Pages that link to "Item:Q796903"
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The following pages link to Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control (Q796903):
Displaying 23 items.
- Option pricing under a stressed-beta model (Q470515) (← links)
- On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Stochastic perturbations of periodic orbits with sliding (Q496314) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- A combinatorial analysis of interacting diffusions (Q662878) (← links)
- A path decomposition for Lévy processes (Q689457) (← links)
- A decomposition of the Brownian path (Q1820516) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- Limiting distributions for the maximal displacement of branching Brownian motions (Q2073689) (← links)
- On transition density functions of skew Brownian motions with two-valued drift (Q2105383) (← links)
- A central limit theorem for sets of probability measures (Q2169078) (← links)
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- Branching Brownian motion with catalytic branching at the origin (Q2255622) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Skew Brownian motion with dry friction: joint density approach (Q2670796) (← links)
- The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243) (← links)
- Heuristic approach to some laws for brownian motion (Q3780224) (← links)
- Conditioning diffusion processes with respect to the local time at the origin (Q5055381) (← links)
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
- Branching Brownian motion with spatially homogeneous and point-catalytic branching (Q5235059) (← links)
- Probability bounds for reflecting diffusion processes (Q6170515) (← links)
