The following pages link to (Q4714465):
Displaying 50 items.
- Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
- Erratum to: ``Ruin probability in the presence of risky investments'' [Stochastic Process Appl. 116 (2006) 267-278] (Q1001851) (← links)
- Transient nearest neighbor random walk and Bessel process (Q1047153) (← links)
- Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
- Optimal exit and valuation under demand uncertainty: a real options approach (Q1296360) (← links)
- Last passage time for the empirical mean of some mixing processes (Q1305286) (← links)
- Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
- The limits of Sinai's simple random walk in random environment (Q1307452) (← links)
- Exit strategies and price uncertainty: A Greenian approach (Q1381021) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- On the maximum of the generalized Brownian bridge (Q1568064) (← links)
- The adjoint process of killed reflected Brownian motion in a cone and applications (Q1577733) (← links)
- Simulation of a space-time bounded diffusion (Q1578587) (← links)
- The intermediate arc-sine law (Q1579847) (← links)
- Optimal consumption of a divisible durable good (Q1606182) (← links)
- Strata of random mappings---a combinatorial approach (Q1613609) (← links)
- Conditional gaugeability and subcriticality of generalized Schrödinger operators (Q1614779) (← links)
- Explicit form of the first-passage-time density for accelerating subdiffusion (Q1619176) (← links)
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes (Q1649133) (← links)
- The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph (Q1656539) (← links)
- A model for irreversible investment with construction and revenue uncertainty (Q1657537) (← links)
- First-passage time statistics of Markov gamma processes (Q1659373) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Financial equilibrium with asymmetric information and random horizon (Q1691446) (← links)
- A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← links)
- Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
- On distributions of integral functionals of diffusions stopped at inverse range time (Q1746399) (← links)
- Distributions of functionals of switching diffusions (Q1746400) (← links)
- Spectral analysis of stable processes on the positive half-line (Q1748911) (← links)
- The harmonic measure and a Reuter-type result for a process with Bessel components (Q1764192) (← links)
- A stochastic model for transport of size-structured particulate matter subject to fragmentation (Q1764967) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Bounded integrated processes and unit root tests (Q1766955) (← links)
- On the heat equation with a time-dependent singular potential (Q1849079) (← links)
- Local Poincaré inequalities in non-negative curvature and finite dimension (Q1868679) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- On the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
- Strong clumping of super-Brownian motion in a stable catalytic medium (Q1872317) (← links)
- The escape rate of favorite sites of simple random walk and Brownian motion. (Q1879848) (← links)
- Iterated Brownian motion in an open set. (Q1879919) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852) (← links)
- Brownian motion in a quasi-cone (Q1930860) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- On the discrete approximation of occupation time of diffusion processes (Q1952229) (← links)
