Pages that link to "Item:Q2798413"

The following pages link to Brownian Motion, Martingales, and Stochastic Calculus (Q2798413):

Displaying 50 items.

• Brownian motion martingales and stochastic calculus (Q444329) (← links)
• Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
• Optimizing the fractional power in a model with stochastic PDE constraints (Q1632058) (← links)
• Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
• Stochastic calculus. An introduction through theory and exercises (Q2012644) (← links)
• Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations (Q2035761) (← links)
• On modifications of the Bachelier model (Q2045094) (← links)
• Concentration of scalar ergodic diffusions and some statistical implications (Q2077347) (← links)
• Irreversible investment with random delay and partial prepayment (Q2083995) (← links)
• Hausdorff and Fourier dimension of graph of continuous additive processes (Q2105076) (← links)
• The stable graph: the metric space scaling limit of a critical random graph with i.i.d. power-law degrees (Q2105139) (← links)
• A universality result for subcritical complex Gaussian multiplicative chaos (Q2117441) (← links)
• Brownian motion, martingales and Itô formula in Clifford analysis (Q2128114) (← links)
• Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (Q2128236) (← links)
• Convergence in law for complex Gaussian multiplicative chaos in phase III (Q2135397) (← links)
• Recurrence and windings of two revolving random walks (Q2144341) (← links)
• Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\) (Q2148911) (← links)
• The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins (Q2149938) (← links)
• Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms (Q2152515) (← links)
• Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations (Q2155522) (← links)
• Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential (Q2157439) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• Foundation of quantum mechanics: once again (Q2289691) (← links)
• Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
• Eta invariants and the hypoelliptic Laplacian (Q2319580) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• Delta-hedging in fractional volatility models (Q2694770) (← links)
• Asymptotic expansion of smooth functions in polynomials in deterministic matrices and iid GUE matrices (Q2696101) (← links)
• Stochastic analysis and diffusion processes (Q2846515) (← links)
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• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
• Stochastic Normalizing Flows for Inverse Problems: A Markov Chains Viewpoint (Q5052899) (← links)
• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (Q5074909) (← links)
• Strong convergence to two-dimensional alternating Brownian motion processes (Q5090308) (← links)
• Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions (Q5126591) (← links)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
• Selfsimilarity of diffusions’ first passage times (Q5876391) (← links)
• Selfsimilar diffusions (Q5877424) (← links)
• Hazard-selfsimilarity of diffusions’ first passage times (Q5888042) (← links)
• Brownian motion. An introduction to stochastic processes. With a chapter on simulation by Björn Böttcher (Q5891534) (← links)
• Metric growth dynamics in Liouville quantum gravity (Q6040877) (← links)
• Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise (Q6045321) (← links)
• On the persistent homology of almost surely \(C^0\) stochastic processes (Q6061911) (← links)
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations (Q6067274) (← links)
• Local law and rigidity for unitary Brownian motion (Q6070366) (← links)
• Monte Carlo simulation of SDEs using GANs (Q6072362) (← links)