Stochastic Equations and Equations for Probabilistic Characteristics of Processes with Damped Jumps
Processes such as shot noise are an adequate tool for modeling discontinuous random processes with a damping effect. Such processes arise in various fields of physics, technology and human activity, including the field of finance. They allow to simulate not only abrupt changes in the values of proce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Irkutsk State University
2023-09-01
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| Series: | Известия Иркутского государственного университета: Серия "Математика" |
| Subjects: | |
| Online Access: | http://mathizv.isu.ru/en/article/file?id=1460 |