The following pages link to (Q3774629):
Displaying 50 items.
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- On quasi likelihood for semimartingales (Q751137) (← links)
- A Bayes formula for nonlinear filtering with Gaussian and Cox noise (Q764410) (← links)
- Stability theorem for stochastic differential equations with jumps (Q809458) (← links)
- Convergence of Nelson diffusions (Q811043) (← links)
- Approximate martingale characterization of Wiener processes on locally compact Abelian groups (Q811547) (← links)
- Law of large numbers and central limit theorem for randomly forced PDE's (Q816992) (← links)
- A piecewise deterministic limit for a multiscale stochastic spatial gene network (Q832616) (← links)
- Noncentral convergence of multiple integrals (Q838003) (← links)
- Portmanteau theorem for unbounded measures (Q850190) (← links)
- The scaling limit behaviour of periodic stable-like processes (Q850762) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- The Burgers superprocess (Q867843) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- The Heckman-Opdam Markov processes (Q880941) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks (Q887409) (← links)
- Analysis of fluctuations of a parametric vacuum tube oscillator with delayed feedback (Q891721) (← links)
- Equilibrium distributions and simulation methods for age structured populations (Q897730) (← links)
- Lévy processes with marked jumps. I: Limit theorems (Q904707) (← links)
- Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity (Q930363) (← links)
- Asymptotic normality of the \(k\)-core in random graphs (Q930680) (← links)
- The emergence of the deterministic Hodgkin-Huxley equations as a limit from the underlying stochastic ion-channel mechanism (Q939070) (← links)
- Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
- Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
- Stability of diffusion stochastic functional differential equations with Markov parameters (Q946710) (← links)
- On stochastic processes associated with relativistic stable distributions (Q946801) (← links)
- Short-memory and the PPP hypothesis (Q956508) (← links)
- A new algorithm to generate beta processes (Q957025) (← links)
- Moderate deviations for Poisson-Dirichlet distribution (Q957519) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- A Trotter-type approach to infinite rate mutually catalytic branching (Q964775) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Itô's theory of excursion point processes and its developments (Q972810) (← links)
- Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix (Q985340) (← links)
- Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
- Asymptotic inference for unit roots in spatial triangular autoregression (Q996728) (← links)
- Random linear functionals arising in stochastic integration (Q996753) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Continuum random trees and branching processes with immigration (Q1001842) (← links)
- Discontinuous superprocesses with dependent spatial motion (Q1001843) (← links)
- Homogenization of random transport along periodic two-dimensional flows (Q1004395) (← links)
