Pages that link to "Item:Q5320890"
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The following pages link to ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890):
Displaying 14 items.
- Minimizing the time to a decision (Q655582) (← links)
- Distribution of the integral of maximum processes and applications (Q1633562) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients (Q2671525) (← links)
- Rate of convergence of the perturbed diffusion process to its unperturbed limit (Q2701133) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
- Perturbations of singular fractional SDEs (Q6098996) (← links)
- The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary (Q6123184) (← links)
- On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps (Q6178521) (← links)
- Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise (Q6631633) (← links)
