The following pages link to (Q3667724):
Displayed 14 items.
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531) (← links)
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661) (← links)
- Excursions of diffusion processes and continued fractions (Q720745) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Hitting law asymptotics for a fluctuating Brownian functional (Q935574) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- A parallel between Brownian bridges and gamma bridges (Q1769586) (← links)
- Random walks with strongly inhomogeneous rates and singular diffusions: Convergence, localization and aging in one dimension (Q1872271) (← links)
- Time homogeneous diffusion with drift and killing to meet a given marginal (Q2258833) (← links)
- Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
- Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
- (Q5856500) (← links)
- On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)