Pages that link to "Item:Q3357213"
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The following pages link to Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III) (Q3357213):
Displaying 50 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- On first hitting times for skew CIR processes (Q267888) (← links)
- On a Brownian motion with a hard membrane (Q274170) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- One-dimensional stochastic equations in layered media with semi-permeable barriers (Q311068) (← links)
- A limit theorem for singular stochastic differential equations (Q343047) (← links)
- On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- An extension of cusp estimation problem in ergodic diffusion processes (Q968463) (← links)
- A canonical setting and separating times for continuous local martingales (Q1016604) (← links)
- Path transformations for local times of one-dimensional diffusions (Q1615897) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
- On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise (Q1686368) (← 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)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Uniqueness for diffusions degenerating at the boundary of a smooth bounded set (Q1769510) (← links)
- On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients (Q2026651) (← links)
- A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations (Q2064806) (← links)
- Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients (Q2075898) (← links)
- Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
- One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane (Q2184602) (← links)
- No arbitrage in continuous financial markets (Q2190064) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- Flows for singular stochastic differential equations with unbounded drifts (Q2424893) (← links)
- One-dimensional stochastic differential equations with generalized and singular drift (Q2447741) (← links)
- A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions (Q2453911) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- The fundamental solution to 1D degenerate diffusion equation with one-sided boundary (Q2657664) (← links)
- The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
- Stochastic differential equations for sticky Brownian motion (Q2811120) (← links)
- Functional law of the iterated logarithm type for a skew Brownian motion (Q2923384) (← links)
- A Note on One-Dimensional Stochastic Equations (Q3151356) (← links)
- (Q4603433) (← links)
- Construction of local solutions to sde's with singular drift (Q4840929) (← links)
- A Nonuniformly Integrable Martingale Bubble with a Crash (Q4971975) (← links)
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
- STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (Q5221477) (← links)
