Pages that link to "Item:Q3322949"
From MaRDI portal
The following pages link to Mean stochastic comparison of diffusions (Q3322949):
Displayed 10 items.
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- A comparison principle for certain convex functionals of a diffusion process without drift (Q1094761) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- On stochastic ordering for diffusion with jumps and applications (Q2643742) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- Comparison of solutions of stochastic equations and applications (Q4949462) (← links)
- A maximum a posteriori estimator for trajectories of diffusion processes (Q5903363) (← links)
- A maximum a posteriori estimator for trajectories of diffusion processes (Q5903883) (← links)