The following pages link to (Q5585820):
Displaying 50 items.
- Optimum consumption and portfolio rules in a continuous-time model (Q140187) (← links)
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Blow-up for stochastic reaction-diffusion equations with jumps (Q300291) (← links)
- Infinite dimensional stochastic differential equations for Dyson's model (Q343791) (← links)
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- The early days of geometric nonlinear control (Q466450) (← links)
- Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices (Q471516) (← links)
- The descriptive complexity of stochastic integration (Q478999) (← links)
- Picard iterations for diffusions on symmetric matrices (Q501822) (← links)
- Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\) (Q503388) (← links)
- A deterministic model for the distribution of the stopping time in a stochastic equation and its numerical solution (Q507856) (← links)
- The eigenvector moment flow and local quantum unique ergodicity (Q514291) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Algebraic polynomials and moments of stochastic integrals (Q534410) (← links)
- Fredholm determinants (Q539196) (← links)
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Brownian motion and affine Lie algebras (Q581640) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Foliations, the ergodic theorem and Brownian motion (Q584802) (← links)
- Probability bounds and asymptotic properties of error propagation (Q594556) (← links)
- A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary (Q640063) (← links)
- A class of Gaussian processes with fractional spectral measures (Q642517) (← links)
- Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
- High-density limits of hierarchically structured branching-diffusing populations (Q678370) (← links)
- Conservativeness criteria for generalized Dirichlet forms (Q730236) (← links)
- Skew-product representations of multidimensional Dunkl Markov processes (Q731689) (← links)
- On the eigenvalue process of a matrix fractional Brownian motion (Q744247) (← links)
- Collective periodicity in mean-field models of cooperative behavior (Q745918) (← links)
- On a martingale characterization of two-parameter Wiener process (Q751722) (← links)
- Diffusion of a classical particle in a static random potential (Q761701) (← links)
- Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques (Q786452) (← links)
- A diffusion process associated to the Prandtl equation (Q787585) (← links)
- Persistence in stochastic food web models (Q790081) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
- Continuity properties of Hilbert space valued martingales (Q794341) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Winding of the plane Brownian motion (Q794350) (← links)
- Brownian motion and harmonic functions on the class surface of the thrice punctured sphere (Q794351) (← links)
- Explosion time of second-order Ito processes (Q799312) (← links)
- Orbital theory for affine Lie algebras (Q799786) (← links)
- Propagation of initially plane waves in the region of random caustics (Q802356) (← links)
- A multiflow approximation to diffusions (Q811018) (← links)
- A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential (Q829943) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- On the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\) (Q877232) (← links)
- Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables (Q898401) (← links)
- Nonlinear Lyapunov criteria for stochastic explosive solutions (Q899636) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- Two dimensional Yang-Mills theory via stochastic differential equations (Q912483) (← links)
