The following pages link to (Q4435813):
Displaying 50 items.
- Existence for a second-order impulsive neutral stochastic integrodifferential equations with nonlocal conditions and infinite delay (Q463196) (← links)
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466) (← links)
- Averaging along foliated Lévy diffusions (Q468605) (← links)
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Time-varying jump tails (Q473227) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization (Q483931) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Reflected BSDEs on filtered probability spaces (Q491186) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Gradient estimates for SDEs driven by multiplicative Lévy noise (Q499592) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Reduced measures for semilinear elliptic equations involving Dirichlet operators (Q502221) (← links)
- Well-posedness for the Keller-Segel equation with fractional Laplacian and the theory of propagation of chaos (Q510046) (← links)
- Characterizing Gaussian flows arising from Itô's stochastic differential equations (Q512833) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Entropic fluctuations in thermally driven harmonic networks (Q526599) (← links)
- Algebraic polynomials and moments of stochastic integrals (Q534410) (← links)
- Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
- Hiding a constant drift (Q537135) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations (Q548350) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- Mean first passage times of two-dimensional processes with jumps (Q553037) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Discrete approximation of a stable self-similar stationary increments process (Q605854) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
