The following pages link to (Q4002114):
Displaying 50 items.
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Existence, extinction and global asymptotical stability of a stochastic predator-prey model with mutual interference (Q741383) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
- Occupation time of exclusion processes with conductances (Q743442) (← links)
- Stochastic variational inequalities associated with elasto-plastic torsion (Q744173) (← links)
- Sensitivity analysis for diffusion processes constrained to an orthant (Q744381) (← links)
- KPZ equation, its renormalization and invariant measures (Q744874) (← links)
- Shadow price in the power utility case (Q748318) (← links)
- Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes (Q748447) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Metastability in randomly perturbed dynamical systems: beyond large-deviation theory (Q776397) (← links)
- Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons (Q779161) (← links)
- KPZ equation tails for general initial data (Q782809) (← links)
- Mean field systems on networks, with singular interaction through hitting times (Q784182) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Option prices under generalized pricing kernels (Q812143) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- A quantitative Hopf-type maximum principle for subsolutions of elliptic PDEs (Q827512) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Scale effects in dynamic contracting (Q829340) (← links)
- Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (Q830011) (← links)
- Heavy-traffic limits for many-server queues with service interruptions (Q833098) (← links)
- Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees (Q834101) (← links)
- Time averages, recurrence and transience in the stochastic replicator dynamics (Q835062) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Bandwidth-sharing networks under a diffusion scaling (Q839854) (← links)
- Law of large numbers for Wiener measure with density having two large deviation minimizers (Q841455) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Large deviations for the stochastic shell model of turbulence (Q841612) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Spectral asymptotics for Laplacians on self-similar sets (Q846963) (← links)
- Conditions implying regularity of the three dimensional Navier-Stokes equation. (Q851693) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Asymmetric information in fads models (Q854270) (← links)
- Simulation of conditioned diffusion and application to parameter estimation (Q855929) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- Shy couplings (Q863489) (← links)
- Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
- The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
