The following pages link to (Q4002114):
Displaying 50 items.
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- From diffusions on graphs to Markov chains via asymptotic state lumping (Q451766) (← links)
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Relation of a new interpretation of stochastic differential equations to Itô process (Q453762) (← links)
- On a stochastic logistic equation with impulsive perturbations (Q453803) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Probabilistic representations for the solution of higher order differential equations (Q457879) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- Explicit solution of relative entropy weighted control (Q465547) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems (Q470049) (← links)
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- Generalized volatility-stabilized processes (Q470721) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- On a class of diverse market models (Q470733) (← links)
- A comparison theorem for stochastic differential equations under the Novikov condition (Q471045) (← links)
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- Existence for dynamic contact of a stochastic viscoelastic Gao beam (Q475038) (← links)
- On the departure process of the linear loss network (Q475134) (← links)
- Market frictions and corporate finance: an overview paper (Q475313) (← links)
- On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
- Mean field games with nonlinear mobilities in pedestrian dynamics (Q478262) (← links)
- Tracy-Widom at high temperature (Q478410) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Three examples of Brownian flows on \(\mathbb{R}\) (Q479715) (← links)
- Remarks on unboundedness of set-valued Itô stochastic integrals (Q481999) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Robust control and hot spots in spatiotemporal economic systems (Q483899) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Exponential attractors for random dynamical systems and applications (Q487660) (← links)
- A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation (Q487665) (← links)
- Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions (Q488521) (← links)
