The following pages link to (Q4002114):
Displaying 50 items.
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- On the semimartingale property via bounded logarithmic utility (Q665818) (← links)
- Balance, growth and diversity of financial markets (Q665825) (← links)
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- The free energy of the random walk pinning model (Q679607) (← links)
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
- Simple arbitrage (Q691114) (← links)
- Estimates for the Poisson kernel and the evolution kernel on the Heisenberg group (Q692818) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Horizon dependence of utility optimizers in incomplete models (Q693036) (← links)
- Analysis of a stochastic predator-prey model with applications to intrahost HIV genetic diversity (Q694713) (← links)
- Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3 (Q707605) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- Capped stock loans (Q710965) (← links)
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243) (← links)
- Preserving positivity in solutions of discretised stochastic differential equations (Q711313) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- The scaling limit of the critical one-dimensional random Schrödinger operator (Q714934) (← links)
- Probabilistic analysis of the upwind scheme for transport equations (Q717432) (← links)
- Markov processes on time-like graphs (Q717881) (← links)
- The regularizing effects of resetting in a particle system for the Burgers equation (Q717886) (← links)
- The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component (Q718871) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Non-differentiable embedding of Lagrangian systems and partial differential equations (Q719599) (← links)
- Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application (Q721469) (← links)
- Dynamics and simulations of a stochastic predator-prey model with infinite delay and impulsive perturbations (Q721574) (← links)
- Parametric estimation for non recurrent diffusion processes (Q722665) (← links)
- The scaling limit of the KPZ equation in space dimension 3 and higher (Q723378) (← links)
- Weak synchronization for isotropic flows (Q727467) (← links)
- Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results (Q727484) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Homogenization of a singular random one-dimensional PDE (Q731685) (← links)
- Skew-product representations of multidimensional Dunkl Markov processes (Q731689) (← links)
- On the regulator-insurer interaction in a structural model (Q732093) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent (Q734658) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Fractional motions (Q740796) (← links)
