Pages that link to "Item:Q1978134"
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The following pages link to Upper and lower limits of doubly perturbed Brownian motion (Q1978134):
Displayed 12 items.
- Minimizing the time to a decision (Q655582) (← links)
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps (Q990774) (← links)
- Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275) (← links)
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema (Q2073177) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- Doubly perturbed jump-diffusion processes (Q2518282) (← links)
- Rate of convergence of the perturbed diffusion process to its unperturbed limit (Q2701133) (← links)
- Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$ (Q5126600) (← links)
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890) (← links)
- Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations (Q6118858) (← links)