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recurrence of Markov processes and their applications 2010-04-23 Paper On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes 2007-03-27 Paper...

a small diffusion coefficient 2009-04-02 Paper Statistical Inference for Discretely Observed Markov Jump Processes 2005-09-01 Paper Diffusion-type models...

partially hidden diffusion processes sampled at discrete times 2009-05-06 Paper On Rényi information for ergodic diffusion processes 2009-03-24 Paper Least...

fractional diffusion processes 2009-06-23 Paper A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics...

of the regime-switching diffusion processes 2015-06-19 Paper Stability and Recurrence of Regime-Switching Diffusion Processes 2015-03-27 Paper Coupling...

time-fractional diffusion 2016-12-05 Paper Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes 2016-05-30...

Estimator for Diffusion Processes with Jumps 2018-10-08 Paper Bandwidth selection of nonparametric threshold estimator in jump-diffusion models 2017-08-09...

delay and asymmetry points of one-dimensional diffusion processes 2014-06-20 Paper On Markov diffusion processes with delayed reflection from boundaries of...

functionals of one dimensional diffusion processes 2014-08-27 Paper Weak Approximations for SDE’s Driven by Lévy Processes 2014-02-19 Paper On the discrete...

Feller property of skew product diffusion processes 2011-04-29 Paper Conditional processes induced by birth and death processes 2010-09-28 Paper Conditional...

nonsynchronously observed diffusion processes 2009-06-02 Paper Parametric estimation for partially hidden diffusion processes sampled at discrete times...

functional estimation of second-order diffusion processes 2013-01-03 Paper Local \(M\)-estimation for jump-diffusion processes 2012-08-30 Paper...

symmetric diffusion processes 1997-08-26 Paper On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes 1996-04-08...

crossing probabilities for diffusion processes 2014-08-15 Paper Continuity Theorems in Boundary Crossing Problems for Diffusion Processes 2011-05-31 Paper On...

nonsynchronously observed diffusion processes 2015-10-30 Paper Quasi-likelihood analysis for nonsynchronously observed diffusion processes 2014-09-02 Paper Quasi-likelihood...

Publication Type Non parametric bias reduction of diffusion coefficient in integrated diffusion processes 2022-08-12 Paper Estimation for random coefficient...

hypothesis for ergodic diffusion processes 2014-10-24 Paper On asymptotic distribution of parameter free tests for ergodic diffusion processes 2014-08-15 Paper...

Regime-Switching Diffusion Processes in An Infinite State Space 2015-08-20 Paper Criteria for transience and recurrence of regime-switching diffusion processes 2015-08-07...

symmetric diffusion processes 1997-08-26 Paper On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes 1996-04-08...

problem for diffusion processes 1990-01-01 Paper On the asymptotic behaviour of first-passage-time densities for one-dimensional diffusion processes and varying...