Oscillating processes with applications in queuing theory. Applications of Lévy processes in financial mathematics and modeling of credit risks.

As part of this study, we try various fresh queuing systems with finite buffer study. We also plan to develop a method to "two-boundary" functionals to study. This problem translates into getting some important characteristics of oscillating queuing systems. The second objective is to examine Pearson diffusions and Pearson type numerical solutions of the equations to obtain. The latter are then applied financial mathematics.