod space; Subdiffusion
The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
Keywords: تغییر زمان; 60G18; 60G51; 60J25Semi-stable Markov processes; Multiplicative Lévy processes; Lamperti representation; Time-change; Feller processes
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Keywords: تغییر زمان; C13; G12; Kalman filter; Lévy process; Long-memory; Quasi-likelihood; Realised variance; Stochastic volatility; Time-change;