The following pages link to (Q4002114):
Displaying 50 items.
- The covariant measure of SLE on the boundary (Q639867) (← links)
- Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary (Q640063) (← links)
- A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
- Small random perturbations of a dynamical system with blow-up (Q641565) (← links)
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching (Q641637) (← links)
- Drift and the risk-free rate (Q642444) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case (Q644786) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
- A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees (Q648054) (← links)
- Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions (Q649747) (← links)
- Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass (Q649917) (← links)
- Functionals of exponential Brownian motion and divided differences (Q651098) (← links)
- Fluctuations for the Ginzburg-Landau \(\nabla \phi\) interface model on a bounded domain (Q651406) (← links)
- Absence of ground state for the Nelson model on static space-times (Q652437) (← links)
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment (Q654513) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
- An \(L_{p }\)-theory for stochastic integral equations (Q657028) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach (Q658566) (← links)
- Heat kernel asymptotics for the measurable Riemannian structure on the Sierpinski gasket (Q658569) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
- Linear loss networks (Q660138) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- A stochastic SIS epidemic with demography: Initial stages and time to extinction (Q663129) (← links)
- Global heat kernel estimates for relativistic stable processes in half-space-like open sets (Q663509) (← links)
- On stochastic logistic equation with Markovian switching and white noise (Q663529) (← links)
- From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\) (Q664318) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- On influences of global and local cues on the rate of synchronization of oscillator networks (Q665156) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
- Corporate portfolio management (Q665540) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
