The following pages link to (Q4002114):
Displaying 50 items.
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
- The Tychonoff uniqueness theorem for the \(G\)-heat equation (Q547391) (← links)
- Exponential stability of impulsive stochastic functional differential equations (Q549804) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Long-term behaviour of a cyclic catalytic branching system (Q550139) (← links)
- Fluctuations of the empirical quantiles of independent Brownian motions (Q550149) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Drift rate control of a Brownian processing system (Q558667) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations (Q606239) (← links)
- The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model (Q607574) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- On stochastic population model with the Allee effect (Q611775) (← links)
- The worst case for real options (Q613589) (← links)
- Damped-driven KdV and effective equations for long-time behaviour of its solutions (Q616152) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition (Q618567) (← links)
- Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition (Q618834) (← links)
- On a diffusive version of the Lifschitz-Slyozov-Wagner equation (Q620512) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- On the moments and the interface of the symbiotic branching model (Q624662) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Regular solutions for multiplicative stochastic Landau-Lifshitz-Gilbert equation and blow-up phenomena (Q625947) (← links)
- On the short time asymptotic of the stochastic Allen-Cahn equation (Q629781) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise (Q631556) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Stochastic control via direct comparison (Q633815) (← links)
- Variation analysis of semi-canonical process (Q636487) (← links)
- Liouville quantum gravity and KPZ (Q636827) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Vector-valued stochastic delay equations -- a semigroup approach (Q637606) (← links)
- Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit (Q638466) (← links)
- From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics (Q639266) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- Momentum estimates and ergodicity for the 3D stochastic cubic Ginzburg-Landau equation with degenerate noise (Q639497) (← links)
