The following pages link to (Q4842684):
Displaying 50 items.
- Welfare effects of controlling labor supply: An application of the stochastic Ramsey model (Q951466) (← links)
- Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
- Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures (Q952831) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Almost sure exponential behavior of a directed polymer in a fractional Brownian environment (Q960550) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Lower bounds for densities of Asian type stochastic differential equations (Q971801) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Differential equations driven by Gaussian signals (Q985327) (← links)
- Stochastic Burgers' equation driven by fractional Brownian motion (Q986586) (← links)
- Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion (Q988676) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- On ergodicity of some Markov processes (Q989181) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- On optimal arbitrage (Q990375) (← links)
- Malliavin calculus for infinite-dimensional systems with additive noise (Q996248) (← links)
- Heat kernel analysis on infinite-dimensional Heisenberg groups (Q999849) (← links)
- Homogenization of periodic linear degenerate PDEs (Q999850) (← links)
- Laplace approximation of transition densities posed as Brownian expectations (Q1001846) (← links)
- Multiple integral representation for functionals of Dirichlet processes (Q1002577) (← links)
- Hydrodynamic turbulence and intermittent random fields (Q1006309) (← links)
- A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Smooth densities for solutions to stochastic differential equations with jumps (Q1016622) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- International capital markets and redundant securities (Q1017021) (← links)
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension (Q1019090) (← links)
- Gradient type noises. II: Systems of stochastic partial differential equations (Q1019699) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- A smooth approach to Malliavin calculus for Lévy processes (Q1028615) (← links)
- On anticipative Girsanov transformations for Lévy processes (Q1028624) (← links)
- Brownian and fractional Brownian stochastic currents via Malliavin calculus (Q1048164) (← links)
- Infinite dimensional Malliavin calculus and its application (Q1210227) (← links)
- On two-parameter non-degenerate Brownian martingales (Q1265683) (← links)
- Analysis and geometry on configuration spaces (Q1268773) (← links)
- An extension of Itô's formula for elliptic diffusion processes (Q1275936) (← links)
- Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs (Q1275944) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- A calculus on Fock space and its probabilistic interpretations (Q1283599) (← links)
- Chaos expansion for the solutions of stochastic differential equations (Q1285774) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals (Q1293842) (← links)
- Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering (Q1295923) (← links)
- Perturbation analysis and Malliavin calculus (Q1296743) (← links)
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds (Q1306269) (← links)
- Stochastic evolution equations with random generators (Q1307072) (← links)
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise (Q1370399) (← links)
- The Sard inequality on Wiener space (Q1370400) (← links)
- Small perturbations in a hyperbolic stochastic partial differential equation (Q1382559) (← links)
