The following pages link to (Q4002114):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Control of dynamical systems with discrete and uncertain observations (Q255872) (← links)
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- The boundary of a square tiling of a graph coincides with the Poisson boundary (Q261520) (← links)
- Optimal investment and consumption under partial information (Q261540) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Comparison theorems for neutral stochastic functional differential equations (Q264458) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Large deviations for Bernstein bridges (Q265634) (← links)
- Imaginary geometry. I: Interacting SLEs (Q267007) (← links)
- Anomalous diffusion in fast cellular flows at intermediate time scales (Q267010) (← links)
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Imitation dynamics with payoff shocks (Q267096) (← links)
- Favard separation method for almost periodic stochastic differential equations (Q267488) (← links)
- Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains (Q270176) (← links)
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Endogenous trading in credit default swaps (Q272211) (← links)
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Optimal statistical decisions about some alternative financial models (Q276923) (← links)
- No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
- Path integral methods for stochastic differential equations (Q282649) (← links)
- Density of space-time distribution of Brownian first hitting of a disc and a ball (Q283379) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Optimal designs of positive definite kernels for scattered data approximation (Q285543) (← links)
- A service system with on-demand agent invitations (Q285960) (← links)
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems (Q288202) (← links)
- A new model for realistic random perturbations of stochastic oscillators (Q288749) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134) (← links)
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- An arctangent law (Q297143) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (Q300618) (← links)
- The Gumbel test and jumps in the volatility process (Q300783) (← links)
- Inference in a synchronization game with social interactions (Q301960) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Towards the fast scrambling conjecture (Q302968) (← links)
- Global strong solution to the three-dimensional stochastic incompressible magnetohydrodynamic equations (Q303605) (← links)
