Pages that link to "Item:Q2360242"
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The following pages link to Intrinsic expansions for averaged diffusion processes (Q2360242):
Displaying 5 items.
- The parametrix method for parabolic SPDEs (Q2196545) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
