Pages that link to "Item:Q5694152"
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The following pages link to On the transition densities for reflected diffusions (Q5694152):
Displaying 12 items.
- Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
- Spectral gap of the Erlang A model in the Halfin-Whitt regime (Q5168853) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum (Q5366996) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
- Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials (Q5871318) (← links)
- On a family of coupled diffusions that can never change their initial order (Q5878320) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Captive jump processes for bounded random systems with discontinuous dynamics (Q6144132) (← links)
- On a time-inhomogeneous diffusion process with discontinuous drift (Q6160607) (← links)
- Can one hear the shape of a target zone? (Q6170032) (← links)
