Assessing the suitability of the Langevin equation for analyzing measured data through downsampling by Pyei Phyo Lin, Matthias Wächter, Joachim Peinke, M Reza Rahimi Tabar

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GEOMETRIC BROWNIAN MOTION WITH JUMP DIFFUSION AND VALUE AT RISK ANALYSIS OF PT BANK NEGARA INDONESIA STOCKS by Ainun Zakiah, Evy Sulistianingsih, Neva Satyahadewi

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On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model by Virginia Giorno, Serena Spina

Subjects: “…jump diffusion process…”
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Corporate credit risk modeling under carbon pricing uncertainty: A Knightian uncertainty approach by Chabi Marcellin Daki Dominique, Yixiang Tian

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An exchange rate model where the fundamentals follow a jump-diffusion process by Jean René Cupidon, Judex Hyppolite

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A New Method of Remaining Useful Lifetime Estimation for a Degradation Process with Random Jumps by Yue Zhuo, Lei Feng, Jianxun Zhang, Xiaosheng Si, Zhengxin Zhang

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Exploring Optimisation Strategies Under Jump-Diffusion Dynamics by Luca Di Persio, Nicola Fraccarolo

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Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market by Athinan Sutchada, Sanae Rujivan, Boualem Djehiche

Subjects: “…multivariate mean-reverting jump-diffusion model…”
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Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process by Mohammed Alruqimi, Luca Di Persio

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Filtering for jump-diffusion models by statistical modeling method by K. A. Rybakov

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THE SPECTRAL METHOD OF OPTIMAL FILTERING AND EXTRAPOLATION FOR JUMP-DIFFUSION MODELS by K. A. Rybakov

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APPROXIMATE FILTER FOR JUMP-DIFFUSION MODELS by K. A. Rybakov

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