Pages that link to "Item:Q2811120"

The following pages link to Stochastic differential equations for sticky Brownian motion (Q2811120):

Displaying 41 items.

• Construction and analysis of a sticky reflected distorted Brownian motion (Q297452) (← links)
• Optimal dynamic contracts with moral hazard and costly monitoring (Q337806) (← links)
• Approximating exit times of continuous Markov processes (Q784312) (← links)
• Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
• Strong Feller property of sticky reflected distorted Brownian motion (Q1661584) (← links)
• Large deviations for sticky Brownian motions (Q2024503) (← links)
• Sticky-reflected stochastic heat equation driven by colored noise (Q2026649) (← links)
• A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations (Q2064806) (← links)
• Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
• Sticky Bessel diffusions (Q2145813) (← links)
• Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
• Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
• Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
• Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
• On skew sticky Brownian motion (Q2244524) (← links)
• Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
• Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
• On a skew stable Lévy process (Q2680390) (← links)
• Sticky Particles and Stochastic Flows (Q2798573) (← links)
• A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
• On some properties of sticky Brownian motion (Q3384671) (← links)
• Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
• Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (Q5106727) (← links)
• Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
• Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
• Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
• Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988) (← links)
• Large deviations of currents in diffusions with reflective boundaries (Q5874041) (← links)
• Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
• Termination as an incentive device (Q6053658) (← links)
• The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
• Coalescing-fragmentating Wasserstein dynamics: particle approach (Q6100165) (← links)
• Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
• Reversible coalescing-fragmentating Wasserstein dynamics on the real line (Q6150104) (← links)
• Sticky Feller diffusions (Q6165209) (← links)
• The martingale problem method revisited (Q6165214) (← links)
• Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
• The Bethe ansatz for sticky Brownian motions (Q6170359) (← links)
• General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)