Pages that link to "Item:Q2179637"
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The following pages link to Local densities for a class of degenerate diffusions (Q2179637):
Displaying 6 items.
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
- Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
- Intrinsic Taylor formula for non-homogeneous Kolmogorov-type Lie groups (Q6612906) (← links)
- Singular degenerate SDEs: well-posedness and exponential ergodicity (Q6635654) (← links)
