The following pages link to (Q4039796):
Displaying 50 items.
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- A limit theorem for Markov decision processes (Q258747) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons'' (Q271660) (← links)
- On quasi-ergodic distribution for one-dimensional diffusions (Q273723) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint (Q289140) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- KPZ line ensemble (Q328776) (← links)
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- Infinite dimensional weak Dirichlet processes and convolution type processes (Q347483) (← links)
- Non-intersecting squared Bessel paths with one positive starting and ending point (Q351303) (← links)
- On the stochastic 2-D motion of a Bingham fluid (Q354385) (← links)
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- On Cox processes and credit risky securities (Q375362) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- On the existence of shadow prices (Q377456) (← links)
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
- Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes (Q386352) (← links)
- Non-intersecting squared Bessel paths at a hard-edge tacnode (Q387639) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric (Q404581) (← links)
- Martingale problem to Stratonovich stochastic inclusion (Q419923) (← links)
- Strong solution for a stochastic model of two-dimensional second grade fluids: existence, uniqueness and asymptotic behavior (Q423667) (← links)
- Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- Dynamical attraction to stable processes (Q424711) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- The degree profile of random Pólya trees (Q439063) (← links)
- Stability radii of infinite-dimensional systems subjected to unbounded stochastic perturbations (Q450686) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers (Q469885) (← links)
- Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
- On the existence and explicit estimates for the coupling property of Lévy processes with drift (Q471534) (← links)
- The transition point in the zero noise limit for a 1D Peano example (Q476469) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Demographic stochasticity in the SDE SIS epidemic model (Q500140) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Slit holomorphic stochastic flows and Gaussian free field (Q504579) (← links)
- Filtering for a Duffing-van der Pol stochastic differential equation (Q505764) (← links)
- KPZ reloaded (Q507272) (← links)
- Small mass limit of a Langevin equation on a manifold (Q507740) (← links)
