The following pages link to (Q3042109):
Displaying 50 items.
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
- The descriptive complexity of stochastic integration (Q478999) (← links)
- Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution (Q692741) (← links)
- On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales (Q729940) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Singular Riemann-Hilbert problem in complex-shaped domains (Q889209) (← links)
- Stochastic Hamiltonian dynamical systems (Q931885) (← links)
- Stochastic integral with respect to set-valued square integrable martingales (Q984826) (← links)
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions (Q1078352) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Reflected Brownian motion with skew symmetric data in a polyhedral domain (Q1085898) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Perturbations of Schrödinger semigroups generated by stochastic integrals (Q1098169) (← links)
- On combining quasi-likelihood estimating functions (Q1098208) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- \(\alpha\)-Chaos (Q1116551) (← links)
- Multi-linear measure theory and multiple stochastic integration (Q1117583) (← links)
- The Ito algebra of quantum Gaussian fields (Q1118919) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- A spectral approach to quantum stochastic integrals (Q1184399) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- A representation free quantum stochastic calculus (Q1188108) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems (Q1263157) (← links)
- The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
- Quasi-integrals and stochastic integration along sample paths (Q1273368) (← links)
- Extended Itô integrals and the reflection problem (Q1288942) (← links)
- Ground-state density of the Pauli operator in the large field limit (Q1318326) (← links)
- Large finite population queueing systems: The single-server model (Q1338765) (← links)
- On continuous local times for functions and stochastic processes (Q1368809) (← links)
- Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
- Fuzzy stochastic differential equations driven by semimartingales-different approaches (Q1666601) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
- PDE solutions of stochastic differential utility (Q1802947) (← links)
- Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
- The non-markovian property of \(q\)-Gaussian process (Q2004643) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition (Q2257471) (← links)
- On a new set-valued stochastic integral with respect to semimartingales and its applications (Q2258491) (← links)
- The interrelation between stochastic differential inclusions and set-valued stochastic differential equations (Q2258497) (← links)
- Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales (Q2302927) (← links)
- On multivalued stochastic integral equations driven by semimartingales (Q2333580) (← links)
- Representation of local times of fractional Brownian motion (Q2406797) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Stochastic set differential equations (Q2653949) (← links)
