Pages that link to "Item:Q999556"
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The following pages link to On exit times of multivariate random walk with some applications to finance (Q999556):
Displaying 14 items.
- Time sensitive analysis of independent and stationary increment processes (Q302029) (← links)
- Layers of noncooperative games (Q419754) (← links)
- Maintenance in single-server queues: a game-theoretic approach (Q966308) (← links)
- Mean exit time and survival probability within the CTRW formalism (Q978813) (← links)
- Multilayers in a modulated stochastic game (Q1018141) (← links)
- Discrete versus continuous operational calculus in antagonistic stochastic games (Q1690156) (← links)
- Decomposing correlated random walks on common and counter movements (Q2288795) (← links)
- On multivariate antagonistic marked point processes (Q2389922) (← links)
- On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (Q2426067) (← links)
- Level crossings of an oscillating marked random walk (Q2458511) (← links)
- Random walk analysis of parallel queueing stations (Q2473282) (← links)
- Random Walk Analysis in Antagonistic Stochastic Games (Q3518304) (← links)
- Characterizations of random walks on random lattices and their ramifications (Q5216266) (← links)
- On Strategic Defense in Stochastic Networks (Q5420645) (← links)