The following pages link to (Q3344924):
Displaying 50 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- One-dimensional stochastic equations in layered media with semi-permeable barriers (Q311068) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Skew disperson and continuity of local time (Q744579) (← links)
- Stochastic averaging for a Hamiltonian system with skew random perturbations (Q895906) (← links)
- Stochastic differential equations with singular drift (Q923498) (← links)
- Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (Q963028) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- On the existence of solutions of stochastic differential equations with singular drifts (Q1071381) (← links)
- On solutions of stochastic differential equations with drift (Q1122220) (← links)
- Brownian motion with singular drift (Q1394527) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← 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)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales (Q1807276) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- One-dimensional heat equation with discontinuous conductance (Q2018910) (← links)
- Wave propagation for reaction-diffusion equations on infinite random trees (Q2025627) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization (Q2079563) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift (Q2184815) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Diffusion occupation time before exiting (Q2259237) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
- Strategic real options (Q2324805) (← links)
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
