The following pages link to (Q4086524):
Displaying 50 items.
- On the definition of likelihood in abstract spaces (Q594487) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- On the optimal approximation rate of certain stochastic integrals (Q606672) (← links)
- Distributed tracking control of leader-follower multi-agent systems under noisy measurement (Q608452) (← links)
- On solutions of stochastic differential equations with parameters modeled by random sets (Q622276) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Regular solutions for multiplicative stochastic Landau-Lifshitz-Gilbert equation and blow-up phenomena (Q625947) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110) (← links)
- The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain (Q638028) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
- Probabilistic approach for systems of second order quasi-linear parabolic PDEs (Q663617) (← links)
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process (Q708780) (← links)
- On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces (Q709225) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps (Q722647) (← links)
- Stationary states of boundary driven exclusion processes with nonreversible boundary dynamics (Q723381) (← links)
- Hitting time of a corner for a reflected diffusion in the square (Q731709) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Global stability and synchronization of Markovian switching neural networks with stochastic perturbation and impulsive delay (Q736948) (← links)
- Approximate controllability of nonlinear stochastic partial differential systems with infinite delay (Q738612) (← links)
- Probabilistic approach for semi-linear stochastic fractal equations (Q744228) (← links)
- The exponential leveling and the Ventcel-Freidlin ``minimal action'' function (Q750010) (← links)
- A cluster expansion for stochastic lattice fields (Q751090) (← links)
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations (Q751726) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Limiting behavior of the solution of the Cauchy problem for a parabolic equation (Q753276) (← links)
- The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere (Q756858) (← links)
- Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations (Q759721) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- Diffusion equation for multivalued stochastic differential equations (Q786457) (← links)
- Continuous dependence and time change for Ito equations (Q791229) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
- Nonparametric asymptotically efficient estimation of a signal in the nonlinear case (Q792728) (← links)
- The exponential leveling in elliptic singular perturbation problems with complicated attractors (Q804090) (← links)
- Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states (Q808507) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- On conservativeness and recurrence criteria for Markov processes. (Q816814) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- RETRACTED ARTICLE: Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions (Q824461) (← links)
- Time averages, recurrence and transience in the stochastic replicator dynamics (Q835062) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- Some properties of superprocesses under a stochastic flow (Q838324) (← links)
