The following pages link to (Q3126393):
Displaying 50 items.
- The ghosts of the École Normale (Q254468) (← links)
- Random motion on simple graphs: addendum (Q370888) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Tree structured independence for exponential Brownian functionals (Q734668) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- A chaotic representation property of the multidimensional Dunkl processes (Q850977) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- On maximal inequalities for stable stochastic integrals (Q867115) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- Noncanonical representation with an infinite-dimensional orthogonal complement (Q935825) (← links)
- Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function (Q937101) (← links)
- On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Ray-Knight theorems related to a stochastic flow (Q1411889) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- AIMD algorithms and exponential functionals (Q1431551) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- Stochastic bifurcation models (Q1807201) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- Conditioning and initial enlargement of filtration on a Riemannian manifold. (Q1879821) (← links)
- On transient Bessel processes and planar Brownian motion reflected at their future infima (Q1909955) (← links)
- Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
- Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time (Q2076612) (← links)
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
- Diffusion approximation for a simple kinetic model with asymmetric interface (Q2133647) (← links)
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
- First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
- Some properties of bifractional Bessel processes driven by bifractional Brownian motion (Q2209684) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- Does there exist a Lebesgue measure in the infinite-dimensional space? (Q2377591) (← links)
- A geometric interpretation of the transition density of a symmetric Lévy process (Q2392936) (← links)
- Enlargements of filtrations and path decompositions at non stopping times (Q2431746) (← links)
- How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? (Q2483453) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- A definition and some characteristic properties of pseudo-stopping times (Q2571696) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- A Karhunen-Loève expansion for a mean-centered Brownian bridge (Q2643027) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions (Q2750962) (← links)
- The Kolmogorov Operator and Classical Mechanics (Q2798592) (← links)
