The following pages link to (Q4938935):
Displaying 4 items.
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Stationary distributions and convergence for Walsh diffusions (Q2325330) (← links)
- Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988) (← links)