Pages that link to "Item:Q796903"

The following pages link to Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control (Q796903):

Displayed 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)