Pages that link to "Item:Q3232485"

The following pages link to Elementary Solutions for Certain Parabolic Partial Differential Equations (Q3232485):

Displaying 33 items.

• TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
• Total Positivity of Fundamental Solutions of Parabolic Equations (Q3290854) (← links)
• On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
• On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
• Brownian first exit from and sojourn over one sided moving boundary and application (Q3868569) (← links)
• (Q4166999) (← links)
• Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
• Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes (Q4633469) (← links)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
• Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
• A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions (Q5049899) (← links)
• Interlacing Diffusions (Q5126531) (← links)
• Matrix-valued SzegoÌ polynomials and quantum random walks (Q5190477) (← links)
• Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
• Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
• Birth and death processes and quantum spin chains (Q5402322) (← links)
• TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
• PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)
• Spectral theory of branching processes. I (Q5514869) (← links)
• The vibrating string forced by white noise (Q5588927) (← links)
• Hitting and martingale characterizations of one-dimensional diffusions (Q5600221) (← links)
• On the transition densities for reflected diffusions (Q5694152) (← links)
• Singular Parabolic Partial Differential Equations with Time Dependent Coefficients (Q5723390) (← links)
• Excursions of a non-singular diffusion (Q5727967) (← links)
• Total Positivity, Absorption Probabilities and Applications (Q5733930) (← links)
• Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
• Lévy processes with respect to the Whittaker convolution (Q5853477) (← links)
• Markov bridges: SDE representation (Q5962603) (← links)
• Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes (Q6120822) (← links)
• Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes (Q6177612) (← links)
• Minimal subharmonic functions and related integral representations (Q6186445) (← links)
• Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions (Q6204792) (← links)
• Quasi-stationary distributions of one-dimensional generalized diffusions without natural boundaries (Q6642476) (← links)