The following pages link to (Q4492756):
Displaying 50 items.
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Controlling the occupation time of an exponential martingale (Q1678509) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Financial equilibrium with asymmetric information and random horizon (Q1691446) (← links)
- Tensor approximation of generalized correlated diffusions and functional copula operators (Q1703029) (← links)
- A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- A Poisson-fault model for testing power transformers in service (Q1719449) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Particle and kinetic models for swarming particles on a sphere and stability properties (Q1730997) (← links)
- Impact of demography on extinction/fixation events (Q1731919) (← links)
- Coupled self-organized hydrodynamics and Stokes models for suspensions of active particles (Q1734986) (← links)
- Ergodicity of an SPDE associated with a many-server queue (Q1737961) (← links)
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema (Q1737970) (← links)
- Stochastic input-to-state stability of random impulsive nonlinear systems (Q1738580) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- A characterization of Wishart processes and Wishart distributions (Q1743347) (← links)
- A fractional kinetic process describing the intermediate time behaviour of cellular flows (Q1746144) (← links)
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
- Pathwise construction of tree-valued Fleming-Viot processes (Q1748952) (← links)
- Applications of pathwise Burkholder-Davis-Gundy inequalities (Q1750083) (← links)
- Pinching and twisting Markov processes (Q1872337) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
- Market selection: hungry misers and bloated bankrupts (Q1938962) (← links)
- An analysis on the shear modulus of the modified Jeffreys model (Q2008455) (← links)
- Periodic homogenization of a Lévy-type process with small jumps (Q2021727) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Some martingales associated with multivariate Bessel processes (Q2036563) (← links)
- The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance (Q2042640) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Deep state-space Gaussian processes (Q2058900) (← links)
- Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions (Q2059691) (← links)
- Cartan connections for stochastic developments on sub-Riemannian manifolds (Q2061524) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- The absence of attrition in a war of attrition under complete information (Q2078041) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Sticky PDMP samplers for sparse and local inference problems (Q2104011) (← links)
- Some recent developments on Lie symmetry analysis of stochastic differential equations (Q2107405) (← links)
- Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
- Robustly complete finite-state abstractions for verification of stochastic systems (Q2112105) (← links)
- Brownian motion, martingales and Itô formula in Clifford analysis (Q2128114) (← links)
- Unique quasi-stationary distribution, with a possibly stabilizing extinction (Q2132530) (← links)
- Bisimulation for Feller-Dynkin processes (Q2133163) (← links)
- Towards a classification of behavioural equivalences in continuous-time Markov processes (Q2133467) (← links)
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk (Q2139110) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Bessel SPDEs and renormalised local times (Q2174661) (← links)
