The following pages link to (Q4538693):
Displaying 11 items.
- The moments of a diffusion process (Q1642244) (← links)
- Filtering for partially observed diffusion and its applications (Q1673260) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Detecting the sampling rate through observations (Q2207916) (← links)
- Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (Q2271607) (← links)
- Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- (Q3004641) (← links)
- (Q3326788) (← links)
- (Q3727184) (← links)
- (Q4940266) (← links)