The following pages link to (Q4492756):
Displaying 18 items.
- A heavy-traffic perspective on departure process variability (Q6144433) (← links)
- Behavioural equivalences for continuous-time Markov processes (Q6149932) (← links)
- On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
- On the local times of noise reinforced Bessel processes (Q6159734) (← links)
- Trajectorial dissipation of \({\Phi}\)-entropies for interacting particle systems (Q6168021) (← links)
- Detecting causal relations in time series with the new cross Markov matrix technique (Q6174226) (← links)
- On the existence of weak solutions to stochastic Volterra equations (Q6177618) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- Reflected Brownian motion with drift in a wedge (Q6195493) (← links)
- Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)
- Exponential quasi-ergodicity for processes with discontinuous trajectories (Q6198000) (← links)
- Optimal coupling of jumpy Brownian motion on the circle (Q6198958) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
- Merging sequential e-values via martingales (Q6200906) (← links)
- Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model (Q6496991) (← links)
- A detection problem with a monotone observation rate (Q6496992) (← links)
- Dynamic trading volume (Q6497100) (← links)
- Stochastic differential equation approximations of generative adversarial network training and its long-run behavior (Q6500023) (← links)
