The following pages link to (Q4002114):
Displaying 50 items.
- Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing (Q490718) (← links)
- On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179) (← links)
- Spinning Brownian motion (Q491185) (← links)
- On some functional inequalities for skew Brownian motion (Q492160) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Maximal displacement of a branching random walk in time-inhomogeneous environment (Q492963) (← links)
- An explicit and positivity preserving numerical scheme for the mean reverting CEV model (Q495866) (← links)
- Stochastic perturbations of periodic orbits with sliding (Q496314) (← links)
- Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
- Long time asymptotics of non-symmetric random walks on crystal lattices (Q502611) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Dynamical behavior for a stochastic predator-prey model with HV type functional response (Q506220) (← links)
- Chaos in temperature in generic \(2p\)-spin models (Q506497) (← links)
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- A sustainability condition for stochastic forest model (Q507308) (← links)
- A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- Adaptive approximation of the minimum of Brownian motion (Q511112) (← links)
- Equilibrium fluctuations for a discrete Atlas model (Q511127) (← links)
- The quadratic variation of continuous time stochastic processes in vector lattices (Q511240) (← links)
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- Estimates on functional integrals of quantum mechanics and non-relativistic quantum field theory (Q514284) (← links)
- Compressible fluids driven by stochastic forcing: the relative energy inequality and applications (Q514300) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Iterated stochastic processes: simulation and relationship with high order partial differential equations (Q518860) (← links)
- First passage time for Brownian motion and piecewise linear boundaries (Q518868) (← links)
- Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth (Q519064) (← links)
- Nonequilibrium statistical mechanics of a solid immersed in a continuum (Q521542) (← links)
- Statistical descriptions of polydisperse turbulent two-phase flows (Q521792) (← links)
- Computing deltas without derivatives (Q522065) (← links)
- Comparison theorem for stochastic functional differential equations and applications (Q523082) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Vortices in a stochastic parabolic Ginzburg-Landau equation (Q523380) (← links)
- Randomly perturbed switching dynamics of a DC/DC converter (Q524015) (← links)
- Probabilistic interpretation of the Calderón problem (Q524728) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Jumps in equilibrium prices and market microstructure noise (Q527958) (← links)
- Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
