Pages that link to "Item:Q3232485"
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The following pages link to Elementary Solutions for Certain Parabolic Partial Differential Equations (Q3232485):
Displaying 50 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Feller property of skew product diffusion processes (Q531288) (← links)
- \(W\)-Sobolev spaces (Q549752) (← links)
- Absorption and fixation times for neutral and quasi-neutral populations with density dependence (Q615553) (← links)
- A large deviation principle for symmetric Markov processes with Feynman-Kac functional (Q662868) (← links)
- Spectral decomposition of fractional operators and a reflected stable semigroup (Q729923) (← links)
- Branching one-dimensional periodic diffusion processes (Q761706) (← links)
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158) (← links)
- On the occupation time on the half line of pinned diffusion processes (Q863793) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation (Q1054085) (← links)
- An extension of Kotani's theorem to random generalized Sturm-Liouville operators (Q1087235) (← links)
- A limit theorem for particle numbers in bounded domains of a branching diffusion process (Q1169205) (← links)
- \(G\)-spaces, the asymptotic splitting of \(L^2(M)\) into irreducibles (Q1242553) (← links)
- \(G\)-spaces, the asymptotic splitting of \(L2(M)\) into irreducibles (Q1247607) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- Some bivariate stochastic models arising from group representation theory (Q1615892) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- The spectral expansion approach to index transforms and connections with the theory of diffusion processes (Q1660060) (← links)
- The one-dimensional diffusion process and unitary representations of \(R^ 1\). (Q1837987) (← links)
- The hitting time density for a reflected Brownian motion (Q1930395) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Convergence of time changed skew product diffusion processes (Q1935428) (← links)
- Conditional processes induced by birth and death processes (Q1958085) (← links)
- A unified construction of product formulas and convolutions for Sturm-Liouville operators (Q2030279) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
- Linear inverse problems for Markov processes and their regularisation (Q2182626) (← links)
- Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation (Q2207420) (← links)
- An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
- A stochastic model for cell adhesion to the vascular wall (Q2330629) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- Intrinsic ultracontractivity and small perturbation for one-dimensional generalized diffusion operators (Q2460021) (← links)
- Simple systems with anomalous dissipation and energy cascade (Q2466824) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Slow learning with small drift in two-absorbing-barrier models (Q2544129) (← links)
- An introduction to de Branges spaces of entire functions with applications to differential equations of the Sturm-Liouville type (Q2545027) (← links)
- Spectral representation for branching processes with immigration on the real half line (Q2552351) (← links)
- The saturation class and iterates of the Bernstein polynomials (Q2559783) (← links)
- On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero (Q2798578) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- Variance Swaps on Defaultable Assets and Market Implied Time-Changes (Q2813077) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- Feynman–Kac theorems for generalized diffusions (Q2944926) (← links)
- Eigenvalue expansions for diffusion hitting times (Q3051182) (← links)
- Time reversal of some stationary jump diffusion processes from population genetics (Q3074499) (← links)
