The following pages link to Two singular diffusion problems (Q2649707):
Displayed 50 items.
- Numerical simulation for degenerate diffusions (Q749175) (← links)
- Über die Anwendung der Laplace-Transformation auf Randwertprobleme (Q768447) (← links)
- Classical diffusion processes and total positivity (Q774320) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
- On the Cauchy-Dirichlet problem for the singular parabolic equation \(u_{xx}-(1/x)u_ x-u_ t=0\). (Q798866) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- Generating integrable one dimensional driftless diffusions (Q857067) (← links)
- Linear one-step processes with artificial boundaries (Q867039) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Fixation in haploid populations exhibiting density dependence. II: The quasi-neutral case (Q935963) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Fundamental solutions to Kolmogorov equations via reduction to canonical form (Q955495) (← links)
- On mean exit time from a curvilinear domain (Q956351) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Biased intrachromosomal gene conversion in a chromosome lineage (Q1068015) (← links)
- On transformations of linear diffusions into continuous state branching (Q1070661) (← links)
- Diffusion approximation of the neuronal model with synaptic reversal potentials (Q1089277) (← links)
- Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach (Q1101034) (← links)
- A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor (Q1147653) (← links)
- A diffusion model for population growth in random environment (Q1211451) (← links)
- Conservative similarity solutions of the one-dimensional autonomous parabolic equation (Q1224248) (← links)
- Perturbation algebra of an elliptic operator (Q1229344) (← links)
- On the transformation of diffusion processes into the Feller process (Q1230472) (← links)
- On the transformation of diffusion processes into the Wiener process (Q1239531) (← links)
- Initial condition solutions of the generalized Feller equation (Q1249282) (← links)
- Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- On transition semigroups of \((A,\mathbf\Psi)\)-superprocesses with immigration (Q1431496) (← links)
- Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach (Q1582641) (← links)
- Applying the EKF to stochastic differential equations with level effects (Q1592900) (← links)
- Generalized axially symmetric heat potentials and singular parabolic initial boundary value problems (Q1838636) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Diffusion approximation to a queueing system with time-dependent arrival and service rates (Q1892642) (← links)
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Option pricing when correlations are stochastic: an analytical framework (Q2425554) (← links)
- Fixation in haploid populations exhibiting density dependence. I: The non-neutral case (Q2459052) (← links)
- Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
- Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
- A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces (Q3128358) (← links)
- Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model (Q3155698) (← links)
- Relative dispersion in 2D stochastic flows (Q3373033) (← links)
- The square-root process and Asian options (Q3437388) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- The implied volatility smirk (Q3502188) (← links)
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205) (← links)