The following pages link to (Q3862204):
Displaying 50 items.
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces) (Q578750) (← links)
- A stochastic two-target pursuit-evasion differential game with three players moving in a plane (Q581266) (← links)
- Stochastic differential equations on the plane: Smoothness of the solution (Q583719) (← links)
- Super-Brownian motion: Path properties and hitting probabilities (Q583726) (← links)
- The probability of penetrating a protected site: A three-dimensional case (Q584090) (← links)
- Foliations, the ergodic theorem and Brownian motion (Q584802) (← links)
- On optimal control of a Brownian motion (Q594837) (← links)
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361) (← links)
- Stochastic analysis without probability: study of some basic tools (Q619636) (← links)
- Criteria for hitting probabilities with applications to systems of stochastic wave equations (Q627306) (← links)
- Martingale solutions and Markov selection of stochastic 3D Navier-Stokes equations with jump (Q631878) (← links)
- On conditional McKean Lagrangian stochastic models (Q644781) (← links)
- Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case (Q644786) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- A conversation with S. R. S. Varadhan (Q667687) (← links)
- Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
- Spiking the random matrix hard edge (Q682806) (← links)
- Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods (Q690868) (← links)
- Diffusion processes in thin tubes and their limits on graphs (Q690875) (← links)
- Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations (Q707286) (← links)
- The scaling limit of the critical one-dimensional random Schrödinger operator (Q714934) (← links)
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case (Q718862) (← links)
- Absolute continuity under flows generated by SDE with measurable drift coefficients (Q719381) (← links)
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D (Q728524) (← links)
- Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation (Q730341) (← links)
- Quenched non-equilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder (Q731670) (← links)
- On homogenization of space-time dependent and degenerate random flows. II (Q731692) (← links)
- The renormalization transformation for two-type branching models (Q731717) (← links)
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (Q744233) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations (Q748998) (← links)
- An invariance principle for reversible Markov processes. Applications to random motions in random environments (Q750000) (← links)
- A mechanical model of Brownian motion in half-space (Q750022) (← links)
- Einstein's relation between diffusion constant and mobility for a diffusion model (Q751067) (← links)
- Transient bimodality in interacting particle systems (Q751082) (← links)
- A cluster expansion for stochastic lattice fields (Q751090) (← links)
- A supermartingale characterization of a set of stochastic integrals (Q753267) (← links)
- A note on superprocesses (Q756283) (← links)
- The numerical solution of three stochastic differential games (Q761360) (← links)
- Method of Lyapunov functions for analysis of absorption and explosion in Markov chains (Q764402) (← links)
- Stochastic Navier-Stokes equations and related models (Q776187) (← links)
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE (Q782406) (← links)
