The following pages link to (Q4086524):
Displayed 50 items.
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces) (Q578750) (← links)
- Probabilistic approach to the Dirichlet problem of second order elliptic PDE (Q581936) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- A proof of the ineffectiveness of likelihood inference on singular measures (Q584847) (← links)
- On the definition of likelihood in abstract spaces (Q594487) (← links)
- The exponential leveling and the Ventcel-Freidlin ``minimal action'' function (Q750010) (← links)
- A cluster expansion for stochastic lattice fields (Q751090) (← links)
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations (Q751726) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Limiting behavior of the solution of the Cauchy problem for a parabolic equation (Q753276) (← links)
- The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere (Q756858) (← links)
- Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations (Q759721) (← links)
- Diffusion equation for multivalued stochastic differential equations (Q786457) (← links)
- Continuous dependence and time change for Ito equations (Q791229) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
- Nonparametric asymptotically efficient estimation of a signal in the nonlinear case (Q792728) (← links)
- The exponential leveling in elliptic singular perturbation problems with complicated attractors (Q804090) (← links)
- Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states (Q808507) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- On conservativeness and recurrence criteria for Markov processes. (Q816814) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Limit velocity and zero-one laws for diffusions in random environment (Q862200) (← links)
- An asymptotic stability theorem of Peuteman--Aeyels for Itô processes and its applications in synchronous switching systems (Q864473) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- Lower bounds for the density of locally elliptic Itô processes (Q874742) (← links)
- Interacting diffusions approximating the porous medium equation and propagation of chaos (Q875911) (← links)
- A stochastic perturbation of inviscid flows (Q881653) (← links)
- Perturbation of transition functions and a Feynman--Kac formula for the incorporation of mortality (Q885060) (← links)
- Ergodic properties of a kicked damped particle (Q913380) (← links)
- Variational processes from the weak forward equation (Q920484) (← links)
- Stability theorems of stochastic difference equations (Q921717) (← links)
- A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems (Q925993) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Existence-uniqueness and continuation theorems for stochastic functional differential equations (Q944312) (← links)
- On mean exit time from a curvilinear domain (Q956351) (← links)
- On a stochastic disease model with vaccination (Q997533) (← links)
- A stochastic Lagrangian proof of global existence of the Navier-Stokes equations for flows with small Reynolds number (Q1001983) (← links)
- Brownian motion in a convex ring and quasi-concavity (Q1052752) (← links)
- Characteristic methods for multi-dimensional evolution equations (Q1054377) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions (Q1056843) (← links)
- Product formulas for semigroups with elliptic generators (Q1057421) (← links)
- Rigorous formulation of the method of collisions (Q1067325) (← links)
- Location of the travelling wave for the Kolmogorov equation (Q1071399) (← links)
- A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320) (← links)
- Large time asymptotics for fundamental solutions of diffusion equations (Q1073259) (← links)