The following pages link to (Q4492756):
Displaying 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- A Markov copula model with regime switching and its application (Q272813) (← links)
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
- A nonlocal stochastic Cahn-Hilliard equation (Q276718) (← links)
- Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks (Q283042) (← links)
- On natural and predictable processes (Q288261) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- The \(\alpha\)-orthogonal complements of regular Dirichlet subspaces for one-dimensional Brownian motion (Q341403) (← links)
- Stability and stabilization of switched stochastic systems under asynchronous switching (Q345025) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- Spectral inequalities for operators on \(H\)-type groups (Q414727) (← links)
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- On the density of the winding number of planar Brownian motion (Q471522) (← links)
- Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- Strong stationary duality for diffusion processes (Q501820) (← links)
- Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Continuum limit of critical inhomogeneous random graphs (Q682809) (← links)
- Wright-Fisher diffusion bridges (Q725151) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Fluid computation of passage-time distributions in large Markov models (Q764294) (← links)
- Fast mean-reversion asymptotics for large portfolios of stochastic volatility models (Q784739) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Stochastic methods in dispersion theory (Q837997) (← links)
- The limit of measures generated by diffusions with unboundedly increasing drift (Q845223) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps (Q860698) (← links)
- The behaviour of aging functions in one-dimensional Bouchaud's trap model (Q865057) (← links)
- Gradient estimates for positive harmonic functions by stochastic analysis (Q867847) (← links)
- Operators associated with a stochastic differential equation driven by fractional Brownian motions (Q877719) (← links)
- Homogenization of periodic diffusion with small jumps (Q892341) (← links)
- On recurrence and transience of two-dimensional Lévy and Lévy-type processes (Q901297) (← links)
- Discontinuous superprocesses with dependent spatial motion (Q1001843) (← links)
- Rough path limits of the Wong-Zakai type with a modified drift term (Q1019700) (← links)
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
- \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Explicit investment rules with time-to-build and uncertainty (Q1623999) (← links)
- Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
- A continuous-time optimal insurance design with costly monitoring (Q1627672) (← links)
- Concepts of quantum non-markovianity: a hierarchy (Q1632529) (← links)
- Random walks on binary strings applied to the somatic hypermutation of B-cells (Q1644684) (← links)
- Excessive measures for linear diffusions (Q1650308) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
