The following pages link to (Q4492756):
Displaying 50 items.
- Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral (Q2182006) (← links)
- Existence of a unique quasi-stationary distribution in stochastic reaction networks (Q2184608) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities (Q2200503) (← links)
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Exponential mixing property for absorbing Markov processes (Q2244529) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← links)
- Purely excessive functions and hitting times of continuous-time branching processes (Q2282724) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Regular Dirichlet extensions of one-dimensional Brownian motion (Q2291958) (← links)
- Supercritical branching Brownian motion with catalytic branching at the origin (Q2303927) (← links)
- Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
- Cylindrical martingale problems associated with Lévy generators (Q2312775) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
- Stability analysis for stochastic impulsive switched time-delay systems with asynchronous impulses and switches (Q2338185) (← links)
- The segregated \(\Lambda\)-coalescent (Q2338907) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Singular perturbations involving fast diffusion (Q2343228) (← links)
- Global stabilization via time-varying output-feedback for stochastic nonlinear systems with unknown growth rate (Q2344411) (← links)
- Proof techniques in quasi-Monte Carlo theory (Q2347957) (← links)
- The sources of Kolmogorov's \textit{Grundbegriffe} (Q2381765) (← links)
- A generalized model of mutation-selection balance with applications to aging (Q2386138) (← links)
- Imprecise continuous-time Markov chains (Q2411281) (← links)
- A boundary local time for one-dimensional super-Brownian motion and applications (Q2423461) (← links)
- Generalized dimensions of images of measures under Gaussian processes (Q2445302) (← links)
- Deadlines in stochastic contests (Q2452224) (← links)
- A peculiar two point boundary value problem (Q2456023) (← links)
- On the Feller property of Dirichlet forms generated by pseudo differential operators (Q2472342) (← links)
- A generalization of the Wick-Itô stochastic integral (Q2476524) (← links)
- Fluid limits of optimally controlled queueing networks (Q2478415) (← links)
- Collapse of attractors for ODEs under small random perturbations (Q2480819) (← links)
- Ubiquitous systems and metric number theory (Q2483172) (← links)
- SDE solutions, at small times, driven by fractional Brownian motions. (Q2484558) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions (Q2485855) (← links)
- Bismut-Elworthy's formula and random walk representation for SDEs with reflection (Q2485857) (← links)
- Degree two Brownian sheet in dimension three (Q2494403) (← links)
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
- \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's (Q2575674) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Riemann-integration and a new proof of the Bichteler-Dellacherie theorem (Q2637205) (← links)
- The chaotic-representation property for a class of normal martingales (Q2642930) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Strong solutions to a beta-Wishart particle system (Q2677000) (← links)
- A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration (Q2686620) (← links)
- Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
