The following pages link to (Q3313058):
Displaying 30 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- Existence and estimates of moments for Lévy-type processes (Q511141) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- Homogenization of periodic diffusion with small jumps (Q892341) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- Ergodicity and inequalities in a class of point processes (Q1110192) (← links)
- Stochastic comparisons of Itô processes (Q1208952) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Multifractality of jump diffusion processes (Q1633915) (← links)
- Laplace symbols and invariant distributions (Q1640955) (← links)
- Is the dying individual the oldest ? (Q1822135) (← links)
- Inspection, maintenance and replacement models (Q1890971) (← links)
- On the first passage times for Markov processes with monotone convex transition kernels (Q1899266) (← links)
- Periodic homogenization of a Lévy-type process with small jumps (Q2021727) (← links)
- Lévy processes on smooth manifolds with a connection (Q2076622) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (Q2656243) (← links)
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes (Q2674434) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- Semimartingales and Markov processes (Q3886618) (← links)
- Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
- Operator-stable-like processes (Q5880394) (← links)
- On the rôle of singular functions in extending the probabilistic symbol to its most general class (Q6138021) (← links)
- From Markov processes to semimartingales (Q6168534) (← links)
- Nonlinear semimartingales and Markov processes with jumps (Q6667648) (← links)
