The following pages link to (Q3997782):
Displaying 50 items.
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
- Localization transition for a polymer near an interface (Q1370230) (← links)
- Symmetric Langevin spin glass dynamics (Q1370231) (← links)
- Integration by parts and quasi-invariance for heat kernel measures on loop groups (Q1370571) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- On the Markov property of local time for Markov processes on graphs (Q1374632) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- The mean velocity of a Brownian motion in a random Lévy potential (Q1381567) (← links)
- Deviation inequalities for continuous martingales (Q1382466) (← links)
- From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus (Q1386780) (← links)
- Quantum extensions of semigroups generated by Bessel processes (Q1387363) (← links)
- Random perturbations of deterministic equilibria. (Q1400990) (← links)
- The joint distributions of several important actuarial diagnostics in the classical risk model. (Q1413331) (← links)
- Joint distributions of some actuarial random vectors containing the time of ruin (Q1413344) (← links)
- The joint density function of three characteristics on jump-diffusion risk process. (Q1413411) (← links)
- Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (Q1413970) (← links)
- Stochastic flows for SDEs with non-Lipschitz coefficient. (Q1415377) (← links)
- A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion (Q1420174) (← links)
- On the stability of nonlinear Feynman-Kac semigroups (Q1424017) (← links)
- Quasi sure quadratic variation of local times of smooth semimartingales. (Q1427637) (← links)
- Sharp asymptotic results for simplified mutation-selection algorithms (Q1429118) (← links)
- Sharp bounds for transition probability densities of a class of diffusions (Q1565904) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Path properties of superprocesses with a general branching mechanism (Q1568280) (← links)
- Enumeration of the records of a Poisson point process (Q1568287) (← links)
- Application of log-Sobolev inequality to the stochastic dynamics of unbounded spin systems on the lattice (Q1568543) (← links)
- Stochastic calculus for Brownian motion on a Brownian fracture (Q1578583) (← links)
- Stochastic integration for set-indexed processes (Q1580503) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The stochastic heat equation: Feynman-Kac formula and intermittence. (Q1593216) (← links)
- Excursions for polymers in elongational flows. (Q1593217) (← links)
- Effective conductivity and skew Brownian motion. (Q1593259) (← links)
- On the use of Lyapunov methods in renewal theory (Q1593592) (← links)
- Integration by parts on Bessel bridges and related stochastic partial differential equations (Q1598489) (← links)
- Reflection between two conjugate diffusions (Q1608754) (← links)
- A comparison of homogenization and large deviations, with applications to wavefront propagation (Q1613603) (← links)
- Strata of random mappings---a combinatorial approach (Q1613609) (← links)
- Two-parameter Bessel processes (Q1613636) (← links)
- Global fluctuations for 1D log-gas dynamics (Q1630663) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- Generalized regularized long wave equation with white noise dispersion (Q1685677) (← links)
- Descent algorithm for nonsmooth stochastic multiobjective optimization (Q1687314) (← links)
- Nevanlinna-type theorems for meromorphic functions on non-positively curved Kähler manifolds (Q1689402) (← links)
- Leafwise Brownian motions and some function theoretic properties of laminations (Q1692339) (← links)
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
- Decomposition of backward SLE in the capacity parametrization (Q1726837) (← links)
- Mutual winding angles of particles in Brownian stochastic flows with top Lyapunov exponent equal to zero (Q1729553) (← links)
