scientific article; zbMATH DE number 3982184
From MaRDI portal
Publication:3746599
Recommendations
Cited in
(18)- Time reversal of diffusion processes with a boundary condition
- Time reversal and reflected diffusions
- An extension of Itô's formula for elliptic diffusion processes
- Enlarged filtrations for diffusions
- Ito formula for C^ 1-functions of semimartingales
- Time reversal of Markov processes with jumps under a finite entropy condition
- Two Brownian particles with rank-based characteristics and skew-elastic collisions
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
- scientific article; zbMATH DE number 3990529 (Why is no real title available?)
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- A variational characterization of Langevin-Smoluchowski diffusions
- Stochastic partial differential equations with singular terminal condition
- Markov bridges: SDE representation
- On stochastic partial differential equations and their applications to derivative pricing through a conditional Feynman-Kac formula
- Feynman-Kac formulas for semigroups generated by multi-polaron Hamiltonians in magnetic fields and on general domains
- Feynman-Kac formulas for Dirichlet-Pauli-Fierz operators with singular coefficients
- Backward stochastic differential equations with singular terminal condition
- Approximation via regularization of the local time of semimartingales and Brownian motion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3746599)
