The following pages link to (Q3959169):
Displaying 50 items.
- On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion (Q616264) (← links)
- On the stochastic quasi-linear symmetric hyperbolic system (Q618286) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stability in distribution of competitive Lotka-Volterra system with Markovian switching (Q638853) (← links)
- Reconstructing free energy profiles from nonequilibrium relaxation trajectories (Q639324) (← links)
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching (Q641637) (← links)
- Curvature diffusions in general relativity (Q644764) (← links)
- Uniqueness in law for stochastic boundary value problems (Q650171) (← links)
- A robustness analysis of biological population models with protection zone (Q651759) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész (Q653801) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- An inverse first-passage problem for one-dimensional diffusions with random starting point (Q654458) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- On stochastic logistic equation with Markovian switching and white noise (Q663529) (← links)
- On the Neumann problem for PDE's with a small parameter and the corresponding diffusion processes (Q664345) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- SDE SIS epidemic model with demographic stochasticity and varying population size (Q671008) (← links)
- Stochastic Wess-Zumino-Witten model over a symplectic manifold (Q678119) (← links)
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (Q678376) (← links)
- Asymptotic singular windings of ergodic diffusions (Q678377) (← links)
- On the isotropy of continuized dislocated crystals. II. The isotropy of diffusive properties (Q678642) (← links)
- Permanence of stochastic Lotka-Volterra systems (Q683946) (← links)
- Anticommuting variables, fermionic path integrals and supersymmetry (Q687765) (← links)
- A note on nonlinear stochastic equations in Hilbert spaces (Q689532) (← links)
- Möbius transformations and extended diffusion above the homeomorphisms of the disk (Q692085) (← links)
- On three magnetic relativistic Schrödinger operators and imaginary-time path integrals (Q692863) (← links)
- The infinite Brownian loop on a symmetric space. (Q699250) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Variational representations for continuous time processes (Q720739) (← links)
- Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps (Q722647) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Stability of fractional neutral stochastic partial integro-differential equations (Q727504) (← links)
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes (Q727926) (← links)
- Free energies and fluctuations for the unitary Brownian motion (Q728503) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- An asymptotic result for Brownian polymers (Q731449) (← links)
- Skew-product representations of multidimensional Dunkl Markov processes (Q731689) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process (Q738348) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Existence, extinction and global asymptotical stability of a stochastic predator-prey model with mutual interference (Q741383) (← links)
- New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (Q744233) (← links)
- Wong-Zakai approximations of backward doubly stochastic differential equations (Q744969) (← links)
