The following pages link to (Q4714465):
Displaying 50 items.
- Sequential testing of process capability indices (Q4913945) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- A new approach for open‐end sequential change point monitoring (Q4997687) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- The killed Brox diffusion (Q5044429) (← links)
- Adjustment Dynamics in Network Games with Stochastic Parameters (Q5048466) (← links)
- A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models (Q5053489) (← links)
- Regular Networks Unification in Games with Stochastic Parameters (Q5057957) (← links)
- (Q5066867) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- (Q5086468) (← links)
- Maximum and records of random walks with stochastic resetting (Q5093845) (← links)
- Game of Variable Contributions to the Common Good Under Uncertainty (Q5095145) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- On the steady state of continuous-time stochastic opinion dynamics with power-law confidence (Q5152522) (← links)
- A physicist’s guide to explicit summation formulas involving zeros of Bessel functions and related spectral sums (Q5156078) (← links)
- Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- Parisian exchange options (Q5300445) (← links)
- Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics (Q5314594) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- Parameter estimation for Fisher–Snedecor diffusion (Q5402577) (← links)
- Spectral representation of transition density of Fisher–Snedecor diffusion (Q5411909) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- A class of sequential tests for two‐sample composite hypotheses (Q5443818) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- Rarity and exponentiality: an extension of Keilson's theorem, with applications (Q5697591) (← links)
- On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567) (← links)
- A Sample Size Formula for the Supremum Log‐Rank Statistic (Q5715355) (← links)
- AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION (Q5850999) (← links)
- Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets (Q5857411) (← links)
- Exact first-passage time distributions for three random diffusivity models (Q5876371) (← links)
- On sequences of records generated by planar random walks (Q5877276) (← links)
- A stationary model of non-intersecting directed polymers (Q5879200) (← links)
- Diffusion with stochastic resetting screened by a semipermeable interface (Q5879391) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type (Q5921646) (← links)
- Adoption of uncertain multi-stage technology projects: a real options approach (Q5931984) (← links)
- Statistics of dwell times in a reaction with randomly fluctuating rates (Q5936859) (← links)
- Dynamic value at risk under optimal and suboptimal portfolio policies. (Q5952434) (← links)
- The impact of delivery lags on irreversible investment under uncertainty (Q5955098) (← links)
- Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (Q6050023) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
- Spectral design of anomalous diffusion (Q6095667) (← links)
- On weak convergence of stochastic differential equations with irregular coefficients (Q6113263) (← links)
