Pages that link to "Item:Q1733803"
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The following pages link to On explicit local solutions of Itô diffusions (Q1733803):
Displaying 5 items.
- The local principle of large deviations for solutions of Itô stochastic equations with quick drift (Q328747) (← links)
- A numerical scheme using Itô excursions for simulating local time resp. Stochastic differential equations with reflection (Q1282252) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION (Q4822547) (← links)