Pages that link to "Item:Q1395943"
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The following pages link to A survey and some generalizations of Bessel processes (Q1395943):
Displaying 50 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- A stochastic target approach to Ricci flow on surfaces (Q282517) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
- Non-intersecting squared Bessel paths at a hard-edge tacnode (Q387639) (← links)
- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) (Q389064) (← links)
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights (Q731298) (← links)
- Hard harvesting of a stochastically changing population (Q739262) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- Random walk with long-range interaction with a barrier and its dual: exact results (Q847224) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724) (← links)
- \(L^p\)-estimates on a ratio involving a Bessel process (Q886411) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- The calculation of expectations for classes of diffusion processes by Lie symmetry methods (Q1009482) (← links)
- Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
- Bessel process and conformal quantum mechanics (Q1035830) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
- Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- On squared Bessel particle systems (Q1740510) (← links)
- Wright-Fisher diffusion with negative mutation rates (Q1951681) (← links)
- Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Diffusions on a space of interval partitions: construction from marked Lévy processes (Q2024520) (← links)
- Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (Q2034635) (← links)
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions (Q2039416) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Recent advances on eigenvalues of matrix-valued stochastic processes (Q2062789) (← links)
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema (Q2073177) (← links)
- A Ray-Knight representation of up-down Chinese restaurants (Q2073233) (← links)
- Path decompositions of perturbed reflecting Brownian motions (Q2080139) (← links)
- On non-extinction in a Fleming-Viot-type particle model with Bessel drift (Q2105157) (← links)
- Bernstein processes, isovectors and mechanics (Q2107416) (← links)
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk (Q2139110) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
