This paper represents a generalization of the stability result on the Euler-Maruyama solution, which is established in the paper M. Milošević, Almost sure exponential stability of solutions to highly ...
We show that, largely speaking, exponential families are extreme point models in the sense of Lauritzen (1974, 1982, 1984), except that in some cases degenerate measures shall be added. The results ...
Stochastic analysis and modelling encapsulate a rich field that combines rigorous probability theory with analytical tools to capture and forecast the behaviour of systems influenced by inherent ...
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