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Stochastic processes and financial applications

82 та иш

  1. Quadratic stochastic operators and zero-sum game dynamics

    Nasir Ganikhodjaev, Rasul Ganikhodjaev, Uygun Jamilov

    МақолаEconomic theories and modelsErgodic Theory and Dynamical Systems201445 иқтибос
    ABI

  2. On the random dynamics of Volterra quadratic operators

    Uygun Jamilov, Michael Scheutzow, Maite Wilke-Berenguer

    МақолаStability and Controllability of Differential EquationsErgodic Theory and Dynamical Systems201524 иқтибос
    ABI

  3. On Nonergodic Uniform Lotka–Volterra Operators

    Farrukh Mukhamedov, Uygun Jamilov, Abror Pirnapasov

    Мақолаadvanced mathematical theoriesMathematical Notes201918 иқтибос
    ABI

  4. Boundary Control of the Heat Transfer Process in the Space

    Z. Fayazova

    МақолаStochastic processes and financial applicationsRussian Mathematics201911 иқтибос
    ABI

  5. On the ergodic principle for Markov and quadratic stochastic processes and its relations

    Nasir Ganikhodjaev, Hasan Akın, Farrukh Mukhamedov

    МақолаStochastic processes and financial applicationsLinear Algebra and its Applications20069 иқтибос
    ABI

  6. On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems

    Азам А. Имомов, Misliddin Murtazaev

    МақолаStochastic processes and statistical mechanicsJournal of Applied Probability20246 иқтибос
    ABI

  7. Ergodic properties of discrete quadratic stochastic processes defined on von Neumann algebras

    Насир Набиевич Ганиходжаев, Farrukh Mukhamedov

    МақолаAdvanced Topics in AlgebraIzvestiya Mathematics20005 иқтибос
    ABI

  8. On the set of Gibbs measures for model with a countable set of spin values on Cayley trees

    G. I. Botirov, F. H. Haydarov

    МақолаMarkov Chains and Monte Carlo MethodsPositivity20224 иқтибос
    ABI

  9. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

    Steftcho Dokov, David P. Morton, Ivilina Popova

    МақолаRisk and Portfolio Optimization20173 иқтибос
    ABI

  10. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

    Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

    БобFinancial Risk and Volatility ModelingContributions to economics20223 иқтибос
    ABI

  11. Laplace and Hua Luogeng Operators

    G. Khudayberganov, Askar Maxsetbaevich Khalknazarov, Jonibek Sh. Abdullayev

    МақолаStochastic processes and financial applicationsRussian Mathematics20203 иқтибос
    ABI

  12. The convergence of Galton–Watson branching processes with immigration to a diffusion process

    Ya. M. Khusanbaev

    МақолаStochastic processes and statistical mechanicsTheory of Probability and Mathematical Statistics20092 иқтибос
    ABI

  13. On the ergodic principle for Markov processes associated with quantum quadratic stochastic processes

    Farrukh Mukhamedov

    МақолаAdvanced Queuing Theory AnalysisRussian Mathematical Surveys20022 иқтибос
    ABI

  14. The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

    Khurshid Khudoykulov, Rustam Allado`stov, Ulugbek Khalikov

    МақолаFinancial Markets and Investment StrategiesInternational Journal of Modelling and Simulation20162 иқтибос
    ABI

  15. On the Asymptotic Behavior of a Subcritical Branching Process with Immigration

    Ya. M. Khusanbaev

    МақолаStochastic processes and statistical mechanicsUkrainian Mathematical Journal20132 иқтибос
    ABI

  16. Marcinkiewicz–Zygmund strong laws for -statistics of weakly dependent observations

    Herold Dehling, Olimjon Sh. Sharipov

    МақолаProbability and Risk ModelsStatistics & Probability Letters20091 иқтибос
    ABI

  17. Some Applications Idempotent Probability Measures Space

    Kh. F. Kholturaev

    МақолаStochastic processes and financial applicationsBulletin of Science and Practice20191 иқтибос
    ABI

  18. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

    Steftcho Dokov, Ivilina Popova, David P. Morton

    МақолаRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 иқтибос
    ABI

  19. Dynamics of Quadratic Operators of Idempotent Measures

    I. T. Juraev

    Мақолаadvanced mathematical theoriesLobachevskii Journal of Mathematics20221 иқтибос
    ABI

  20. О $Z$-множествах пространства идемпотентных вероятностных мер

    Kholsaid Kholturaev

    МақолаStochastic processes and financial applicationsМатематические заметки20221 иқтибос
    ABI

  21. On Geometric Form of a Hahn–Banach Theorem’s Version for Idempotent Probability Measures

    Abror Tagaymurotov, A. A. Zaitov

    МақолаStochastic processes and financial applicationsLobachevskii Journal of Mathematics20231 иқтибос
    ABI

  22. Dynamics of nonlinear stochastic operators and associated Markov measures

    Uygun Jamilov, Farrukh Mukhamedov, Farzona Mukhamedova +1

    МақолаStochastic processes and financial applicationsMathematical Methods in the Applied Sciences20241 иқтибос
    ABI

  23. Functor of Idempotent Probability Measures with Compact Support and Open Mappings

    A. Ya. Ishmetov

    МақолаMathematical Biology Tumor GrowthJournal of Mathematical Sciences20241 иқтибос
    ABI

  24. Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems

    Азам А. Имомов, Misliddin Murtazaev

    МақолаStochastic processes and statistical mechanicsJournal of Theoretical Probability20241 иқтибос
    ABI

  25. Further Improvement of the Basic Lemma of Critical Bienaymé-Galton-Watson Branching Systems and Its Applications

    Азам А. Имомов, Sarvar B. Iskandarov

    БобStochastic processes and statistical mechanicsCommunications in computer and information science20241 иқтибос
    ABI