The following pages link to Gopal Krishna Basak (Q1735976):
Displaying 27 items.
- (Q609412) (redirect page) (← links)
- Equilibrium and stability of a stock market game with big traders (Q609413) (← links)
- Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
- A functional central limit theorem for a class of urn models (Q812176) (← links)
- Central and functional central limit theorems for a class of urn models (Q867092) (← links)
- A class of limit theorems for singular diffusions (Q1182745) (← links)
- Stability in distribution for a class of singular diffusions (Q1184090) (← links)
- (Q1382550) (redirect page) (← links)
- Weak convergence of recursions (Q1382553) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
- Bayesian optimum stopping rule for software release (Q1735977) (← links)
- Stability of a random diffusion with linear drift (Q1922947) (← links)
- Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions (Q1948993) (← links)
- Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable (Q1951803) (← links)
- Stability of degenerate diffusions with state-dependent switching (Q1963975) (← links)
- Coupled dynamics with an external system and application to international finance (Q2156865) (← links)
- Weak convergence of dynamical systems in two timescales (Q2203452) (← links)
- Snakes and perturbed random walks (Q2446212) (← links)
- Central limit theorems for a class of irreducible multicolor urn models (Q2468406) (← links)
- Langevin type limiting processes for adaptive MCMC (Q2520143) (← links)
- (Q2736797) (← links)
- A mean-reverting stochastic model for the political business cycle (Q2798173) (← links)
- Jackknife Estimator for Tracking Error Variance of Optimal Portfolios (Q3117837) (← links)
- Ergodic control of degenerate diffusions (Q3128354) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Level-crossing probabilities and first-passage times for linear processes (Q4819499) (← links)
