scientific article; zbMATH DE number 4020069
From MaRDI portal
Publication:3763296
Recommendations
Cited in
(only showing first 100 items - show all)- On generalized Pólya urn models
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators
- Convergence of path measures arising from a mean field or polaron type interaction
- Dynamic switching times from season to single tickets in sports and entertainment
- Stochastic p.d.e.'s arising from the long range contact and long range voter processes
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging
- A large scale analysis of unreliable stochastic networks
- Monotonicity of the reflected Bessel transition density on the diagonal
- On the excursion theory for linear diffusions
- Cascades of particles moving at finite velocity in hyperbolic spaces
- The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
- A stochastic analysis of autoregulation of gene expression
- Optimal Central Bank intervention in the foreign exchange market
- Random time change and an integral representation for marked stopping times
- Hedging options in a doubly Markov-modulated financial market via stochastic flows
- Non-stopping times and stopping theorems
- On Kelvin transformation
- Self-avoiding random walk: A Brownian motion model with local time drift
- A Note On Utility Maximization Under Partial Observations1
- Stochastic integral representations, stochastic derivatives and minimal variance hedging
- The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
- Dynamically switching among bundled and single tickets with time-dependent demand rates
- The harmonic measure and a Reuter-type result for a process with Bessel components
- Interacting diffusions in a random medium: comparison and longtime behavior.
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
- Asymptotic behavior of Brownian polymers
- On the local times of fractional Ornstein-Uhlenbeck process
- Measure-valued Markov branching processes conditioned on non-extinction
- Strong comparison of solutions of one-dimensional stochastic differential equations
- Transition density and simulated likelihood estimation for time-inhomogeneous diffusions
- Explicit semimartingale representation of Brownian motion in a wedge
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- A generalized clark representation formula, with application to optimal portfolios
- Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise
- Analysis of loss networks with routing
- An excursion approach to maxima of the Brownian bridge
- Markov snakes and superprocesses
- scientific article; zbMATH DE number 3886861 (Why is no real title available?)
- On bivariate distributions of the local time of Itô-McKean diffusions
- Limits of one-dimensional diffusions
- Algorithmic trading with learning
- Excursions away from the Lipschitz minorant of a Lévy process
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
- Travelling randomly on the Poincaré half-plane with a Pythagorean compass
- Almost sure exponential behaviour for a parabolic SPDE on a manifold.
- Optimal stopping zero-sum games in continuous hidden Markov models
- Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
- Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity
- Semiflexible polymers in straining flows
- L^p-estimates on a ratio involving a Bessel process
- Diffusion hitting times and the bell-shape
- Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction
- Dynamic credit investment in partially observed markets
- On the drawdowns and drawups in diffusion-type models with running maxima and minima
- Doob: A Half-Century on
- On polymer conformations in elongational flows
- Bayesian switching multiple disorder problems
- Reflection between two conjugate diffusions
- Stochastic differential switching game in infinite horizon
- Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
- A BSDE approach to risk-based asset allocation of pension funds with regime switching
- Maximum variation of total risk
- One-dimensional system arising in stochastic gradient descent
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models1
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
- On generalization of quasidiffusions
- The compact support property for solutions to the heat equation with noise
- Pascal processes and their characterization
- Nonparametric adaptive estimation for integrated diffusions
- Bernstein processes and Pauli-type equations
- Winding numbers for 2-dimensional, positive recurrent diffusions
- The \(\Lambda \)-coalescent speed of coming down from infinity
- Excursions for polymers in elongational flows.
- On symmetric linear diffusions
- Stochastic networks with multiple stable points
- On spaces of estimating functions
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Interacting Brownian particles and the Wigner law
- An inverse problem for stochastic differential equations
- Limit theorems for transient diffusions on the line
- Separating times for one-dimensional general diffusions
- Stochastic Kinetics with Wave Nature
- Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals
- The \(p\)-harmonic measure of small axially symmetric sets
- Estimation for the invariant law of an ergodic diffusion process based on high-frequency data
- Lenses in skew Brownian flow
- Diffusions of perturbed principal component analysis
- A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
- The occupation time of Brownian motion in a ball
- Recovering the Brownian coalescent point process from the Kingman coalescent by conditional sampling
- On the existence and characterization of arbitrage–free measure in contingent claim valuation
- Jump-diffusion models of German stock returns
- A ratio inequality for Bessel processes.
- The transition point in the zero noise limit for a 1D Peano example
- Optimal scaling of MaLa for nonlinear regression.
- On martingale property of the stochastic integral equations
- Brownian motion in a quasi-cone
- Martingale results in risk theory with a view to ruin probabilities and diffusions
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)
