Now showing items 1-2 of 2

  • Di Nunno, Giulia; Haferkorn, Hannes Hagen (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
    Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general ...
  • Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
    We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending on the past history of the process itself. ...