Pages that link to "Item:Q743406"
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The following pages link to Convergence of integral functionals of one-dimensional diffusions (Q743406):
Displaying 30 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
- Intertwining relations for one-dimensional diffusions and application to functional inequalities (Q471040) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- Convergence results for critical points of the one-dimensional Ambrosio-Tortorelli functional with fidelity term (Q969246) (← links)
- Path transformations for local times of one-dimensional diffusions (Q1615897) (← links)
- A random flight process associated to a Lorentz gas with variable density in a gravitational field (Q1683809) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Impact of demography on extinction/fixation events (Q1731919) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin (Q2273742) (← links)
- Invariance principle for non-homogeneous random walks (Q2423454) (← links)
- Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
- A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions (Q2453911) (← links)
- On Inversions and Doob h-Transforms of Linear Diffusions (Q2798577) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- (Q3217387) (← links)
- Divergence, convergence and moments of some integral functionals of diffusions (Q3339894) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Branching processes with interactions: subcritical cooperative regime (Q5022287) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
- Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit (Q5245480) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Minimal subharmonic functions and related integral representations (Q6186445) (← links)
