Pages that link to "Item:Q1762573"

The following pages link to Singular stochastic differential equations. (Q1762573):

Displaying 50 items.

• Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift (Q328747) (← links)
• A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
• An occupation time formula for semimartingales in \(\mathbb{R}^N\) (Q404125) (← links)
• Analysis of an improved epidemic model with stochastic disease transmission (Q440956) (← links)
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
• On the martingale property of certain local martingales (Q664349) (← links)
• Hölder continuity property of the densities of SDEs with singular drift coefficients (Q743505) (← links)
• On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
• Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
• Strong uniqueness for a class of singular SDEs for catalytic branching diffusions (Q1003419) (← links)
• Measure-valued flows given consistent exchangeable families (Q1014863) (← links)
• Kim and Omberg revisited: the duality approach (Q1657919) (← links)
• Singular Brownian diffusion processes (Q1757197) (← links)
• Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
• Existence and asymptotic behaviour of some time-inhomogeneous diffusions (Q1943325) (← links)
• On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
• Rough differential equations with power type nonlinearities (Q1999913) (← links)
• Forward backward SDEs in weak formulation (Q2001569) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Sticky-reflected stochastic heat equation driven by colored noise (Q2026649) (← links)
• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
• Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients (Q2075898) (← links)
• Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds (Q2077327) (← links)
• Strong solutions of a stochastic differential equation with irregular random drift (Q2145791) (← links)
• Noise-induced transitions in a nonsmooth producer-grazer model with stoichiometric constraints (Q2183172) (← links)
• On unattainable boundary of a diffusion process range: semi-Markov approach (Q2199140) (← links)
• The Kolmogorov problem on uniqueness of probability solutions of a parabolic equation (Q2243812) (← links)
• Stochastic equations of non-negative processes with jumps (Q2267518) (← links)
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness (Q2279332) (← links)
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
• Brownian motion with general drift (Q2309583) (← links)
• Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
• A general continuous-state nonlinear branching process (Q2330469) (← links)
• Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise (Q2337826) (← links)
• Dynamics and absorption properties of stochastic equations with Hölder diffusion coefficients (Q2356945) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
• Exit boundaries of multidimensional SDEs (Q2422715) (← links)
• On hyperbolic Bessel processes and beyond (Q2435249) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• A class of stochastic differential equations with pathwise unique solutions (Q2520146) (← links)
• The fundamental solution to 1D degenerate diffusion equation with one-sided boundary (Q2657664) (← links)
• Asymptotic behaviour and functional limit theorems for a time changed Wiener process (Q2657981) (← links)
• On a sufficient condition for a diffusion process will never reach boundaries of some interval (Q2684717) (← links)
• Singular density dependent stochastic differential equations (Q2700656) (← links)
• On a logistic growth model with predation and a power-type diffusion coefficient. I: Existence of solutions and extinction criteria (Q2795261) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909) (← links)