Pages that link to "Item:Q1861408"
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The following pages link to Parabolic differential equations with unbounded coefficients -- A generalization of the parametrix method (Q1861408):
Displaying 21 items.
- A new kind of the solution of degenerate parabolic equation with unbounded convection term (Q317653) (← links)
- \(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators (Q333111) (← links)
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain (Q638028) (← links)
- Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method (Q829571) (← links)
- On the asymptotic behavior of solutions of the heat equation with a random, long-range correlated potential (Q983731) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- Unique solvability of parabolic equations with almost periodic coefficients in Hölder spaces. (Q1889488) (← links)
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions (Q2066937) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- The parametrix method for parabolic SPDEs (Q2196545) (← links)
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (Q2216048) (← links)
- On the complexity of parabolic initial-value problems with variable drift (Q2489153) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Bounded invertibility and separability of a parabolic type singular operator in the space L2(R2) (Q5099153) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
- Optimal Reaction Coordinates: Variational Characterization and Sparse Computation (Q6109132) (← links)
- Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
- Well-posedness of Kolmogorov-Fokker-Planck equations with unbounded drift (Q6648757) (← links)
