The following pages link to (Q3997782):
Displaying 50 items.
- The arctangent law for a certain random time related to one-dimensional diffusions (Q4607795) (← links)
- Uniform convergence of penalized time-inhomogeneous Markov processes (Q4615433) (← links)
- Smooth Random Functions, Random ODEs, and Gaussian Processes (Q4621288) (← links)
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy (Q4631454) (← links)
- Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
- Some analysis of a stochastic logistic growth model (Q4639167) (← links)
- Deterministic implied volatility models (Q4646768) (← links)
- Ruin probabilities for competing claim processes (Q4667992) (← links)
- On driftless one-dimensional sdes with time-dependent diffusion coefficients (Q4719385) (← links)
- Non-independence of excursions of the Brownian sheet and of additive Brownian motion (Q4787447) (← links)
- Local times of functions of continuous semimartingales (Q4835284) (← links)
- Construction of local solutions to sde's with singular drift (Q4840929) (← links)
- First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
- On the stochastic heat equation with spatially-colored random forcing (Q4915340) (← links)
- Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics (Q4933352) (← links)
- Poisson approximation, compensators and coupling (Q4946986) (← links)
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de (Q4950734) (← links)
- Integration stochastique multivoque et inclusions differentielles stochastiques (Q4950737) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- From microscopic price dynamics to multidimensional rough volatility models (Q5022269) (← links)
- Branching processes with interactions: subcritical cooperative regime (Q5022287) (← links)
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet (Q5029012) (← links)
- Unit boundary length quantum disk: a study of two different perspectives and their equivalence (Q5030237) (← links)
- Laplace Operators in Gamma Analysis (Q5038280) (← links)
- Liouville conformal field theory on even-dimensional spheres (Q5056493) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- Bayesian estimation of incompletely observed diffusions (Q5086440) (← links)
- On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits (Q5086707) (← links)
- On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach (Q5126528) (← links)
- Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain (Q5126587) (← links)
- Estimating a class of diffusions from discrete observations via approximate maximum likelihood method (Q5147562) (← links)
- Universal excursion and bridge shapes in ABBM/CIR/Bessel processes (Q5152588) (← links)
- Asymptotically optimal dynamic pricing for network revenue management (Q5168855) (← links)
- Some Bernstein processes similar to Cox–Ingersoll–Ross ones (Q5213060) (← links)
- Multifactor Approximation of Rough Volatility Models (Q5227408) (← links)
- BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (Q5242406) (← links)
- Doob: A Half-Century on (Q5312855) (← links)
- (Q5326932) (← links)
- Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum (Q5366996) (← links)
- Multitype Branching Brownian Motion and Traveling Waves (Q5415101) (← links)
- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583) (← links)
- Approximation of the fractional Brownian sheet<i>VIA</i>Ornstein-Uhlenbeck sheet (Q5429595) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)
- A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606) (← links)
- On a Class of Generalized Integrands (Q5430130) (← links)
- Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion (Q5430136) (← links)
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology (Q5443749) (← links)
- A simple PDE and Wiener‐Hopf Riccati equations (Q5463335) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
