Analysis of stochastic events described by the fractional stochastic equations, Langevin dynamics with elastic collisions, analysis of extremal events
Priority areas of development: mathematics
The project has been carried out as part of the HSE Program of Fundamental Studies.
Panov V., Samarin E. Multivariate asset-pricing model based on subordinated stable processes // Applied Stochastic Models in Business and Industry. 2019. Vol. 35. P. 1060-1076. doi
Molchanov S., Panov V. Limit theorems for the alloy-type random energy model // Stochastics-An International Journal of Probability and Stochastic Processes. 2019. Vol. 91. No. 5. P. 754-772. doi