The following pages link to (Q4842684):
Displaying 50 items.
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- A version of Hörmander's theorem for the fractional Brownian motion (Q2642923) (← links)
- Fractional smoothness of some stochastic integrals (Q2644332) (← links)
- Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
- Gaussian fluctuations of replica overlap in directed polymers (Q2675981) (← links)
- Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps (Q2679214) (← links)
- Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise (Q2692946) (← links)
- Integration with respect to fractal functions and stochastic calculus. II (Q2732536) (← links)
- ON WEIGHTED<i>L</i><sup>2</sup>(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION (Q2746371) (← links)
- GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378) (← links)
- Stochastic volterra equations in the plane: smoothness of the law (Q2765176) (← links)
- Shell model for time-correlated random advection of passive scalars. (Q2771971) (← links)
- Small stochastic perturbations in a general fractional kinetic equation (Q2786469) (← links)
- Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes (Q2856036) (← links)
- General approximation schemes for option prices in stochastic volatility models (Q2869978) (← links)
- Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) (← links)
- Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models (Q2893286) (← links)
- The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos (Q2906158) (← links)
- Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction (Q2925041) (← links)
- Hitting probabilities for nonlinear systems of stochastic waves (Q2944987) (← links)
- Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise (Q2946089) (← links)
- Asymptotic behavior and blowup for two generalized Ginzburg–Landau type equations with several nonlinear source terms (Q2962404) (← links)
- Stochastic elastic equation driven by multiplicative multi-parameter fractional noise (Q2970120) (← links)
- Scaling limits of solutions of linear evolution equations with random initial conditions (Q2977583) (← links)
- Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model (Q2996571) (← links)
- Mixed finite element method for the heat diffusion equation in a random medium (Q3080999) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
- Rough stochastic PDEs (Q3094601) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- The Non-uniform Riemann Approach to Anticipating Stochastic Integrals (Q3158147) (← links)
- Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos (Q3158176) (← links)
- Regularity properties of the stochastic flow of a skew fractional Brownian motion (Q3298327) (← links)
- Dirichlet Forms in Simulation (Q3367272) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2 (Q3423698) (← links)
- Quasi Sure<i>p</i>-Variation of Fractional Brownian Sheet (Q3423714) (← links)
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601) (← links)
- Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (Q3426326) (← links)
- Studying anticipation on financial markets by BSDE (Q3440794) (← links)
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>>1/2 (Q3541200) (← links)
- Itô's formula for linear fractional PDEs (Q3541201) (← links)
- Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205) (← links)
- Maximum likelihood estimation in Skorohod stochastic differential equations (Q3552140) (← links)
- Some Norm Inequalities for Gaussian Wick Products (Q3578755) (← links)
- The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
