Pages that link to "Item:Q3992729"

The following pages link to Stochastic differential equations and diffusion processes. (Q3992729):

Displaying 50 items.

• On the averaging principle for stochastic delay differential equations with jumps (Q738542) (← links)
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• Venttsel' problems in fractal domains (Q742236) (← links)
• On exceptional times for generalized Fleming-Viot processes with mutations (Q744176) (← links)
• Integration on loop groups. I: Quasi invariant measures (Q752206) (← links)
• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel (Q753374) (← links)
• A note on sums and maxima of independent, identically distributed random variables (Q761693) (← links)
• Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory (Q762961) (← links)
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity (Q765682) (← links)
• Diffusion-approximation in stochastically forced kinetic equations (Q776173) (← links)
• Solutions of SPDE's associated with a stochastic flow (Q778177) (← links)
• Schauder estimates for nonlocal kinetic equations and applications (Q781643) (← links)
• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part II: Stochastic Hopf bifurcation (Q781814) (← links)
• Dynamics of a stochastic regime-switching predator-prey model with modified Leslie-Gower Holling-type II schemes and prey harvesting (Q783484) (← links)
• Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields (Q783803) (← links)
• Operator limit of the circular beta ensemble (Q784169) (← links)
• Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields (Q805065) (← links)
• Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus (Q810306) (← links)
• Parabolicity, the divergence theorem for \(\delta\)-subharmonic functions and applications to the Liouville theorems for harmonic maps (Q812889) (← links)
• Chaos, complex transients and noise: illustration with a Kaldor model. (Q815640) (← links)
• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
• Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
• Heat trace asymptotics on equiregular sub-Riemannian manifolds (Q826462) (← links)
• On a generalized population dynamics equation with environmental noise (Q826686) (← links)
• Stationary distribution of stochastic population dynamics in state-dependent random environments (Q826760) (← links)
• Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration (Q828638) (← links)
• A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential (Q829943) (← links)
• Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes (Q837067) (← links)
• Some properties of superprocesses under a stochastic flow (Q838324) (← links)
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion (Q838326) (← links)
• Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
• Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
• The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
• Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type (Q843706) (← links)
• From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
• A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
• Continuity modulus of stochastic homeomorphism flows for SDEs with non-Lipschitz coefficients (Q859626) (← links)
• A functional modulus of continuity for Brownian motion (Q865502) (← links)
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (Q866946) (← links)
• Multivariate CARMA processes (Q873609) (← links)
• Lower bounds for the density of locally elliptic Itô processes (Q874742) (← links)
• Global flows for stochastic differential equations without global Lipschitz conditions (Q879253) (← links)
• Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula (Q880106) (← links)
• Green and Poisson functions with Wentzell boundary conditions (Q884399) (← links)
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic (Q884833) (← links)
• Kusuoka-Stroock formula on configuration space and regularities of local times with jumps (Q884834) (← links)
• Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
• An SDE approach to leafwise diffusions on foliated spaces and its applications (Q888376) (← links)
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions (Q890495) (← links)
• Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds (Q892664) (← links)