782 citations
- Bogolyubov Institute for Theoretical PhysicsUA346 papers
- National Academy of Sciences of UkraineUA219 papers
- Centre National de la Recherche ScientifiqueFR195 papers
- Imperial College LondonGB148 papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR143 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR142 papers
- National Institute for Subatomic PhysicsNL136 papers
- FZU ‒ Institute of Physics of the Academy of Sciences of the Czech RepublicCZ135 papers
- University of MichiganUS133 papers
- Istituto Nazionale di Fisica Nucleare, Sezione di PadovaIT129 papers
- Aix-Marseille UniversitéFR126 papers
- Centro Brasileiro de Pesquisas FísicasBR124 papers
135 papers · 1 filter
The Burgers equation driven by a stochastic measure
Vadym Radchenko
We study the class of one-dimensional equations driven by a stochastic measure . For we assume only -additivity in probability. This class of equations include the Burger…
Transport equation driven by a stochastic measure
Vadym Radchenko
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only …
First-order planar autoregressive model
Sergiy Shklyar
This paper establishes the conditions of existence of a stationary solution to the first order autoregressive equation on a plane as well as properties of the stationarity solution…
Sample path properties of multidimensional integral with respect to stochastic measure
Boris Manikin, Vadym Radchenko
The integral with respect to a multidimensional stochastic measure, for which we assume only -additivity in probability, is studied. The continuity and differentiability of its…
Gaussian Volterra processes as models of electricity markets
Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu
We introduce a non-Markovian model for electricity markets where the spot price of electricity is driven by several Gaussian Volterra processes, which can be e.g., fractional Brown…
Records in the Infinite Occupancy Scheme
Zakaria Derbazi, Alexander Gnedin, Alexander Marynych
We consider the classic infinite occupancy scheme, where balls are thrown in boxes independently, with probability of hitting box . Each time a box receives its first ball…