The following pages link to (Q4039796):
Displaying 50 items.
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance (Q820883) (← links)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy (Q844049) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure (Q847123) (← links)
- Markov mortality models: implications of quasistationarity and varying initial distributions (Q851385) (← links)
- Diffusion-limited reaction in one dimension (Q852908) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- Correlations and bounds for stochastic volatility models (Q877000) (← links)
- Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times (Q888481) (← links)
- Existence and construction of quasi-stationary distributions for one-dimensional diffusions (Q890495) (← links)
- Critical result on the break-even concentration in a single-species stochastic chemostat model (Q891400) (← links)
- Discrete taut strings and real interpolation (Q897696) (← links)
- On a nonparametric change point detection model in Markovian regimes (Q899057) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes (Q930371) (← links)
- Flexible supply contracts under price uncertainty (Q930966) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- Stability analysis of a stochastic logistic model with nonlinear diffusion term (Q949989) (← links)
- Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363) (← links)
- Welfare effects of controlling labor supply: An application of the stochastic Ramsey model (Q951466) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Optimal management of durable pollution (Q953794) (← links)
- On extending classical filtering equations (Q958936) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- Clustering of discretely observed diffusion processes (Q962291) (← links)
- A structural model of debt pricing with creditor-determined liquidation (Q964566) (← links)
- Thick points of the Gaussian free field (Q964786) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Itô's theory of excursion point processes and its developments (Q972810) (← links)
- Large deviations principles for stochastic scalar conservation laws (Q975309) (← links)
- On stochastic models describing the motions of randomly forced linear viscoelastic fluids (Q978470) (← links)
- Approximations of the Wiener sausage and its curvature measures (Q983882) (← links)
- A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
- Stochastic non-Newtonian fluid motion equations of a nonlinear bipolar viscous fluid (Q984701) (← links)
- Fractional multiplicative processes (Q985348) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Accuracy of state space collapse for earliest-deadline-first queues (Q997940) (← links)
