The following pages link to (Q3997507):
Displaying 50 items.
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- A review of Burke's theorem for Brownian motion (Q298166) (← links)
- Job market signaling and employer learning (Q449178) (← links)
- Moments of random fields and their wavelet transforms (Q452079) (← links)
- Two-point correlation function and Feynman-Kac formula for the stochastic heat equation (Q526993) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Nonparametric estimation of a survival function under progressive type-I multistage censoring (Q607212) (← links)
- Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
- Extensions of Black-Scholes processes and Benford's law (Q939395) (← links)
- When does allow the Hardy inequality to calculate an exact Poincaré constant on a line? (Q959015) (← links)
- Drift control of international reserves (Q1027411) (← links)
- Localization transition for a polymer near an interface (Q1370230) (← links)
- Solution of some elasticity problems by the random walk method (Q1384792) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (Q1593590) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- Signal propagation in small-world biological networks with weak noise (Q1629036) (← links)
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation (Q1675107) (← links)
- Invariant measures for a stochastic Fokker-Planck equation (Q1715933) (← links)
- Numerical solution of stochastic linear heat conduction problem by using new algorithms (Q1774921) (← links)
- Convergence of approximations to stochastic scalar conservation laws (Q1783959) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- General equilibrium when economic growth exceeds discounting (Q1841176) (← links)
- Nonstationary nonlinear heteroskedasticity. (Q1858976) (← links)
- The Riemann approach to stochastic integration using non-uniform meshes (Q1874440) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- A superprocess with a disappearing self-interaction (Q1908215) (← links)
- A multiclass closed queueing network with unconventional heavy traffic behavior (Q1921430) (← links)
- Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150) (← links)
- Self-intersection local time of planar Brownian motion based on a strong approximation by random walks (Q1930530) (← links)
- The genealogy of branching Brownian motion with absorption (Q1951682) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Demand for cash with intra-period endogenous consumption (Q1994190) (← links)
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise (Q2007752) (← links)
- Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates (Q2028949) (← links)
- Fluctuations for the bipartite Sherrington-Kirkpatrick model (Q2046511) (← links)
- Nonexistence of spectral gaps in Hölder spaces for continuous time dynamical systems (Q2143266) (← links)
- Studies on the basic reproduction number in stochastic epidemic models with random perturbations (Q2167028) (← links)
- Itô's formula for noncommutative \(C^2\) functions of free Itô processes (Q2171313) (← links)
- Extracellular noise-induced stochastic synchronization in heterogeneous quorum sensing network (Q2210001) (← links)
- On the density of the supremum of the solution to the linear stochastic heat equation (Q2219497) (← links)
- Reflecting Brownian motion in the \(d\)-ball (Q2246212) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- Uniform integrability of exponential processes (Q2284226) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
