The following pages link to (Q4226355):
Displaying 50 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation (Q373229) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- The solution of the perturbed Tanaka-equation is pathwise unique (Q373569) (← links)
- A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- Lévy processes conditioned on having a large height process (Q376686) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Branching Brownian motion seen from its tip (Q377526) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (Q378805) (← links)
- A simple path to asymptotics for the frontier of a branching Brownian motion (Q378813) (← links)
- A survey of the Schrödinger problem and some of its connections with optimal transport (Q379829) (← links)
- Supervised classification of diffusion paths (Q382738) (← links)
- A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations (Q385553) (← links)
- Volatility occupation times (Q385768) (← links)
- \(L^p\)-solutions of Fokker-Planck equations (Q387128) (← links)
- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
- Gumbel fluctuations for cover times in the discrete torus (Q389274) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- Semi-Markov approach to continuous time random walk limit processes (Q400580) (← links)
- Two population models with constrained migrations (Q401457) (← links)
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
- Harmonic systems with bulk noises (Q411511) (← links)
- On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\) (Q419188) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations (Q425981) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- On temporally completely monotone functions for Markov processes (Q431521) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Non-extinction of a Fleming-Viot particle model (Q438971) (← links)
- Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework (Q439252) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Deviation probability bounds for fractional martingales and related remarks (Q449027) (← links)
- Fubini theorem for multiparameter stable process (Q450172) (← links)
- From diffusions on graphs to Markov chains via asymptotic state lumping (Q451766) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Spectral properties of the massless relativistic harmonic oscillator (Q454892) (← links)
