Thông tin nhà nghiên cứu KH&CN

The Total Variation Distance Between the Solutions to Stochastic Volterra Equations and SDEs with Its Applications

Rate of Convergence of the Perturbed Diffusion Process to Its Unperturbed Limit

Rates of Convergence in the Central Limit Theorem for Nonlinear Statistics Under Relaxed Moment Conditions

Lipschitz continuity in the Hurst index of the solutions of fractional stochastic Volterra integro-differential equations

Density estimates for the exponential functionals of fractional Brownian motion

Weak convergence of delay SDEs with applications to Carathéodory approximation.

A Berry-Esseen bound in the Smoluchowski-Kramers approximation

Tail distribution estimates for one-dimensional diffusion processes

Kolmogorov distance between the exponential functionals of fractional Brownian motion

Density estimates for solutions of stochastic functional differential equations

Density estimates and central limit theorem for the functional of fractional SDEs

Distribution of the integral of maximum processes and applications

Tail estimates for exponential functionals and applications to SDEs

The probability of finite-time blowup of a semi-linear SPDE with fractional noise

A stochastic predator-prey system with Watt-type functional response

On the small-time behavior of stochastic logistic models

Some sufficient conditions for Novikov´s criterion

Gaussian density estimates for the solution of singular stochastic Riccati equations

Tail probability estimates for additive functionals

The density of solutions to multifractional stochastic Volterra integro-differential equations

Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model

Gaussian estimates for solutions of some one-dimensional stochastic equations

Asymptotic behavior of linear advanced differential equations

Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space

On exponential stability of linear Levin-Nohel integro-differential equations

Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

Jacobi processes driven by fractional Brownian motion

Stochastic dynamics of a delayed bistable system with multiplicative noise

Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays

An asymptotic stability theorem for quasilinear delay differential equations with oscillating coefficients

New stability conditions for mixed linear Levin-Nohel integro-differential equations

A stochastic Ginzburg-Landau equation with impulsive effects

The existence of a positive solution for a generalized delay logistic equation with multifractional noise

Linear multifractional stochastic Volterra integro-differential equations

Fractional stochastic differential equations with applications to finance

Mackey–Glass equation driven by fractional Brownian motion

On Delayed Logistic Equation Driven by Fractional Brownian Motion

Fractional geometric mean-reversion processes

Semimartingale approximation of fractional Brownian motion and its applications

Fractional stochastic differential equations: a semimartingale approach

An approximate approach to fractional stochastic integration and its applications

A Class of Fractional Stochastic Differential Equations

Gaussian lower bounds for the density via Malliavin calculus

Nghiên cứu luật xác suất của nghiệm của các phương trình ngẫu nhiên sử dụng giải tích Malliavin

Mật độ xác suất đuôi và các xấp xỉ xác suất sử dụng phương pháp Malliavin-Stein và ứng dụng

Một vài ứng dụng của phương pháp Malliavin-Stein

Một vài ứng dụng của phương pháp Malliavin-Stein

Mật độ, xác suất đuôi và các xấp xỉ xác suất sử dụng phương pháp Malliavin-Stein và ứng dụng

Nghiên cứu luật xác suất của nghiệm của các phương trình ngẫu nhiên sử dụng giải tích Malliavin

Stability of differential equations with advanced arguments

Các phương trình vi phân ngẫu nhiên phân thứ có trễ trong không gian Hilbert

Các phương pháp ngẫu nhiên trong Tài chính