The following pages link to (Q3997782):
Displaying 50 items.
- The Brownian cactus. II: Upcrossings and local times of super-Brownian motion (Q2349147) (← links)
- On extreme events for non-spatial and spatial branching Brownian motions (Q2356852) (← links)
- Order statistics for jumps of normalised subordinators (Q2368168) (← links)
- Joint density for the local times of continuous-time Markov chains (Q2373567) (← links)
- The Markovian hyperbolic triangulation (Q2375899) (← links)
- Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance (Q2377337) (← links)
- Convergence of the increments of a stochastic integral associated to the stochastic wave equation (Q2389224) (← links)
- Large deviations in total variation of occupation measures of one-dimensional diffusions (Q2389235) (← links)
- Exploring a Fourier-Malliavin numerical model (Q2404601) (← links)
- The submartingale property and Liouville type theorems (Q2408127) (← links)
- The Itô integral for martingales in vector lattices (Q2408774) (← links)
- On the equivalence of probability spaces (Q2412505) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Restriction properties of annulus SLE (Q2429391) (← links)
- Dynkin's isomorphism theorem and the stochastic heat equation (Q2430762) (← links)
- Goodness-of-fit test for switching diffusion (Q2430994) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- Statistical estimation for reflected skew processes (Q2431005) (← links)
- Periodic homogenization with an interface: the multi-dimensional case (Q2431521) (← links)
- Dirichlet forms and semilinear elliptic equations with measure data (Q2436736) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Testing monotonicity via local least concave majorants (Q2448702) (← links)
- On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy (Q2453179) (← links)
- Parameter estimation in two-type continuous-state branching processes with immigration (Q2454006) (← links)
- A peculiar two point boundary value problem (Q2456023) (← links)
- Conservative stochastic Cahn-Hilliard equation with reflection (Q2456025) (← links)
- Random real trees (Q2458943) (← links)
- Moment explosions in stochastic volatility models (Q2463702) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Quasi sure analysis of local times of anticipating smooth semimartingales (Q2465750) (← links)
- A renewal theory approach to periodic copolymers with adsorption (Q2467607) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- Markov selections for the 3D stochastic Navier-Stokes equations (Q2480810) (← links)
- One-point extensions of Markov processes by darning (Q2480823) (← links)
- Martingale transforms and \(L^p\)-norm estimates of Riesz transforms on complete Riemannian manifolds (Q2480828) (← links)
- The scaling limits of planar LERW in finitely connected domains (Q2482279) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- Bismut-Elworthy's formula and random walk representation for SDEs with reflection (Q2485857) (← links)
- Scaling limits of equilibrium wetting models in \((1+1)\)-dimension (Q2487018) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Optimal risk and liquidity management with costly refinancing opportunities (Q2513438) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
- Nonlinear superprocesses (Q2563931) (← links)
- On a problem of Erdös and Taylor (Q2563932) (← links)
- Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I (Q2563938) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\) (Q2571013) (← links)
- Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
