Pages that link to "Item:Q2448520"
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The following pages link to A stochastic differential equation with a sticky point (Q2448520):
Displaying 29 items.
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
- Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights (Q1688294) (← links)
- Large deviations for sticky Brownian motions (Q2024503) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
- Sticky Particles and Stochastic Flows (Q2798573) (← links)
- Stochastic differential equations for sticky Brownian motion (Q2811120) (← links)
- A closer look at the solutions of a degenerate stochastic differential equation (Q2891104) (← links)
- On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909) (← 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)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (Q5106727) (← 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)
- Representation of solutions to sticky stochastic differential equations (Q5887748) (← 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)
- The martingale problem method revisited (Q6165214) (← links)
- The Bethe ansatz for sticky Brownian motions (Q6170359) (← links)
- General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
- Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement (Q6606156) (← links)
- Hitting times for sticky skew CIR process (Q6647788) (← links)
