The following pages link to (Q3992729):
Displaying 50 items.
- Favard separation method for almost periodic stochastic differential equations (Q267488) (← links)
- On quasi-ergodic distribution for one-dimensional diffusions (Q273723) (← links)
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution (Q276832) (← links)
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Homogenization of random functionals on solutions of stochastic equations (Q283143) (← links)
- A probabilistic proof of the fundamental gap conjecture via the coupling by reflection (Q283366) (← links)
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps (Q289609) (← links)
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory (Q296530) (← links)
- A maximum principle for the stochastic variational inequalities (Q297162) (← links)
- Construction and analysis of a sticky reflected distorted Brownian motion (Q297452) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Diverse market models of competing Brownian particles with splits and mergers (Q303944) (← links)
- Approximations of stochastic partial differential equations (Q303950) (← links)
- Quantum stochastic calculus and quantum Gaussian processes (Q308340) (← links)
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations (Q311994) (← links)
- Analysis of a stochastic tri-trophic food-chain model with harvesting (Q314509) (← links)
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Identification of unstable fixed points for randomly perturbed dynamical systems with multistability (Q321804) (← links)
- Moment formulas for multitype continuous state and continuous time branching process with immigration (Q325909) (← links)
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074) (← links)
- A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value (Q342752) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Nondegenerate SDEs with jumps and their hypoelliptic properties (Q371217) (← links)
- Monotonicity of time-dependent transportation costs and coupling by reflection (Q372810) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Tightness for a stochastic Allen-Cahn equation (Q373234) (← links)
- Transportation cost inequalities for neutral functional stochastic equations (Q380261) (← links)
- Harnack inequalities and heat kernel estimates for SDEs with singular drifts (Q385938) (← links)
- The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460) (← links)
- A stochastic algorithm finding generalized means on compact manifolds (Q404139) (← links)
- Shell model of turbulence perturbed by Lévy noise (Q408972) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
- Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
- Stochastic equations, flows and measure-valued processes (Q414291) (← links)
- Large graph limit for an SIR process in random network with heterogeneous connectivity (Q417072) (← links)
- The transition from ergodic to explosive behavior in a family of stochastic differential equations (Q424484) (← links)
- Positivity and explosion in mean \(L^p\)-norm of stochastic functional parabolic equations of retarded type (Q424496) (← links)
- A new extrapolation method for weak approximation schemes with applications (Q433903) (← links)
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
