In this paper, we considered a stochastic model of chemical reactive flows acting through porous media under the influence of nonlinear external random fluctuations, where the interchanges of…
by
Mhamed Eddahbi, Mogtaba Mohammed, and Hammou El-Otmany
In this study, we explore backward stochastic differential equations driven by a Poisson process and an independent Brownian motion, denoted for short as BSDEJs. The generator exhibits logarithmic…
The predominant approach for studying volatility is through various GARCH specifications, which are widely utilized in model-based analyses. This study focuses on assessing the predictive…