Pages that link to "Item:Q1326262"

The following pages link to The Novikov and entropy conditions of multidimensional diffusion processes with singular drift (Q1326262):

Displaying 19 items.

• Optimal statistical decisions about some alternative financial models (Q276923) (← links)
• A statistical equilibrium model of competitive firms (Q428028) (← links)
• Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
• On the existence of diffusions with singular drift coefficient (Q1119276) (← links)
• Harnack's inequality for parabolic operators with singular low order terms (Q1340616) (← links)
• On exponential moments of two Brownian functionals (Q1359726) (← links)
• On bounded entropy of solutions of multi-dimensional stochastic differential equations (Q1382205) (← links)
• Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
• On exponentials of additive functionals of Markov processes (Q1613580) (← links)
• Brownian motion with singular time-dependent drift (Q1692242) (← links)
• On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift (Q1962119) (← links)
• Weak tail conditions for local martingales (Q2421830) (← links)
• A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
• ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
• On Stochastic Differential Equations with Locally Unbounded Drift (Q3151360) (← links)
• (Q4002873) (← links)
• Some sufficient conditions for Novikov’s criterion (Q4563671) (← links)
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes (Q4598557) (← links)
• A class of infinite dimensional stochastic processes with unbounded diffusion (Q5265793) (← links)