The following pages link to (Q4086524):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- Discount-sensitive equilibria in zero-sum stochastic differential games (Q261232) (← links)
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions (Q272962) (← links)
- Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787) (← links)
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems (Q288202) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Hydrodynamic limit for a certain class of two-species zero-range processes (Q296566) (← links)
- Stability of complex Langevin dynamics in effective models (Q302936) (← links)
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value (Q342752) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
- Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- Estimate accuracy versus measurement cost saving in continuous time linear filtering problems (Q397729) (← links)
- Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching (Q398401) (← links)
- Stochastic Lagrangian particle approach to fractal Navier-Stokes equations (Q411375) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
- Almost sure exponential stability of stochastic reaction diffusion systems (Q419786) (← links)
- Stability in mean of partial variables for stochastic reaction diffusion systems (Q419792) (← links)
- On hybrid competitive Lotka-Volterra ecosystems (Q419935) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995) (← links)
- Rate-independent dynamics and Kramers-type phase transitions in nonlocal Fokker-Planck equations with dynamical control (Q481821) (← links)
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions (Q488521) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Approximate representations of solutions to SVIEs, and an application to numerical analysis (Q504880) (← links)
- Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
- Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
- Iterated stochastic processes: simulation and relationship with high order partial differential equations (Q518860) (← links)
- Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients (Q525584) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces) (Q578750) (← links)
- Probabilistic approach to the Dirichlet problem of second order elliptic PDE (Q581936) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- A proof of the ineffectiveness of likelihood inference on singular measures (Q584847) (← links)
