Pages that link to "Item:Q61365"
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The following pages link to Stochastic Processes and their Applications (Q61365):
Displaying 50 items.
- A lift of spatially inhomogeneous Markov process to extensions of the field of \(p\)-adic numbers (Q550143) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
- Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146) (← links)
- Gradient estimate for Ornstein-Uhlenbeck jump processes (Q550147) (← links)
- Fluctuations of the empirical quantiles of independent Brownian motions (Q550149) (← links)
- Extremes of the standardized Gaussian noise (Q550150) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- The contact process on the complete graph with random vertex-dependent infection rates (Q550156) (← links)
- Multiscale diffusion approximations for stochastic networks in heavy traffic (Q550158) (← links)
- Free quadratic harness (Q550159) (← links)
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations (Q550160) (← links)
- An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- Real harmonizable multifractional stable process and its local properties (Q550163) (← links)
- Transient behavior of the Halfin-Whitt diffusion (Q550164) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Survival of branching random walks with absorption (Q554445) (← links)
- A note on summability of ladder heights and the distributions of ladder epochs for random walks (Q554446) (← links)
- An overshoot approach to recurrence and transience of Markov processes (Q554448) (← links)
- Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
- A chain of interacting particles under strain (Q554452) (← links)
- Critical point and percolation probability in a long range site percolation model on \(\mathbb Z^d\) (Q554455) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- Isotropic self-similar Markov processes (Q554458) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Estimates for the probability that Itô processes remain near a path (Q554463) (← links)
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
- Neighborhood radius estimation for variable-neighborhood random fields (Q554466) (← links)
- Corrigendum to ``Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times'' (Q554469) (← links)
- Metastability of reversible finite state Markov processes (Q555015) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences (Q555018) (← links)
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes (Q555019) (← links)
- Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes (Q555021) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- Filtering partially observable diffusions up to the exit time from a domain (Q555023) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Rough Volterra equations. II: Convolutional generalized integrals (Q555028) (← links)
- A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length (Q556644) (← links)
- The effect of boundary conditions on the density of states for random Schrödinger operators (Q578745) (← links)
- On regular variation of probability densities (Q579734) (← links)
- Markov process large deviations in \(\tau\)-topology (Q579735) (← links)
- An urn model with Bernoulli removals and independent additions (Q579778) (← links)
