The following pages link to (Q3685792):
Displaying 12 items.
- Call option prices based on Bessel processes (Q539516) (← links)
- Limit law of the local time for Brox's diffusion (Q639335) (← links)
- Local times for superdiffusions (Q688067) (← links)
- Rates of convergence to the local time of a diffusion (Q1264268) (← links)
- Path transformations for local times of one-dimensional diffusions (Q1615897) (← links)
- A density for the local time of the Brox diffusion (Q2006734) (← links)
- Timing observations of diffusions (Q2302499) (← links)
- Local time penalizations with various clocks for one-dimensional diffusions (Q2414892) (← links)
- (Q3460918) (← links)
- (Q3974810) (← links)
- The local time of a two-dimensional diffusion (Q4307853) (← links)
- Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems (Q5915400) (← links)