Pages that link to "Item:Q2576824"
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The following pages link to Multidimensional diffusion processes. (Q2576824):
Displaying 50 items.
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378) (← links)
- Multidimensional stochastic differential equations with distributional drift (Q5506654) (← links)
- Nonlinear Young integrals and differential systems in Hölder media (Q5506662) (← links)
- Penalisations of multidimensional Brownian motion, VI (Q5851016) (← links)
- Dynamics of a multi-species lottery competition model in stochastic environments (Q5876568) (← links)
- Supermartingales as Radon-Nikodym densities and related measure extensions (Q5962535) (← links)
- Markov bridges: SDE representation (Q5962603) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Switched diffusion processes for non-convex optimization and saddle points search (Q6089196) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Encounters with Martingales in Stochastic Control (Q6096243) (← links)
- An oscillator driven by algebraically decorrelating noise (Q6109372) (← links)
- Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds (Q6122624) (← links)
- Drift estimation for a multi-dimensional diffusion process using deep neural networks (Q6123258) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Existence of weak solutions for stochastic nonlinear impulsive systems (Q6131457) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)
- Continuity of the martingale optimal transport problem on the real line (Q6138920) (← links)
- Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit (Q6144342) (← links)
- Singular integrals and Feller semigroups with jump phenomena (Q6144971) (← links)
- Fluctuation analysis for particle-based stochastic reaction-diffusion models (Q6145595) (← links)
- Fully coupled drift-less forward and backward stochastic differential equations in a degenerate case (Q6161981) (← links)
- General criteria for the study of quasi-stationarity (Q6164925) (← links)
- Lévy flows and associated stochastic PDEs (Q6165996) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
- Quantitative heat-kernel estimates for diffusions with distributional drift (Q6170114) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- On Well-Posedness of Quantum Fluid Systems in the Class of Dissipative Solutions (Q6172773) (← links)
- High‐dimensional limit theorems for SGD: Effective dynamics and critical scaling (Q6182180) (← links)
- Conditioning diffusions with respect to incomplete observations (Q6190220) (← links)
- Mild to classical solutions for XVA equations under stochastic volatility (Q6496950) (← links)
- The role of correlation in diffusion control ranking games (Q6545038) (← links)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
- A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits (Q6550174) (← links)
- Mean viability theorems and second-order Hamilton-Jacobi equations (Q6555692) (← links)
- Fluctuation theorem as a special case of Girsanov theorem (Q6561828) (← links)
- Kantorovich-Rubinstein distance and approximation for non-local Fokker-Planck equations (Q6562231) (← links)
- Adaptive state-dependent diffusion for derivative-free optimization (Q6575305) (← links)
- An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)
- Some strong limit theorems in averaging (Q6593164) (← links)
- Minimum curvature flow and martingale exit times (Q6595718) (← links)
- Can specific THz fields induce collective base-flipping in DNA? A stochastic averaging and resonant enhancement investigation based on a new mesoscopic model (Q6604845) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
- Limit of solutions for semilinear Hamilton-Jacobi equations with degenerate viscosity (Q6623266) (← links)
- Heat kernel estimates for stable-driven SDEs with distributional drift (Q6629544) (← links)
- Mean-field ranking games with diffusion control (Q6631634) (← links)
