The following pages link to (Q4039796):
Displaying 50 items.
- Existence of almost periodic solutions of stochastic differential equations with periodic coefficients (Q515478) (← links)
- Stochastic differential equations for models of non-relativistic matter interacting with quantized radiation fields (Q525100) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
- Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Adapted solution of a backward stochastic differential equation (Q584199) (← links)
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations (Q598147) (← links)
- Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- Contour lines of the two-dimensional discrete Gaussian free field (Q617861) (← links)
- Scaling limit for the diffusion exit problem in the Levinson case (Q617907) (← links)
- Diffusive behavior for randomly kicked Newtonian particles in a spatially periodic medium (Q621323) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise (Q633987) (← links)
- On moment stability properties for a class of state-dependent stochastic networks (Q634856) (← links)
- The mean first rotation time of a planar polymer (Q635780) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- On local linear approximations to diffusion processes (Q642240) (← links)
- On confined McKean Langevin processes satisfying the mean no-permeability boundary condition (Q645593) (← links)
- A note on asymptotic behaviors of stochastic population model with Allee effect (Q646231) (← links)
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745) (← links)
- On the neutrality of debt in investment intensity (Q666452) (← links)
- The uniform modulus of continuity of iterated Brownian motion (Q678079) (← links)
- Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
- On pathwise rate conservation for a class of semi-martingales (Q689175) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- A path decomposition for Lévy processes (Q689457) (← links)
- Representation of Itô integrals by Lebesgue/Bochner integrals (Q690836) (← links)
- Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
- A closed form solution to one dimensional Robin boundary problems (Q692683) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- The shape of unlabeled rooted random trees (Q710724) (← links)
- Noisy heteroclinic networks (Q718872) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- An asymptotic result for Brownian polymers (Q731449) (← links)
- A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces (Q731718) (← links)
- Burkholder's submartingales from a stochastic calculus perspective (Q733354) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Entrance and exit at infinity for stable jump diffusions (Q784167) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Efficient Markovian couplings: Examples and counterexamples (Q811755) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
