The following pages link to (Q4508926):
Displaying 50 items.
- A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308) (← links)
- On the optimal control method in quaternionic analysis (Q653657) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Haar-based multiresolution stochastic processes (Q715755) (← links)
- On the path structure of a semimartingale arising from monotone probability theory (Q731665) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Discretely sampled signals and the rough Hoff process (Q737171) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Simulation of forward-reverse stochastic representations for conditional diffusions (Q744383) (← links)
- Skew disperson and continuity of local time (Q744579) (← links)
- Stein's method for rough paths (Q778786) (← links)
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory (Q781813) (← links)
- On the topological boundary of the range of super-Brownian motion (Q784165) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Stochastic modelling of thermal effects on a ferromagnetic nano particle (Q785375) (← links)
- Binary sequential representations of random partitions (Q817974) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Scale effects in dynamic contracting (Q829340) (← links)
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
- Markov mortality models: implications of quasistationarity and varying initial distributions (Q851385) (← links)
- Representation theorems, set-valued and fuzzy set-valued Itô integral (Q878973) (← links)
- Non-equilibrium theory of the allele frequency spectrum (Q885377) (← links)
- A formal view on level 2.5 large deviations and fluctuation relations (Q887081) (← links)
- An SDE approach to leafwise diffusions on foliated spaces and its applications (Q888376) (← links)
- Stochastically symplectic maps and their applications to the Navier-Stokes equation (Q899238) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Large scale behavior of semiflexible heteropolymers (Q974770) (← links)
- Behavior near the extinction time in self-similar fragmentations. I: The stable case (Q985326) (← links)
- Degenerate stochastic differential equations for catalytic branching networks (Q985339) (← links)
- Riesz transforms on forms and \(L^p\)-Hodge decomposition on complete Riemannian manifolds (Q986614) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (Q988793) (← links)
- Optimal exercise of executive stock options (Q1003338) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- The alternating marked point process of \(h\)-slopes of drifted Brownian motion (Q1019609) (← links)
- Multifractional, multistable, and other processes with Prescribed local form (Q1028614) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- Windings of Brownian motion and random walks in the plane (Q1307070) (← links)
- The limits of Sinai's simple random walk in random environment (Q1307452) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- On the distribution of Brownian areas (Q1354834) (← links)
- Brownian excursions, critical random graphs and the multiplicative coalescent (Q1356369) (← links)
