The following pages link to (Q2968568):
Displayed 38 items.
- On a Brownian motion with a hard membrane (Q274170) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
- Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
- Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball (Q2206296) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272) (← links)
- Reflecting Brownian motion in the \(d\)-ball (Q2246212) (← links)
- Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
- On a Skorokhod problem with small double limit (Q2322303) (← links)
- A construction of reflecting Lévy processes (Q2424393) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- A Brownian-Markov stochastic model for cart-like wheeled mobile robots (Q2687842) (← links)
- Sweetest taboo processes (Q3303286) (← links)
- On a selection problem for small noise perturbation in the multidimensional case (Q4561040) (← links)
- Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II (Q4580418) (← links)
- Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I (Q4602300) (← links)
- A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part II. Wall-bounded flows (Q4972416) (← links)
- Active Crowds (Q5054574) (← links)
- Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement (Q5054705) (← links)
- Reflecting Lévy Processes and Associated Families of Linear Operators. II (Q5074418) (← links)
- Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Q5087005) (← links)
- The spread of fire on a random multigraph (Q5203890) (← links)
- Reflecting Lévy Processes and Associated Families of Linear Operators (Q5240312) (← links)
- Fréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamics (Q5240837) (← links)
- Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials (Q5871318) (← links)
- Error estimates for a finite volume scheme for advection–diffusion equations with rough coefficients (Q6050016) (← links)
- Protecting pegged currency markets from speculative investors (Q6078604) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- The mean field games system: Carleman estimates, Lipschitz stability and uniqueness (Q6112108) (← links)
- Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
- Data-driven computational methods for quasi-stationary distribution and sensitivity analysis (Q6174738) (← links)
- Limit behaviour of random walks on ℤ<sup><i>m</i></sup>with two-sided membrane (Q6175886) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)