The following pages link to (Q5713276):
Displaying 50 items.
- Interior \(W^{1,p}\) regularity and Hölder continuity of weak solutions to a class of divergence Kolmogorov equations with discontinuous coefficients (Q383904) (← links)
- Characterization of solutions of a class of ultraparabolic equations of the Kolmogorov type (Q392922) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- On conditional McKean Lagrangian stochastic models (Q644781) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Path dependent volatility (Q940996) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type (Q1661119) (← links)
- Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
- Fundamental solutions of the Cauchy problem for some degenerate parabolic equations of the Kolmogorov type (Q1760014) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients (Q2021529) (← links)
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case (Q2064317) (← links)
- Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients (Q2065071) (← links)
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions (Q2066937) (← links)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients (Q2128551) (← links)
- Spatial regularity for a class of degenerate Kolmogorov equations (Q2147972) (← links)
- Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form (Q2149086) (← links)
- Local densities for a class of degenerate diffusions (Q2179637) (← links)
- The parametrix method for parabolic SPDEs (Q2196545) (← links)
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (Q2216048) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
- Global solutions for a path-dependent hybrid system of differential equations under parabolic signal (Q2312541) (← links)
- Cauchy problem for vector-order degenerate parabolic systems of the Kolmogorov type with generalized initial data (Q2345805) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- Uniqueness in the Cauchy problem for a class of hypoelliptic ultraparabolic operators (Q2390613) (← links)
- Pointwise estimates for a class of non-homogeneous Kolmogorov equations (Q2471757) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE (Q2800128) (← links)
- (Q2933285) (← links)
- Global Schauder estimates for a class of degenerate Kolmogorov equations (Q3391595) (← links)
- (Q3541591) (← links)
- (Q3606730) (← links)
- Stochastic formulations of the parametrix method (Q4615435) (← links)
- On the Classical Fundamental Solutions of the Cauchy Problem for Ultraparabolic Kolmogorov-Type Equations with Two Groups of Spatial Variables (Q4642283) (← links)
- Stochastic Lagrangian method for downscaling problems in computational fluid dynamics (Q4933348) (← links)
- A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients (Q5237234) (← links)
- On the integral representation of solutions of Kolmogorov-type degenerate equations with \(\vec{2b}\)-parabolic part with respect to the main group of variables (Q5942157) (← links)
