The following pages link to (Q4492756):
Displaying 50 items.
- Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations (Q4958400) (← links)
- Local Skorokhod topology on the space of cadlag processes (Q4962121) (← links)
- Introduction to Classical and Quantum Markov Semigroups (Q4969606) (← links)
- A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
- Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone (Q5000645) (← links)
- Global output feedback stabilisation of a class of stochastic systems with unknown growth rate (Q5020809) (← links)
- Elementary symmetric polynomials and martingales for Heckman-Opdam processes (Q5040456) (← links)
- The killed Brox diffusion (Q5044429) (← links)
- Conditioning two diffusion processes with respect to their first-encounter properties (Q5054702) (← links)
- Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (Q5086307) (← links)
- Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724) (← links)
- Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation (Q5097132) (← links)
- On Mean Field Games models for exhaustible commodities trade (Q5109182) (← links)
- A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains (Q5113893) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent (Q5126530) (← links)
- An Optimal Control Derivation of Nonlinear Smoothing Equations (Q5131685) (← links)
- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes (Q5153601) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- LARGE PORTFOLIO CREDIT RISK MODELING (Q5169983) (← links)
- Feller evolution systems: Generators and approximation (Q5170132) (← links)
- On Exponential Stabilization of $N$-Level Quantum Angular Momentum Systems (Q5204016) (← links)
- Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (Q5205885) (← links)
- Copulæ of Processes Related to the Brownian Motion: A Brief Survey (Q5213718) (← links)
- Functional limit theorem for occupation time processes of intermittent maps (Q5215405) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES (Q5358044) (← links)
- Path dependent equations driven by Hölder processes (Q5379268) (← links)
- Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth (Q5388158) (← links)
- DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529) (← links)
- Sequential entry and exit decisions with an ergodic performance criterion (Q5485918) (← links)
- Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
- The Dickman–Goncharov distribution (Q5853594) (← links)
- On a family of coupled diffusions that can never change their initial order (Q5878320) (← links)
- Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration (Q5962541) (← links)
- Cluster and feature modeling from combinatorial stochastic processes (Q5965027) (← links)
- Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes (Q6042911) (← links)
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Non-intersecting path constructions for TASEP with inhomogeneous rates and the KPZ fixed point (Q6109373) (← links)
- On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model (Q6123261) (← links)
- Freezing limits for Calogero–Moser–Sutherland particle models (Q6124716) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Existence of weak solutions for stochastic nonlinear impulsive systems (Q6131457) (← links)
- SDEs with no strong solution arising from a problem of stochastic control (Q6137387) (← links)
- An introduction to excursion risk through discrete-time excursions (Q6139493) (← links)
