The following pages link to (Q4002114):
Displaying 50 items.
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519) (← links)
- A stochastic mechanism for signal propagation in the brain: force of rapid random fluctuations in membrane potentials of individual neurons (Q304773) (← links)
- Local stability and parameter dependence of mild solutions for stochastic differential equations (Q307307) (← links)
- On a non-linear electronic circuit filtering (Q308026) (← links)
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
- Modeling neural activity with cumulative damage distributions (Q310175) (← links)
- Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Stochastic Newton equation in strong potential limit (Q311981) (← links)
- Fault tolerant quantum filtering and fault detection for quantum systems (Q313187) (← links)
- Analysis of a non-autonomous mutualism model driven by Levy jumps (Q316866) (← links)
- Liouville Brownian motion (Q317499) (← links)
- Sufficient and necessary conditions on the existence of stationary distribution and extinction for stochastic generalized logistic system (Q318628) (← links)
- The threshold of stochastic SIS epidemic model with saturated incidence rate (Q318644) (← links)
- Continuity results and estimates for the Lyapunov exponent of Brownian motion in stationary potential (Q318974) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support (Q326854) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Crossover to the stochastic Burgers equation for the WASEP with a slow bond (Q328478) (← links)
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Interacting particle systems at the edge of multilevel Dyson Brownian motions (Q329475) (← links)
- Service differentiation in a single-period inventory model with numerous customer classes (Q331774) (← links)
- \(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators (Q333111) (← links)
- Tail probability estimates for additive functionals (Q334081) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Optimal dynamic contracts with moral hazard and costly monitoring (Q337806) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations (Q340902) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions (Q343787) (← links)
- Infinite dimensional stochastic differential equations for Dyson's model (Q343791) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Stochastic differential games and energy-efficient power control (Q367443) (← links)
- Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation (Q373229) (← links)
