OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213): Difference between revisions

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+Alexander Lipton-Lifschitz
@@ Property / author: Alexander Lipton-Lifschitz / rank @@
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+MaRDI publication profile
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+.06903
@@ Property / arXiv ID: 2003.06903 / rank @@
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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS
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+On the Transformation of Diffusion Processes into the Wiener Process
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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+Q5651973
@@ Property / cites work: Q5651973 / rank @@
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+Classical Solutions for a Nonlinear Fokker-Planck Equation Arising in Computational Neuroscience
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+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
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+Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
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+A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
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+A McKean-Vlasov equation with positive feedback and blow-ups
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+Optimal capital structure and endogenous default
@@ Property / cites work: Optimal capital structure and endogenous default / rank @@
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+Q5226702
@@ Property / cites work: Q5226702 / rank @@
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+Dynamic contagion in a banking system with births and defaults
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+Efficient solution of structural default models with correlated jumps and mutual obligations
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+Structural default model with mutual obligations
@@ Property / cites work: Structural default model with mutual obligations / rank @@
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+Q3284846
@@ Property / cites work: Q3284846 / rank @@
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+Simulation of a simple particle system interacting through hitting times
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+Path dependent options on yields in the affine term structure model
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+A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
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+Q3681889
@@ Property / cites work: Q3681889 / rank @@
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+Q2763689
@@ Property / cites work: Q2763689 / rank @@
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+MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS
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+On the first hitting time density for a reducible diffusion process
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+Particle systems with singular interaction through hitting times: application in systemic risk modeling
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+Q4393445
@@ Property / cites work: Q4393445 / rank @@
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+On the transformation of diffusion processes into the Wiener process
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+First-passage-time density and moments of the ornstein-uhlenbeck process
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+Q5624097
@@ Property / cites work: Q5624097 / rank @@
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+Q3847171
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+Q2887106
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+W3021236637
@@ Property / OpenAlex ID: W3021236637 / rank @@
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