Pages that link to "Item:Q5361988"
From MaRDI portal
The following pages link to Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988):
Displaying 8 items.
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- On some properties of sticky Brownian motion (Q3384671) (← links)
- (Q3572102) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
