The following pages link to (Q3862204):
Displaying 50 items.
- On the \(L^\infty \)-uniqueness of symmetric diffusion operators on complete non-compact Riemannian manifolds (Q253801) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Linear trend exclusion for models defined with stochastic differential and difference equations (Q268657) (← links)
- A simple probabilistic approach of the yard-sale model (Q273772) (← links)
- A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes (Q281135) (← links)
- A new model for realistic random perturbations of stochastic oscillators (Q288749) (← links)
- Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups (Q291965) (← links)
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (Q292116) (← links)
- On the Cauchy problem for Fokker-Planck-Kolmogorov equations with potential terms on arbitrary domains (Q300365) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation (Q315664) (← links)
- Local equilibrium in inhomogeneous stochastic models of heat transport (Q315674) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition (Q327735) (← links)
- Competition with high number of agents and a major one (Q333785) (← links)
- Markov chain Monte Carlo and irreversibility (Q339005) (← links)
- White noise calculus in applications to stochastic equations in Hilbert spaces (Q341449) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Localization transition for polymers in Poissonian medium (Q368563) (← links)
- On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations (Q370946) (← links)
- Convergence to the equilibria for self-stabilizing processes in double-well landscape (Q373580) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Near critical catalyst reactant branching processes with controlled immigration (Q373847) (← links)
- Constructive quantization: approximation by empirical measures (Q376699) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- A specification test of stochastic diffusion models (Q385188) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients (Q389738) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Stochastic conservation laws: weak-in-time formulation and strong entropy condition (Q403316) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- High-energy particle in a time-dependent random potential (Q404433) (← links)
- Construction, ergodicity and rate of convergence of \(N\)-particle Langevin dynamics with singular potentials (Q423428) (← links)
- Stochastic algorithms for computing means of probability measures (Q424479) (← links)
- Large systems of diffusions interacting through their ranks (Q424497) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Average and deviation for slow-fast stochastic partial differential equations (Q439101) (← links)
- Averaging principle for diffusion processes via Dirichlet forms (Q471043) (← links)
- The transition point in the zero noise limit for a 1D Peano example (Q476469) (← links)
- Invariant measure selection by noise. An example (Q476480) (← links)
- Uniqueness of Fokker-Planck equations for spin lattice systems. II: Non-compact case (Q476640) (← links)
- Existence and uniqueness of solutions to stochastic Rayleigh-Plesset equations (Q486534) (← links)
- Noisy gradient flow from a random walk in Hilbert space (Q487669) (← links)
- Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions (Q495239) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Strong stationary duality for diffusion processes (Q501820) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Some properties of the phase diagram for mixed \(p\)-spin glasses (Q525094) (← links)
