Pages that link to "Item:Q1180187"

The following pages link to Sticky Brownian motion as the strong limit of a sequence of random walks (Q1180187):

Displaying 37 items.

• Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
• Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion (Q616263) (← links)
• Diffusions as a limit of stretched Brownian motions (Q795410) (← links)
• Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
• Consistent families of Brownian motions and stochastic flows of kernels (Q837999) (← links)
• Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991) (← links)
• Fick law and sticky Brownian motions (Q1730987) (← links)
• Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
• Particle model for the reservoirs in the simple symmetric exclusion process (Q2000729) (← links)
• Large deviations for sticky Brownian motions (Q2024503) (← links)
• A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
• Condensation of SIP particles and sticky Brownian motion (Q2034676) (← links)
• Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation (Q2158607) (← links)
• Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
• The slow bond random walk and the snapping out Brownian motion (Q2240810) (← links)
• Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
• On skew sticky Brownian motion (Q2244524) (← links)
• Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
• Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) (← links)
• Exact formulas for two interacting particles and applications in particle systems with duality (Q2657929) (← links)
• A note on the sticky Brownian motion on \(\mathbb R\) (Q2866258) (← links)
• Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
• A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
• On some properties of sticky Brownian motion (Q3384671) (← links)
• (Q4213625) (← links)
• Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
• Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
• Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
• Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
• Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988) (← links)
• The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
• Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
• Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
• General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
• KPZ equation limit of sticky Brownian motion (Q6592073) (← links)
• Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)