scientific article; zbMATH DE number 3789618

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Kernel approximations of a Wiener process
Two extensions of asymptotic methods in controlled Markov chains
Use of a side effect as a covariate in a problem of sequential analysis
Extremes, rainflow cycles and damage functionals in continuous random processes
Iterated processes and their applications to higher order differential equations
Singularity of two diffusions on \({\mathcal C}_ \infty\)
Smooth positive extensions and nonlinear programming
A functional limit theorem for Erdős and Rényi's law of large numbers
Average densities of the image and zero set of stable processes
Optimal prediction for Hamiltonian partial differential equations
The descriptive complexity of Brownian motion
On a nonstandard Brownian motion and its maximal function
Pathwise stochastic calculus with local times
The principle of large deviations for almost everywhere central limit theorem
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
Variation analysis of uncertain stationary independent increment processes
Arbitrage and hedging in a non probabilistic framework
Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)
Quadratic variation and quadratic roughness
Quadratic variation along refining partitions: constructions and examples
Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
Pathwise no-arbitrage in a class of delta hedging strategies
Symmetry of stochastic non-variational differential equations
A domain-theoretic approach to Brownian motion and general continuous stochastic processes
A nonstandard empirical likelihood for time series
On the mean-field limit for the Vlasov-Poisson-Fokker-Planck system
Constructing functions with prescribed pathwise quadratic variation
Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
Hitting densities for spectrally positive stable processes
A result on the Laplace transform associated with the sticky Brownian motion on an interval
scientific article; zbMATH DE number 4152290 (Why is no real title available?)
Fractals generated by algorithmically random Brownian motion
The distribution of brownian motion on linear stopping boundaries
Model-free portfolio theory and its functional master formula
Uniform convergence of penalized time-inhomogeneous Markov processes
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
A glimpse of the impact of pál erdős on probability and statistics
Guiding the guiders: Foundations of a market-driven theory of disclosure
On a class of generalized Takagi functions with linear pathwise quadratic variation
On the other LIL for variables without finite variance
Symmetry classification of scalar Ito equations with multiplicative noise
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
On Lie-point symmetries for Ito stochastic differential equations
Error estimate of a random particle blob method for the Keller-Segel equation
High moments of two optimal rules of detecting a change in distributions
W-symmetries of Ito stochastic differential equations
Random Lie-point symmetries of stochastic differential equations
Integration of the stochastic logistic equation via symmetry analysis
Symmetry and integrability for stochastic differential equations
On the relation of one-dimensional diffusions on natural scale and their speed measures
On the Feller-Dynkin and the martingale property of one-dimensional diffusions
On the integration of Ito equations with a random or a W-symmetry
The martingale problem method revisited
A càdlàg rough path foundation for robust finance
Variation analysis of semi-canonical process
Asymptotic limit properties of the occupation measure for a transient Brownian sheet
Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
Integrable autonomous scalar Ito equations with multiple noise sources
Symmetry of the isotropic Ornstein-Uhlenbeck process in a force field
Integrable Ito equations and properties of the associated Fokker-Planck equations
Limit theorems for the trajectory of the self-repelling random walk with directed edges
Signature methods in machine learning
Separating times for one-dimensional general diffusions
Level crossings of fractional Brownian motion
Pricing and hedging for a sticky diffusion
Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions
On the representation property for 1D general diffusion semimartingales
The support and resistance line method: an analysis via optimal stopping
Criteria for the absence of arbitrage in one-dimensional general diffusion markets
The probability of survival for the biased voter model in a random environment

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