The following pages link to (Q3997782):
Displaying 50 items.
- Strong approximation for the supermarket model (Q2572400) (← links)
- Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420) (← links)
- On the most visited sites of symmetric Markov processes. (Q2574511) (← links)
- On the convex hull of a Brownian excursion with parabolic drift. (Q2574575) (← links)
- Asymptotic behavior of the local score of independent and identically distributed random sequences. (Q2574587) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- \(L^p\) solutions of backward stochastic differential equations. (Q2574605) (← links)
- Ruin probabilities for a~risk process with stochastic return on investments. (Q2574640) (← links)
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171) (← links)
- Estimates on path delocalization for copolymers at selective interfaces (Q2575675) (← links)
- Stochastic differential switching game in infinite horizon (Q2633673) (← links)
- The dynamical sine-Gordon model (Q2634684) (← links)
- Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes (Q2634901) (← links)
- Ergodicity of the tip of an SLE curve (Q2634902) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- Regularity of local times of random fields (Q2642078) (← links)
- Retrospective exact simulation of diffusion sample paths with applications (Q2642805) (← links)
- SLE loop measures (Q2660393) (← links)
- Mapping properties of fundamental harmonic analysis operators in the exotic Bessel framework (Q2661200) (← links)
- Systems of reflected stochastic PDEs in a convex domain: analytical approach (Q2661239) (← links)
- Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem (Q2663403) (← links)
- On the lack of semimartingale property (Q2668503) (← links)
- Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q2710467) (← links)
- Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere) (Q2759046) (← links)
- Competition systems in a random environment: a convergence result (Q2765175) (← links)
- Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206) (← links)
- Uniform approximation of the Cox-Ingersoll-Ross process (Q2786430) (← links)
- Bessel Processes, the Brownian Snake and Super-Brownian Motion (Q2798576) (← links)
- Some Sufficient Conditions for the Ergodicity of the Lévy Transformation (Q2865102) (← links)
- Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107) (← links)
- Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121) (← links)
- Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes (Q2908745) (← links)
- Diversity and No Arbitrage (Q2929468) (← links)
- Book Review: Fundamentals of stochastic filtering (Q2949094) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- A local-time correspondence for stochastic partial differential equations (Q3003609) (← links)
- A Random String with Reflection in a Convex Domain (Q3005164) (← links)
- Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981) (← links)
- On the combinatorics of iterated stochastic integrals (Q3017885) (← links)
- A generalization of the Burkholder–Davis–Gundy inequalities (Q3017920) (← links)
- First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a Boundary (Q3081442) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- Rough stochastic PDEs (Q3094601) (← links)
- Boundary driven Brownian gas (Q3121500) (← links)
- An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces (Q3128358) (← links)
- Weighted 𝐿² inequalities for square functions (Q3130773) (← links)
- Backward stochastic differential equations with Azéma's martingale (Q3148775) (← links)
- Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (Q3155677) (← links)
