The following pages link to (Q3997782):
Displaying 50 items.
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- (Q3217388) (← links)
- Limit theorems for random walk excursion conditioned to enclose a typical area (Q3296752) (← links)
- Fractional Klein–Kramers dynamics for subdiffusion and Itô formula (Q3301202) (← links)
- A Kolmogorov-type theorem for stochastic fields (Q3383682) (← links)
- Pricing with non-smooth utility function (Q3396066) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709) (← links)
- Asymptotic Behavior of Poisson Kernels on NA Groups (Q3424256) (← links)
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- A mathematical modeling framework for software reliability testing† (Q3442629) (← links)
- Optimal Cross Hedging of Insurance Derivatives (Q3518300) (← links)
- On the goodness-of-fit testing for ergodic diffusion processes (Q3569218) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Multifractal Products of Stationary Diffusion Processes (Q3633137) (← links)
- Canonical Representation for Gaussian Processes (Q3653086) (← links)
- Computer algebra in probability and statistics (Q4036290) (← links)
- Different types of spdes in the eyes of girsanov's theorem (Q4215900) (← links)
- SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856) (← links)
- Thermal capacity estimates on the Allen-Cahn equation (Q4243616) (← links)
- Present value of some insurance portfolios (Q4248558) (← links)
- A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold (Q4292752) (← links)
- Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions (Q4321265) (← links)
- Measure valued branching in random medium (Q4342427) (← links)
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
- (Q4351907) (← links)
- Impulse Control Method and Exchange Rate (Q4372007) (← links)
- On Some Exponential‐Integral Functionals of Bessel Processes (Q4372012) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023) (← links)
- Laplace asymptotics for generalized K.P.P. equation (Q4386048) (← links)
- Long-Term Returns in Stochastic Interest Rate Models: Applications (Q4407163) (← links)
- Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
- Integration by parts on the Brownian Meander (Q4441802) (← links)
- General urn models with several types of balls and Gaussian limiting fields (Q4446879) (← links)
- Non‐parametric Estimation of the Death Rate in Branching Diffusions (Q4455926) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- MultiFactor Valuation of Floating Range Notes (Q4464014) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- (Q4524438) (← links)
- Goodness of fit test for isotonic regression (Q4534846) (← links)
- Sur quelques algorithmes récursifs pour les probabilités numériques (Q4534847) (← links)
- Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited (Q4534850) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934) (← links)
- Deterministic and Stochastic FitzHugh–Nagumo Systems (Q4567934) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- Critical random forests (Q4580338) (← links)
