The following pages link to (Q4226355):
Displaying 50 items.
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On forward and backward SPDEs with non-local boundary conditions (Q255495) (← links)
- Moderate deviations and central limit theorem for positive diffusions (Q255538) (← links)
- Hypoelliptic Laplacian, analytical twist and Cheeger-Müller theorem (Q255874) (← links)
- Facelifting in utility maximization (Q261918) (← links)
- Fourier-Bessel heat kernel estimates (Q266443) (← links)
- Imaginary geometry. I: Interacting SLEs (Q267007) (← links)
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains (Q270176) (← links)
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
- An averaging principle for diffusions in foliated spaces (Q272972) (← links)
- A dimension spectrum for SLE boundary collisions (Q273205) (← links)
- The scaling limit of the interface of the continuous-space symbiotic branching model (Q282485) (← links)
- Generalization of the Nualart-Peccati criterion (Q282494) (← links)
- A stochastic target approach to Ricci flow on surfaces (Q282517) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Optimal portfolio liquidation in target zone models and catalytic superprocesses (Q287674) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Geodesics in Brownian surfaces (Brownian maps) (Q297441) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- Propagation of chaos for interacting particles subject to environmental noise (Q303947) (← links)
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- A gradient flow approach to large deviations for diffusion processes (Q311165) (← links)
- Stochastic Newton equation in strong potential limit (Q311981) (← links)
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- Identification of unstable fixed points for randomly perturbed dynamical systems with multistability (Q321804) (← links)
- Processes iterated ad libitum (Q326834) (← links)
- Interacting particle systems at the edge of multilevel Dyson Brownian motions (Q329475) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Scalar conservation laws with rough flux and stochastic forcing (Q338207) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- A limit theorem for singular stochastic differential equations (Q343047) (← links)
- Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection (Q343801) (← links)
- Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary (Q351528) (← links)
- Equilibrium model with default and dynamic insider information (Q354195) (← links)
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Cubature on Wiener space: pathwise convergence (Q358624) (← links)
- The Brownian map is the scaling limit of uniform random plane quadrangulations (Q362061) (← links)
