The study of Dirichlet forms and Markov processes in fractal geometry offers a robust framework for analysing irregular spaces that do not conform to classical Euclidean structures. Dirichlet forms ...
The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
This article empirically compares the Markov-switching and stochastic volatility diffusion models of the short rate. The evidence supports the Markov-switching diffusion model. Estimates of the ...
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