Pages that link to "Item:Q682466"
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The following pages link to A Stefan-type stochastic moving boundary problem (Q682466):
Displaying 17 items.
- A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- A stochastic moving boundary value problem (Q1928865) (← links)
- A diffusion approximation for limit order book models (Q2010486) (← links)
- Numerical difference solution of moving boundary random Stefan problems (Q2104389) (← links)
- The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) (← links)
- Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems (Q2195112) (← links)
- Stefan problems for reflected SPDEs driven by space-time white noise (Q2289817) (← links)
- A reflected moving boundary problem driven by space-time white noise (Q2303978) (← links)
- Approximation of the interface condition for stochastic Stefan-type problems (Q2321111) (← links)
- Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier (Q2657918) (← links)
- State and free boundary estimations for stochastic two-phase Stefan systems (Q4724528) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Doubly nonlinear stochastic evolution equations (Q5128713) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- The Stefan problem with moving boundary (Q5324268) (← links)
- Doubly nonlinear stochastic evolution equations. II. (Q6163567) (← links)
