The following pages link to (Q3763296):
Displaying 50 items.
- Optimal investment and consumption under partial information (Q261540) (← links)
- Retracted: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains (Q288125) (← links)
- The strong weak convergence of the quasi-EA (Q351502) (← links)
- On the flow-level stability of data networks without congestion control: the case of linear networks and upstream trees (Q383218) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
- Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients (Q465470) (← links)
- The transition point in the zero noise limit for a 1D Peano example (Q476469) (← links)
- On the number of large triangles in the Brownian triangulation and fragmentation processes (Q491192) (← links)
- On the dynamics of random neuronal networks (Q523196) (← links)
- Change of measure up to a random time: details (Q529431) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Effective pulse dynamics in optical fibers with polarization mode dispersion (Q661476) (← links)
- The occupation time of Brownian motion in a ball (Q678087) (← links)
- On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
- Sharp integrability for Brownian motion in parabola-shaped regions (Q705334) (← links)
- Diffusive limits for ``true'' (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3 (Q714949) (← links)
- Mosco-convergence and Wiener measures for conductive thin boundaries (Q719588) (← links)
- An asymptotic result for Brownian polymers (Q731449) (← links)
- An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
- An inverse problem for stochastic differential equations (Q753275) (← links)
- Limit theorems for transient diffusions on the line (Q756275) (← links)
- The intrinsic local time sheet of Brownian motion (Q756287) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory (Q762961) (← links)
- More about Hamza's theorem (Q782376) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Likely path to extinction in simple branching models with large initial population (Q871362) (← links)
- Non-stopping times and stopping theorems (Q875907) (← links)
- \(L^p\)-estimates on a ratio involving a Bessel process (Q886411) (← links)
- Diffusion hitting times and the bell-shape (Q889019) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- KPZ relation does not hold for the level lines and \(\hbox {SLE}_\kappa \) flow lines of the Gaussian free field (Q892159) (← links)
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion) (Q909345) (← links)
- Explicit semimartingale representation of Brownian motion in a wedge (Q909356) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- Stochastic differential equations with singular drift (Q923498) (← links)
- Brownian motion and Ornstein-Uhlenbeck processes in planar shape space (Q937165) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction (Q967631) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Itô's theory of excursion point processes and its developments (Q972810) (← links)
- Analysis of loss networks with routing (Q997415) (← links)
- Optimal scaling for partially updating MCMC algorithms (Q997939) (← links)
