Pages that link to "Item:Q1613581"

The following pages link to Some calculations for doubly perturbed Brownian motion (Q1613581):

Displaying 18 items.

• Minimizing the time to a decision (Q655582) (← links)
• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516) (← links)
• Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps (Q990774) (← links)
• Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion (Q1291955) (← links)
• Density functions of doubly-perturbed stochastic differential equations with jumps (Q1705064) (← links)
• Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275) (← links)
• Upper and lower limits of doubly perturbed Brownian motion (Q1978134) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
• A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
• Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching (Q2146653) (← links)
• The averaging method for doubly perturbed distribution dependent SDEs (Q2170241) (← links)
• Doubly perturbed neutral stochastic functional equations (Q2389566) (← links)
• Doubly perturbed jump-diffusion processes (Q2518282) (← links)
• Perturbed uncertain differential equations and perturbed reflected canonical process (Q2671030) (← links)
• (Q4213423) (← links)
• Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
• Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients (Q6046014) (← links)
• Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary (Q6123184) (← links)