Pages that link to "Item:Q3900773"

The following pages link to Sticky Brownian motion as the limit of storage processes (Q3900773):

Displaying 31 items.

• Optimal dynamic contracts with moral hazard and costly monitoring (Q337806) (← links)
• Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion (Q616263) (← links)
• Refining diffusion approximations for queues (Q793636) (← links)
• Consistent families of Brownian motions and stochastic flows of kernels (Q837999) (← links)
• Sticky Brownian motion as the strong limit of a sequence of random walks (Q1180187) (← links)
• Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221) (← links)
• Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991) (← links)
• Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
• Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
• Large deviations for sticky Brownian motions (Q2024503) (← links)
• Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
• Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation (Q2158607) (← links)
• On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
• Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
• On skew sticky Brownian motion (Q2244524) (← links)
• Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
• Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) (← links)
• Exact formulas for two interacting particles and applications in particle systems with duality (Q2657929) (← links)
• A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
• On some properties of sticky Brownian motion (Q3384671) (← links)
• Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
• Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
• Optimization and growth in first-passage resetting (Q5857471) (← links)
• Termination as an incentive device (Q6053658) (← links)
• The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
• Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
• Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
• Elastic drifted Brownian motions and non-local boundary conditions (Q6186386) (← links)
• KPZ equation limit of sticky Brownian motion (Q6592073) (← links)