The following pages link to Miguel Martinez (Q373590):
Displayed 25 items.
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629) (← links)
- One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times (Q428642) (← links)
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks (Q517928) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- On mean numbers of passage times in small balls of discretized Itô processes (Q1038968) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
- The logarithmic Sobolev constant of the lamplighter (Q1933623) (← links)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation (Q1983630) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Long-term concentration of measure and cut-off (Q2169077) (← links)
- On recurrent properties of Fisher-Wright's diffusion on \((0,1)\) with mutation (Q2239789) (← links)
- Paths clustering and an existence result for stochastic vortex systems (Q2385205) (← links)
- Statistical estimation for reflected skew processes (Q2431005) (← links)
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process (Q4915855) (← links)
- Consistent procedures for multiclass classification of discrete diffusion paths (Q5118468) (← links)
- Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift (Q5174375) (← links)
- (Q5881791) (← links)
- Nonlinear Young differential equations: a review (Q6103303) (← links)
- Stochastic processes associated to multidimensional parabolic transmission problems in divergence form (Q6338123) (← links)