scientific article; zbMATH DE number 4020069
From MaRDI portal
Publication:3763296
Recommendations
Cited in
(only showing first 100 items - show all)- On the excursion theory for linear diffusions
- Nonparametric adaptive estimation for integrated diffusions
- Limits of one-dimensional diffusions
- Cascades of particles moving at finite velocity in hyperbolic spaces
- Brownian motion on a manifold as a limit of Brownian motions with drift
- Self-avoiding random walk: A Brownian motion model with local time drift
- Continuity of martingales in the Brownian excursion filtration
- Uniqueness and global Markov property for Euclidean fields: The case of general polynomial interactions
- Random time change and an integral representation for marked stopping times
- Effect of a drift discontinuity on a travelling Gaussian
- An extension of a theorem of K. Yamada to equations ``with memory
- Pascal processes and their characterization
- Wishart processes
- On condition/event systems with discrete state realizations
- Occupation densities for stochastic integral processes in the second Wiener chaos
- Tsirel'son's equation in discrete time
- Asymptotic behavior of Brownian polymers
- Exit probability estimates for martingales in geodesic balls, using curvature
- The compact support property for solutions to the heat equation with noise
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
- Conditioning a reflected one-dimensional diffusion via its canonical decomposition
- Diffusions of perturbed principal component analysis
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion
- Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
- Probability theory and polymer physics
- Brownian excursions on combs
- Semiflexible polymers in straining flows
- Optimal Central Bank intervention in the foreign exchange market
- On polymer conformations in elongational flows
- Bernstein processes and Pauli-type equations
- On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary
- Winding numbers for 2-dimensional, positive recurrent diffusions
- The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
- Convergence of path measures arising from a mean field or polaron type interaction
- On quasi-linear stochastic partial differential equations
- On the semimartingale representation of reflecting Brownian motion in a cusp
- The joint law of the maximum and terminal value of a martingale
- Interacting Brownian particles and the Wigner law
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla
- The density asymptotics associated with a stochastic differential equation
- On spaces of estimating functions
- Riemann-Cartan-Weyl quantum geometry. II: Cartan stochastic copying method, Fokker-Planck operator and Maxwell-de Rham equations
- On strong forms of weak convergence
- Tightness of localization and return time in random environment
- Lundberg inequalities in a diffusion environment
- A ratio inequality for Bessel processes.
- The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
- Stability analysis of second-order fluid flow models in a stationary ergodic environment
- On generalized Pólya urn models
- Consistent fitting of one-factor models to interest rate data.
- Excursions for polymers in elongational flows.
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- A martingale approach for detecting the drift of a Wiener process
- Rosenthal's inequality for point process martingales
- Reflection between two conjugate diffusions
- A large scale analysis of unreliable stochastic networks
- Optimal liquidation under stochastic liquidity
- MEXIT: maximal un-coupling times for stochastic processes
- Recovering the Brownian coalescent point process from the Kingman coalescent by conditional sampling
- Opaque bank assets and optimal equity capital
- Dynamic switching times from season to single tickets in sports and entertainment
- The harmonic measure and a Reuter-type result for a process with Bessel components
- Almost sure exponential behaviour for a parabolic SPDE on a manifold.
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- Interacting diffusions in a random medium: comparison and longtime behavior.
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
- Asymptotic genealogy of a critical branching process
- Lenses in skew Brownian flow
- Uniqueness for diffusions degenerating at the boundary of a smooth bounded set
- L^p-estimates on diffusion processes
- The \(p\)-harmonic measure of small axially symmetric sets
- Limiting angle of Brownian motion in certain two-dimensional Cartan-Hadamard manifolds
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
- Superprocesses over a stochastic flow
- Contingent claims on assets with conversion costs.
- On the product system of a completely positive semigroup
- Optimal scaling of MaLa for nonlinear regression.
- A stochastic approach to the Euler-Poincaré number of the loop space of a developable orbifold
- An efficient approximation method for stochastic differential equations by means of the exponential Lie series
- Stochastic p.d.e.'s arising from the long range contact and long range voter processes
- Markov snakes and superprocesses
- Weight functions and pathwise local central limit theorems
- On volatility of prices in arbitrage-free markets
- Maximum variation of total risk
- Brownian motion in a quasi-cone
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
- A BSDE approach to risk-based asset allocation of pension funds with regime switching
- Dynamically switching among bundled and single tickets with time-dependent demand rates
- The Ehrenfest model: A path-integral for spin.
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process
- Excursions away from the Lipschitz minorant of a Lévy process
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
- Laplacian and Brownian motion on positive definite matrices, revisited
- Effective intervals and regular Dirichlet subspaces
- Time-reversal of coalescing diffusive flows and weak convergence of localized disturbance flows
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
- The \(\Lambda \)-coalescent speed of coming down from infinity
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 Q3763296)
