Browsing Det matematisk-naturvitenskapelige fakultet by Author "Yablonski, Aleh"

Now showing items 1-3 of 3

  • The calculus of variations for processes with independent increments 
    Yablonski, Aleh (Research report / Forskningsrapport, 2004)
    The purpose of this paper is to construct the calculus of variations for general zero mean processes with independent increments and, in particular for Lévy processes. The calculus based on the operators D and $\delta$, ...
  • Differential equations with generalized coefficients 
    Yablonski, Aleh (Research report / Forskningsrapport, 2004)
    Differential equations with generalized coefficients by using the algebra of new generalized functions are investigated. It is shown that the different interpretations of the solutions of such equations can be described ...
  • MARKET MICROSTRUCTURE AND PRICE DISCOVERY 
    Kettler, Paul C.; Proske, Frank; Yablonski, Aleh (Research report / Forskningsrapport, 2005)
    The design of this study is to investigate the evolution of a stochastic price process consequent to discrete processes of bids and offers in a market microstructure setting. Under a set of flexible assumptions about agent ...