The following pages link to (Q3721531):
Displaying 50 items.
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
- On the structure of the domain of a symmetric jump-type Dirichlet form (Q409054) (← links)
- Hamilton-Jacobi equations in space of measures associated with a system of conservation laws (Q409653) (← links)
- Stochastic equations, flows and measure-valued processes (Q414291) (← links)
- Limit dynamics for stochastic models of data exchange in parallel computation networks (Q415676) (← links)
- Large graph limit for an SIR process in random network with heterogeneous connectivity (Q417072) (← links)
- Controlled stochastic networks in heavy traffic: convergence of value functions (Q417083) (← links)
- Stochastic model for cell polarity (Q417085) (← links)
- System identification: regime switching, unmodeled dynamics, and binary sensors (Q419930) (← links)
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Interplay between degenerate convergence of semigroups and asymptotic analysis: a study of a singularly perturbed abstract telegraph system (Q423351) (← links)
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Particle filters with random resampling times (Q424474) (← links)
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- Homogenization of a singular random one-dimensional PDE with time-varying coefficients (Q428152) (← links)
- Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes (Q429283) (← links)
- Escape probabilities for branching Brownian motion among soft obstacles (Q430982) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- Diffusion limits of the random walk Metropolis algorithm in high dimensions (Q433896) (← links)
- Weak convergence and fluid limits in optimal time-to-empty queueing control problems (Q434250) (← links)
- Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary (Q435864) (← links)
- Average and deviation for slow-fast stochastic partial differential equations (Q439101) (← links)
- Generalized self-intersection local time for a superprocess over a stochastic flow (Q439876) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- Stationary distributions for jump processes with memory (Q441237) (← links)
- Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\) (Q441253) (← links)
- Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations (Q442568) (← links)
- Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations (Q442570) (← links)
- Decision making times in mean-field dynamic Ising model (Q443162) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- From diffusions on graphs to Markov chains via asymptotic state lumping (Q451766) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- A time-step approximation scheme for a viscous version of the Vlasov equation (Q457554) (← links)
- Binary recurrent statistical experiments with persistent linear regression (Q460735) (← links)
- Preconditioned Bayesian regression for stochastic chemical kinetics (Q461241) (← links)
- On the rate of convergence to the stationary distribution in the single-server queuing systems (Q462077) (← links)
- Markov jump processes in modeling coalescent with recombination (Q464186) (← links)
- Gibbs point process approximation: total variation bounds using Stein's method (Q465467) (← links)
- A fluctuation limit theorem for a critical branching process with dependent immigration (Q466990) (← links)
- Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
- Continuous-time limit of repeated interactions for a system in a confining potential (Q468744) (← links)
- Mean exit time for a chain of \(N=2,3,4\) oscillators (Q469098) (← links)
- Optimal filtering and the dual process (Q470059) (← links)
- Modeling a case of herding behavior in a multi-player game (Q471423) (← links)
- Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- The component sizes of a critical random graph with given degree sequence (Q473171) (← links)
