Some contributions to the study of stochastic processes of the classes and-Reference-Cited by-同舟云学术

Some contributions to the study of stochastic processes of the classes and

Published:2017-03-30 Issue:8 Volume:89 Page:1253-1269
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Eyi-Obiang Fulgence¹,Ouknine Youssef²³,Moutsinga Octave¹,Trutnau Gerald⁴

Affiliation:

1. Faculté des Sciences, URMI Laboratory, Département de Mathématiques et Informatique, Université des Sciences et Techniques de Masuku, Franceville, Gabon.

2. Faculty of Sciences Semlalia, LIBMA Laboratory, Department of Mathmatics, Cadi Ayyad University, Marrakech, Morocco.

3. Hassan II Academy of Sciences and Technologies, Rabat, Morocco.

4. Department of Mathematical Sciences and Research Institute of Mathematics of Seoul National University, Seoul, South Korea.

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2017.1307984

Reference21 articles.

1. On the time inhomogeneous skew Brownian motion

2. On Azéma–Yor processes, their optimal properties and the Bachelier–drawdown equation

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