Asosiy kontentga oʻtish
AkademIndex

Xizmatlar

Stochastic processes and financial applications

82 ta ish

  1. Quadratic stochastic operators and zero-sum game dynamics

    Nasir Ganikhodjaev, Rasul Ganikhodjaev, Uygun Jamilov

    MaqolaEconomic theories and modelsErgodic Theory and Dynamical Systems201450 iqtibos
    ABI

  2. On the random dynamics of Volterra quadratic operators

    Uygun Jamilov, Michael Scheutzow, Maite Wilke-Berenguer

    MaqolaOchiq kirishStability and Controllability of Differential EquationsErgodic Theory and Dynamical Systems201527 iqtibos
    ABI

  3. On Nonergodic Uniform Lotka–Volterra Operators

    Farrukh Mukhamedov, Uygun Jamilov, Abror Pirnapasov

    Maqolaadvanced mathematical theoriesMathematical Notes201919 iqtibos
    ABI

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

    Z. Fayazova

    MaqolaStochastic processes and financial applicationsRussian Mathematics201915 iqtibos
    ABI

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

    Nasir Ganikhodjaev, Hasan Akın, Farrukh Mukhamedov

    MaqolaOchiq kirishStochastic processes and financial applicationsLinear Algebra and its Applications200610 iqtibos
    ABI

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

    Азам А. Имомов, Misliddin Murtazaev

    MaqolaStochastic processes and statistical mechanicsJournal of Applied Probability20247 iqtibos
    ABI

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

    Насир Набиевич Ганиходжаев, Farrukh Mukhamedov

    MaqolaAdvanced Topics in AlgebraIzvestiya Mathematics20005 iqtibos
    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

    MaqolaMarkov Chains and Monte Carlo MethodsPositivity20224 iqtibos
    ABI

  9. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

    Akram Shavkatovich Hasanov, Salokhiddin Avazkhodjaev

    BobFinancial Risk and Volatility ModelingContributions to economics20224 iqtibos
    ABI

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

    Steftcho Dokov, David P. Morton, Ivilina Popova

    MaqolaRisk and Portfolio Optimization20173 iqtibos
    ABI

  11. Laplace and Hua Luogeng Operators

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

    MaqolaStochastic processes and financial applicationsRussian Mathematics20203 iqtibos
    ABI

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

    Ya. M. Khusanbaev

    MaqolaOchiq kirishStochastic processes and statistical mechanicsTheory of Probability and Mathematical Statistics20092 iqtibos
    ABI

  13. Some Applications Idempotent Probability Measures Space

    Kh. F. Kholturaev

    MaqolaOchiq kirishStochastic processes and financial applicationsBulletin of Science and Practice20192 iqtibos
    ABI

  14. Dynamics of nonlinear stochastic operators and associated Markov measures

    Uygun Jamilov, Farrukh Mukhamedov, Farzona Mukhamedova +1

    MaqolaOchiq kirishStochastic processes and financial applicationsMathematical Methods in the Applied Sciences20242 iqtibos
    ABI

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

    Farrukh Mukhamedov

    MaqolaAdvanced Queuing Theory AnalysisRussian Mathematical Surveys20022 iqtibos
    ABI

  16. 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

    MaqolaFinancial Markets and Investment StrategiesInternational Journal of Modelling and Simulation20162 iqtibos
    ABI

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

    Ya. M. Khusanbaev

    MaqolaOchiq kirishStochastic processes and statistical mechanicsUkrainian Mathematical Journal20132 iqtibos
    ABI

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

    Herold Dehling, Olimjon Sh. Sharipov

    MaqolaOchiq kirishProbability and Risk ModelsStatistics & Probability Letters20091 iqtibos
    ABI

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

    Steftcho Dokov, Ivilina Popova, David P. Morton

    MaqolaRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)20191 iqtibos
    ABI

  20. Dynamics of Quadratic Operators of Idempotent Measures

    I. T. Juraev

    Maqolaadvanced mathematical theoriesLobachevskii Journal of Mathematics20221 iqtibos
    ABI

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

    Kholsaid Kholturaev

    MaqolaStochastic processes and financial applicationsМатематические заметки20221 iqtibos
    ABI

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

    Abror Tagaymurotov, A. A. Zaitov

    MaqolaStochastic processes and financial applicationsLobachevskii Journal of Mathematics20231 iqtibos
    ABI

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

    A. Ya. Ishmetov

    MaqolaMathematical Biology Tumor GrowthJournal of Mathematical Sciences20241 iqtibos
    ABI

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

    Азам А. Имомов, Misliddin Murtazaev

    MaqolaStochastic processes and statistical mechanicsJournal of Theoretical Probability20241 iqtibos
    ABI

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

    Азам А. Имомов, Sarvar B. Iskandarov

    BobStochastic processes and statistical mechanicsCommunications in computer and information science20241 iqtibos
    ABI