The following pages link to (Q5294260):
Displaying 29 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet (Q965085) (← links)
- Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes (Q1682501) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- A remark on conditions that a diffusion in the natural scale is a martingale (Q1750373) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Projections of scaled Bessel processs (Q2316579) (← links)
- Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- The tail estimation of the quadratic variation of a quasi left continuous local martingale (Q2472331) (← links)
- A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728) (← links)
- Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type (Q2664530) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- (Q3834814) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions (Q5214998) (← links)
- (Q5476310) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- On the relation of one-dimensional diffusions on natural scale and their speed measures (Q6091974) (← links)
- On the Feller-Dynkin and the martingale property of one-dimensional diffusions (Q6110567) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
