The following pages link to (Q3997782):
Displaying 50 items.
- Reflected Brownian motion in generic triangles and wedges (Q877718) (← links)
- On a joint distribution for the risk process with constant interest force (Q882861) (← links)
- The range of tree-indexed random walk in low dimensions (Q888540) (← links)
- A Doob h-transform of the Gross-Pitaevskii Hamiltonian (Q892419) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- On the mixed fractional Brownian motion (Q937469) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest (Q939327) (← links)
- Maximal speed of particles in super-lévy process (Q940602) (← links)
- Reversibility of chordal SLE (Q941303) (← links)
- Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points (Q943529) (← links)
- Some results on fractional Brownian sheets and their local times (Q951758) (← links)
- Quasi-invariance properties of a class of subordinators (Q952739) (← links)
- Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (Q952831) (← links)
- Duality of chordal SLE (Q958173) (← links)
- On extending classical filtering equations (Q958936) (← links)
- The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times (Q963936) (← links)
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift (Q977449) (← links)
- Continuous LERW started from interior points (Q981026) (← links)
- Periodic homogenization with an interface: the one-dimensional case (Q983179) (← links)
- Functional central limit theorem for additive functionals of \(\alpha \)-stable processes (Q983732) (← links)
- Stochastic differential equations with coefficients in Sobolev spaces (Q984414) (← links)
- Evolution problems in spaces of probability measures (Q989344) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- On the works of kiyosi itô and stochastic analysis (Q1000327) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Strong uniqueness for a class of singular SDEs for catalytic branching diffusions (Q1003419) (← links)
- Limits of one-dimensional diffusions (Q1011152) (← links)
- Neumann Bessel heat kernel monotonicity (Q1016098) (← links)
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion (Q1016103) (← links)
- Killed Brownian motion and inequalities among solutions of the Schrödinger equation (Q1016614) (← links)
- On limiting values of stochastic differential equations with small noise intensity tending to zero (Q1017648) (← links)
- Zero-noise solutions of linear transport equations without uniqueness: An example (Q1028078) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- On parameter estimation for switching diffusion process (Q1041707) (← links)
- Multivalued stochastic differential equations with non-Lipschitz coefficients (Q1044820) (← links)
- Set-indexed Brownian motion on increasing paths (Q1047159) (← links)
- Construction of semimartingales from pieces by the method of excursion point processes (Q1091035) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Robustness of stability of nonlinear systems with stochastic delay perturbations (Q1195850) (← links)
- A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces (Q1201899) (← links)
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (Q1207134) (← links)
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition (Q1210342) (← links)
- Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV (Q1261975) (← links)
- The log-Sobolev inequality on loop space over a compact Riemannian manifold (Q1268078) (← links)
- Optimal stopping inequalities for the integral of Brownian paths (Q1269069) (← links)
- Uniqueness of Schrödinger operators restricted in a domain (Q1269618) (← links)
- Extremes, rainflow cycles and damage functionals in continuous random processes (Q1272157) (← links)
