Pages that link to "Item:Q2576824"
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The following pages link to Multidimensional diffusion processes. (Q2576824):
Displaying 50 items.
- Stochastic heavy ball (Q1697485) (← links)
- Doubly probabilistic representation for the stochastic porous media type equation (Q1700405) (← links)
- SPDE limit of the global fluctuations in rank-based models (Q1746148) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Stationary distributions of the Atlas model (Q1748558) (← links)
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps (Q1751966) (← links)
- Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations (Q1788827) (← links)
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
- Large deviations for Brownian particle systems with killing (Q1800956) (← links)
- Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law (Q1872381) (← links)
- Probabilistic approximation for a porous medium equation. (Q1877524) (← links)
- A link of stochastic differential equations to nonlinear parabolic equations (Q1933996) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Locally Feller processes and martingale local problems (Q1994912) (← links)
- Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914) (← links)
- Small jumps asymptotic of the moving optimum Poissonian SDE (Q2000149) (← links)
- Forward backward SDEs in weak formulation (Q2001569) (← links)
- Invariance of white noise for KdV on the line (Q2006709) (← links)
- Reaction-diffusion models: from particle systems to SDE's (Q2010485) (← links)
- Continuous-time stochastic games (Q2013336) (← links)
- Concentration inequalities for additive functionals: a martingale approach (Q2021419) (← links)
- On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations (Q2025671) (← links)
- Uniqueness in law for stable-like processes of variable order (Q2030999) (← links)
- Solution semiflow to the compressible Euler equations with damping (Q2038202) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600) (← links)
- Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients (Q2075898) (← links)
- Amplitude equations for SPDEs with cubic nonlinearity forced by general multiplicative Gaussian noise (Q2082577) (← links)
- Random dynamical system generated by the 3D Navier-Stokes equation with rough transport noise (Q2082673) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies (Q2086995) (← links)
- Propagation of chaos: a review of models, methods and applications. I: Models and methods (Q2088752) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance (Q2115707) (← links)
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process (Q2116486) (← links)
- Rate of escape of conditioned Brownian motion (Q2119679) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- Remarks on the non-uniqueness in law of the Navier-Stokes equations up to the J.-L. Lions' exponent (Q2121080) (← links)
- On path-dependent SDEs involving distributional drifts (Q2122924) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. II (Q2157438) (← links)
- Comparison principles and applications to mathematical modelling of vegetal meta-communities (Q2167614) (← links)
- Multiscale moving boundary modelling of cancer interactions with a fusogenic oncolytic virus: the impact of syncytia dynamics (Q2173059) (← links)
- Local densities for a class of degenerate diffusions (Q2179637) (← links)
