Pages that link to "Item:Q2576824"

The following pages link to Multidimensional diffusion processes. (Q2576824):

Displaying 50 items.

• Rough path recursions and diffusion approximations (Q259589) (← links)
• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Poisson kernels on nilpotent, 3-meta-abelian groups (Q268184) (← links)
• Measure valued solutions to the stochastic Euler equations in \(\mathbb R^d\) (Q282602) (← links)
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation (Q373229) (← links)
• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
• Multiple scattering in random mechanical systems and diffusion approximation (Q382279) (← links)
• Asymptotics of the solutions of the stochastic lattice wave equation (Q393999) (← links)
• Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
• Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
• Latent diffusion models for survival analysis (Q453270) (← links)
• A skew stochastic heat equation (Q457099) (← links)
• Continuous-time limit of repeated interactions for a system in a confining potential (Q468744) (← links)
• Synchronization and random long time dynamics for mean-field plane rotators (Q483311) (← links)
• Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
• The uniform integrability of martingales. On a question by Alexander Cherny (Q492941) (← links)
• Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
• Market completion with derivative securities (Q503398) (← links)
• Equivalence of the Brownian and energy representations (Q503986) (← links)
• The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
• Hybrid Atlas models (Q535207) (← links)
• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow (Q537137) (← links)
• Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
• An approximation scheme for reflected stochastic differential equations (Q550161) (← links)
• Asymptotic behavior in time periodic parabolic problems with unbounded coefficients (Q615982) (← links)
• Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts (Q619889) (← links)
• Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
• Process-level quenched large deviations for random walk in random environment (Q629808) (← links)
• The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain (Q638028) (← links)
• Limit theorems for Markov processes indexed by continuous time Galton-Watson trees (Q657699) (← links)
• A mathematical modeling approach to the formation of urban and rural areas: convergence of global solutions of the mixed problem for the master equation in sociodynamics (Q660735) (← links)
• Quantum Brownian motion on non-commutative manifolds: Construction, deformation and exit times (Q661312) (← links)
• On near optimal trajectories for a game associated with the \(\infty\)-Laplacian (Q662827) (← links)
• Some stochastic process without birth, linked to the mean curvature flow (Q717880) (← links)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Skew disperson and continuity of local time (Q744579) (← links)
• Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations (Q745581) (← links)
• Brownian motion on Perelman's almost Ricci-flat manifold (Q782616) (← links)
• Existence and stability for Fokker-Planck equations with log-concave reference measure (Q842388) (← links)
• Kernel estimates for nonautonomous Kolmogorov equations (Q895553) (← links)
• Two dimensional Yang-Mills theory via stochastic differential equations (Q912483) (← links)
• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008) (← links)
• On collisions of Brownian particles (Q988761) (← links)
• Evolution problems in spaces of probability measures (Q989344) (← links)
• A martingale approach to minimal surfaces (Q1017685) (← links)
• Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
• Scaling limit theorem for transient random walk in random environment (Q1626554) (← links)
• Markov chain approximation of pure jump processes (Q1630571) (← links)
• Stochastic Burgers equation from long range exclusion interactions (Q1679475) (← links)