Pages that link to "Item:Q3995465"

The following pages link to Theory of martingales. Transl. from the Russian by K. Dzjaparidze (Q3995465):

Displaying 47 items.

• Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812) (← links)
• Large deviations for Hamiltonian systems on intermediate time scales (Q5038979) (← links)
• (Q5053851) (← links)
• Stochastically Adaptive Control and Synchronization: From Globally One-Sided Lipschitzian to Only Locally Lipschitzian Systems (Q5072978) (← links)
• Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty (Q5085249) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• Stabilization and destabilization of nonlinear stochastic differential delay equations (Q5086476) (← links)
• On the existence of semimartingales with continuous characteristics (Q5086516) (← links)
• Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
• An Analysis of a Large-Scale Machine Repair Model (Q5113880) (← links)
• On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
• A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
• Diffusion-Scale Tightness of Invariant Distributions of a Large-Scale Flexible Service System (Q5246180) (← links)
• Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• Multiserver queueing systems with retrials and losses (Q5437198) (← links)
• NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
• The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
• Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
• Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384) (← links)
• Stability of stochastic delay neural networks (Q5939354) (← links)
• Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions (Q5945095) (← links)
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335) (← links)
• Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control (Q6054882) (← links)
• Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
• New stochastic convergence theorems: overcoming the limitations of LaSalle theorems (Q6073115) (← links)
• Community modulated recursive trees and population dependent branching processes (Q6074682) (← links)
• Synchronization for stochastic coupled networks with Lévy noise via event-triggered control (Q6079015) (← links)
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
• Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching (Q6101719) (← links)
• Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations (Q6109139) (← links)
• Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)
• CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES (Q6124038) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• On a Diffusion Approximation of a Prediction Game (Q6153528) (← links)
• Maximal inequalities and some applications (Q6158179) (← links)
• Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions (Q6159385) (← links)
• Stochastic time-varying extremum seeking and its applications (Q6164032) (← links)
• Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
• Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
• A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
• Optimal growth strategies in a stochastic market model with endogenous prices (Q6589443) (← links)
• Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay (Q6632860) (← links)
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity (Q6635725) (← links)
• Higher order homogenization for random non-autonomous parabolic operators (Q6643680) (← links)