The following pages link to (Q4002114):
Displaying 50 items.
- Tightness for a stochastic Allen-Cahn equation (Q373234) (← links)
- Multi-point Green's functions for SLE and an estimate of Beffara (Q373583) (← links)
- SLE curves and natural parametrization (Q373585) (← links)
- Systems with large flexible server pools: instability of ``natural'' load balancing (Q373849) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Weakly nonlinear stochastic CGL equations (Q376689) (← links)
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- Stochastic CGL equations without linear dispersion in any space dimension (Q378030) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift (Q378805) (← links)
- Dynamics of a two-prey one-predator system in random environments (Q379909) (← links)
- Rate-optimal tests for jumps in diffusion processes (Q379937) (← links)
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres (Q383669) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- The Riccati system and a diffusion-type equation (Q401969) (← links)
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- A stochastic model for transmission, extinction and outbreak of \textit{Escherichia coli} O157:H7 in cattle as affected by ambient temperature and cleaning practices (Q404007) (← links)
- Shell model of turbulence perturbed by Lévy noise (Q408972) (← links)
- Doob's optional sampling theorem in Riesz spaces (Q409301) (← links)
- Asymptotic properties and simulations of a stochastic logistic model under regime switching (Q409867) (← links)
- Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit (Q411506) (← links)
- Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
- The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth (Q413249) (← links)
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- Shaping bursting by electrical coupling and noise (Q420952) (← links)
- Checking for normality in linear mixed models (Q424315) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Particle filters with random resampling times (Q424474) (← links)
- Survival probability of mutually killing Brownian motions and the O'Connell process (Q425183) (← links)
- Dynamic of a stochastic predator-prey population (Q426306) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Conformally invariant scaling limits in planar critical percolation (Q431511) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
- A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
- Non-extinction of a Fleming-Viot particle model (Q438971) (← links)
- Arithmetic Brownian motion and real options (Q439622) (← links)
- Generalized self-intersection local time for a superprocess over a stochastic flow (Q439876) (← links)
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- On a stochastic partial differential equation with a fractional Laplacian operator (Q444358) (← links)
- Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
