Pages that link to "Item:Q5788484"

The following pages link to On Distributions of Certain Wiener Functionals (Q5788484):

Displaying 50 items.

• The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions (Q1756966) (← links)
• Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments (Q1772386) (← links)
• Path integral pricing of wasabi option in the Black-Scholes model (Q1783050) (← links)
• Potential theory, path integrals and the Laplacian of the indicator (Q1796110) (← links)
• On the distribution of the square integral of the Brownian bridge (Q1872258) (← links)
• Conditional function space integrals with applications (Q1915742) (← links)
• A stochastic differential equation code for multidimensional Fokker-Planck type problems (Q1948850) (← links)
• Notes on functional integration (Q1979507) (← links)
• A random walk model for the Schrödinger equation (Q1996943) (← links)
• Probabilistic representation formula for the solution of fractional high-order heat-type equations (Q2000975) (← links)
• Some formulas for the generalized analytic Feynman integrals on the Wiener space (Q2008088) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Stochastic quantization on Lorentzian manifolds (Q2047913) (← links)
• Analyzing stochastic computer models: a review with opportunities (Q2075795) (← links)
• Toward the nonequilibrium thermodynamic analog of complexity and the Jarzynski identity (Q2094746) (← links)
• Feynman-Kac formula under a finite entropy condition (Q2099819) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
• Schrödinger's equation as a consequence of the central limit theorem without assuming prior physical laws (Q2139450) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Barrierless reaction kinetics : different distribution functions of relevant Brownian functionals (Q2164932) (← links)
• Dynamics of lineages in adaptation to a gradual environmental change (Q2165702) (← links)
• Derivation of Feynman-Kac and Bloch-Torrey equations in a trapping medium (Q2176384) (← links)
• Joint distributions of functionals of the telegraph process and switching diffusions (Q2199117) (← links)
• Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
• Distributions of functionals of switching diffusions with jumps (Q2206287) (← links)
• Reconstructing bifurcation behavior of a nonlinear dynamical system by introducing weak noise (Q2207394) (← links)
• On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851) (← links)
• Mean reversion in stochastic mortality: why and how? (Q2219628) (← links)
• What is the fractional Laplacian? A comparative review with new results (Q2223003) (← links)
• Theta functions and Brownian motion (Q2224948) (← links)
• Optimization of market stochastic dynamics (Q2226488) (← links)
• High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data (Q2227731) (← links)
• Analytical methods for perfect wedge diffraction: a review (Q2229613) (← links)
• Distribution of functionals of a Brownian motion with nonstandard switching (Q2246204) (← links)
• Self-dual noncommutative \(\phi^4\)-theory in four dimensions is a non-perturbatively solvable and non-trivial quantum field theory (Q2249777) (← links)
• American step options (Q2282524) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema (Q2289412) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• On the space of infinite dimensional integrable functions (Q2310491) (← links)
• Indirect measurements of a harmonic oscillator (Q2322916) (← links)
• Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes (Q2333709) (← links)
• Existence result for an age-structured SIS epidemic model with spatial diffusion (Q2344574) (← links)
• Optimal life schedule with stochastic growth in age-size structured models: theory and an application (Q2349716) (← links)
• Numerical algorithms for the forward and backward fractional Feynman-Kac equations (Q2355555) (← links)
• Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights (Q2400152) (← links)
• An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
• A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction (Q2422345) (← links)
• Transformations of diffusions with jumps (Q2451252) (← links)