Pages that link to "Item:Q3566668"
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The following pages link to On the uniqueness of classical solutions of Cauchy problems (Q3566668):
Displaying 11 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- (Q4351304) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (Q5868931) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- On the Feller-Dynkin and the martingale property of one-dimensional diffusions (Q6110567) (← links)
