The following pages link to (Q3150773):
Displaying 50 items.
- On the time for Brownian motion to visit every point on a circle (Q254217) (← links)
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Long time behavior of stochastic hard ball systems (Q265264) (← links)
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- On first hitting times for skew CIR processes (Q267888) (← links)
- Transient one-dimensional diffusions conditioned to converge to a different limit point (Q273696) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
- Distribution of functionals of special diffusions with jumps (Q292312) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- Exit time of a hyperbolic \(\alpha\)-stable process from a halfspace or a ball (Q300436) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing (Q309175) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Multi-stage sequential sampling models with finite or infinite time horizon and variable boundaries (Q334471) (← links)
- Local \(L_\infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs (Q338463) (← links)
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
- Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection (Q343801) (← links)
- The Morris-Lecar neuron model embeds a leaky integrate-and-fire model (Q353094) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- The solution of the perturbed Tanaka-equation is pathwise unique (Q373569) (← links)
- Lévy measure density corresponding to inverse local time (Q374587) (← links)
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
- Local behavior and hitting probabilities of the \(\text{Airy}_1\) process (Q389272) (← links)
- Asymptotic distribution of the delay time in Page's sequential procedure (Q393539) (← links)
- On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- First passage densities and boundary crossing probabilities for diffusion processes (Q398798) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Two population models with constrained migrations (Q401457) (← links)
- Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering (Q420141) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- Transition probabilities in a problem of stochastic process switching (Q435792) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374) (← links)
- On sharp heat and subordinated kernel estimates in the Fourier-Bessel setting (Q470409) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Maximal distance travelled by \(N\) vicious walkers till their survival (Q478429) (← links)
- On an upper bound of the Euler characteristic of the Wiener sausage (Q479139) (← links)
- Asset price bubbles from heterogeneous beliefs about~mean reversion rates (Q483710) (← links)
- Pricing equity default swaps under the jump-to-default extended CEV model (Q483933) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Hyperbolic Ornstein-Uhlenbeck process (Q503987) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- An omnibus CUSUM chart for monitoring time to event data (Q509843) (← links)
