The following pages link to (Q4114577):
Displaying 50 items.
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes (Q282551) (← links)
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- On multidimensional diffusion processes with jumps (Q479196) (← links)
- On smoothing properties of transition semigroups associated to a class of SDEs with jumps (Q479716) (← links)
- Probabilistic interpretation of the Calderón problem (Q524728) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Systems of equations driven by stable processes (Q816991) (← links)
- Green's function and invariant density for an integro-differential operator of second order (Q915063) (← links)
- On degenerate stochastic equations of Itô type with jumps (Q956367) (← links)
- The martingale problem for a class of stable-like processes (Q1016609) (← links)
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels (Q1043682) (← links)
- The diffusion approximation of the spatially homogeneous Boltzmann equation (Q1088312) (← links)
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (Q1185785) (← links)
- The martingale problem for a class of pseudo differential operators (Q1337544) (← links)
- Asymptotic behavior of the transition density for jump type processes in small time (Q1345464) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Evolution of the Wasserstein distance between the marginals of two Markov processes (Q1708973) (← links)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- A stability result for solutions of stochastic equations driven by point processes (Q1897882) (← links)
- On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888) (← links)
- Successful couplings for a class of stochastic differential equations driven by Lévy processes (Q1933988) (← links)
- Branching processes for the fragmentation equation (Q2018562) (← links)
- On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators (Q2048589) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation (Q2376116) (← links)
- Harmonic functions for a class of integro-differential operators (Q2391048) (← links)
- Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994) (← links)
- On parabolic inequalities for generators of diffusions with jumps (Q2447289) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- �quations de type de Boltzmann, spatialement homog�nes (Q3347061) (← links)
- On Excursions of Reflecting Brownian Motion (Q3738355) (← links)
- (Q3860571) (← links)
- Markov Processes With Lipschitz Semigroups (Q3924949) (← links)
- (Q3932100) (← links)
- Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions (Q3978477) (← links)
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (Q4115871) (← links)
- (Q4128659) (← links)
- Sur l'int�grabilit� uniforme des martingales exponentielles (Q4155579) (← links)
- (Q4181847) (← links)
- (Q4603433) (← links)
- Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252) (← links)
- The Dirichlet problem for nonlocal elliptic equations (Q4958370) (← links)
- (Q5043554) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- A note on 𝐿₂-estimates for stable integrals with drift (Q5429478) (← links)
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology (Q5443749) (← links)
- Density estimate in small time for jump processes with singular Lévy measures (Q5949602) (← links)
- Feller property of regime-switching jump diffusion processes with hybrid jumps (Q6571709) (← links)
