The following pages link to (Q4714465):
Displaying 50 items.
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) (Q2498322) (← links)
- Reliability by design in distributed power transmission networks (Q2507913) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Energy of taut strings accompanying Wiener process (Q2512840) (← links)
- Sojourn time in an union of intervals for diffusions (Q2513639) (← links)
- Characteristic operator of a diffusion process (Q2567794) (← links)
- Asymptotic behavior of the local score of independent and identically distributed random sequences. (Q2574587) (← links)
- Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. (Q2574613) (← links)
- Strong approximations of additive functionals of a planar Brownian motion. (Q2574627) (← links)
- Monotonicity of the reflected Bessel transition density on the diagonal (Q2637211) (← links)
- Transforming public pensions: a mixed scheme with a credit granted by the state (Q2656994) (← links)
- Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations (Q2671966) (← links)
- Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
- Distributions of functionals of diffusions with nonstandard switching (Q2684701) (← links)
- Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
- Pricing CoCos with a Market Trigger (Q2801794) (← links)
- The Brownian Fan (Q2935412) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- Statistical Inference for Student Diffusion Process (Q3068099) (← links)
- THE DOTHAN PRICING MODEL REVISITED (Q3084606) (← links)
- On the sequential testing problem for some diffusion processes (Q3108378) (← links)
- Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution (Q3295898) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- Quasistationary distributions for one-dimensional diffusions with killing (Q3420271) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- Adaptive Multilevel Splitting for Rare Event Analysis (Q3444686) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- Sequential Comparison of<i>d</i>Populations and Related Tables (Q3447058) (← links)
- Exponential moments of first passage times and related quantities for Lévy processes (Q3463404) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155) (← links)
- On regularity properties of Bessel flow (Q3647585) (← links)
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes (Q4455927) (← links)
- Exact overflow asymptotics for queues with many Gaussian inputs (Q4462698) (← links)
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
- A local method for estimating change points: the “Hat-function” (Q4505970) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- Volatility skews and extensions of the Libor market model (Q4541584) (← links)
- Estimating fees for managed futures: a continuous-time model with a knockout feature (Q4541592) (← links)
- Valuation formulae for window barrier options (Q4551196) (← links)
- Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals (Q4568553) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
- Shapes of Implied Volatility with Positive Mass at Zero (Q4607048) (← links)
- Partisan gerrymandering with geographically compact districts (Q4611268) (← links)
- Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) (← links)
- (Q4641993) (← links)
- NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
