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Information × Registration Number 0307U001344, 0106U005864 , R & D reports Title Analytic and stochastic methods of investigation of dynamic systems popup.stage_title Розробка стохастичного числення, статистичного оцінювання та моделювання у задачах з неповною інформацією Head Mishura Yuliya Stepanivna, Registration Date 16-02-2007 Organization Taras Shevchenko Kiev university popup.description2 Asymptotic behavior of financial markets was investigated. Optimal strategies for the problem of reselling of options were found. The solution of the problem of optimal filtration of systems with the multidimensional fractional Brownian noise was found. The formulae were derived for the characteristics of optimal estimator of the linear functional of a vector stationary sequence. Models of log Gaussian Cox processes were constructed.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close