The following pages link to (Q4772511):
Displaying 50 items.
- Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
- Transient one-dimensional diffusions conditioned to converge to a different limit point (Q273696) (← links)
- T-cell movement on the reticular network (Q285149) (← links)
- Distribution of functionals of special diffusions with jumps (Q292312) (← links)
- Regular subspaces of skew product diffusions (Q312777) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
- The \(\alpha\)-orthogonal complements of regular Dirichlet subspaces for one-dimensional Brownian motion (Q341403) (← links)
- Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection (Q343801) (← links)
- Monotonicity of time-dependent transportation costs and coupling by reflection (Q372810) (← links)
- Lévy measure density corresponding to inverse local time (Q374587) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- Approximating Mills ratio (Q401126) (← links)
- Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Feynman description of the one-dimensional dynamics of particles whose masses piecewise continuously depend on coordinates (Q416869) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- On a one-dimensional model of infection spreading (Q462989) (← links)
- Laws of the iterated logarithm for high-dimensional Wiener sausage (Q475772) (← links)
- Tracy-Widom at high temperature (Q478410) (← links)
- The descriptive complexity of stochastic integration (Q478999) (← links)
- On some functional inequalities for skew Brownian motion (Q492160) (← links)
- Some limit theorems for heights of random walks on a spider (Q501837) (← links)
- Rate functions for symmetric Markov processes via heat kernel (Q507184) (← links)
- A formula for the expected volume of the Wiener sausage with constant drift (Q516951) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- Classical and quantum behavior of the integrated density of states for a randomly perturbed lattice (Q625742) (← links)
- Asymptotics for the survival probability in a killed branching random walk (Q629801) (← links)
- An inverse first-passage problem for one-dimensional diffusions with random starting point (Q654458) (← links)
- Spiking the random matrix hard edge (Q682806) (← links)
- Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661) (← links)
- Asymptotic behavior of the transition density of an ergodic linear diffusion (Q713086) (← links)
- Mosco-convergence and Wiener measures for conductive thin boundaries (Q719588) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions (Q730730) (← links)
- A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces (Q731718) (← links)
- Feynman formulas generated by self-adjoint extensions of the Laplacian (Q736008) (← links)
- The distribution of the area under a Bessel excursion and its moments (Q743417) (← links)
- Hölder continuity property of the densities of SDEs with singular drift coefficients (Q743505) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Snapping out Walsh's Brownian motion and related stiff problem (Q778172) (← links)
- A limit theorem for branching one-dimensional periodic diffusion processes (Q794060) (← links)
- Parabolicity, the divergence theorem for \(\delta\)-subharmonic functions and applications to the Liouville theorems for harmonic maps (Q812889) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Conformal geometry and invariants of 3-strand Brownian braids (Q875790) (← links)
