The following pages link to (Q3582787):
Displaying 26 items.
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- A probabilistic solution to the Stroock-Williams equation (Q465473) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- A converse to a theorem of P. Lévy (Q1107220) (← links)
- An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift (Q1586570) (← links)
- Drifting games and Brownian motion (Q1604221) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- MEXIT: maximal un-coupling times for stochastic processes (Q1713460) (← links)
- Markov or non-Markov property of \(cM-X\) processes (Q1884810) (← links)
- Performance analysis of production systems with correlated demand via diffusion approximations (Q1929669) (← links)
- Reflected Brownian motion with a drift that depends on its local time (Q2273712) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- The British Russian Option (Q3108365) (← links)
- (Q4529807) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
- Representations of the Brownian snake with drift (Q4799384) (← links)
- (Q4854272) (← links)
- Integral functionals under the excursion measure (Q5109493) (← links)
- On Drifting Brownian Motion Made Periodic (Q5126595) (← links)
- Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures (Q5193192) (← links)
- Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation (Q5877460) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Extended Lévy's theorem for a two-sided reflection (Q6597231) (← links)
