scientific article; zbMATH DE number 4020069
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Publication:3763296
zbMATH Open0627.60001MaRDI QIDQ3763296FDOQ3763296
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- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q‐OPTIMAL MEASURE
- Lipschitz minorants of Brownian motion and Lévy processes
- Tightness of localization and return time in random environment
- Asymptotic genealogy of a critical branching process
- Optimal investment and consumption under partial information
- Weight functions and pathwise local central limit theorems
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- Existence of equilibrium for infinite system of interacting diffusions
- Bandwidth sharing networks with multiscale traffic
- Donsker theorems for diffusions: necessary and sufficient conditions
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- Itô's stochastic calculus: its surprising power for applications
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- Optimal investment under partial information
- An asymptotic result for Brownian polymers
- Fluid limits of optimally controlled queueing networks
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- Wishart processes
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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- Asymptotic behavior of Brownian polymers
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Analysis of loss networks with routing
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- Excursions away from the Lipschitz minorant of a Lévy process
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- Almost sure exponential behaviour for a parabolic SPDE on a manifold.
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- Stochastic networks with multiple stable points
- Nonparametric adaptive estimation for integrated diffusions
- Excursions for polymers in elongational flows.
- Interacting Brownian particles and the Wigner law
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- Diffusions of perturbed principal component analysis
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- Likely path to extinction in simple branching models with large initial population
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
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