The following pages link to (Q4303982):
Displaying 50 items.
- A simple probabilistic approach of the yard-sale model (Q273772) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Saddlepoint approximations for continuous-time Markov processes (Q278194) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
- Maximal coupling of Euclidean Brownian motions (Q375671) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- An occupation time formula for semimartingales in \(\mathbb{R}^N\) (Q404125) (← links)
- A spatial version of the Itō-Stratonovich correction (Q439881) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Spectral condition, hitting times and Nash inequality (Q479706) (← links)
- On some functional inequalities for skew Brownian motion (Q492160) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential (Q633133) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- The occupation time of Brownian motion in a ball (Q678087) (← links)
- The infinite Brownian loop on a symmetric space. (Q699250) (← links)
- Spectral gaps and exponential integrability of hitting times for linear diffusions (Q720737) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- The Burgers superprocess (Q867843) (← links)
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps (Q884834) (← links)
- Occupation densities for certain processes related to subfractional Brownian motion (Q890269) (← links)
- Precise intermittency for the parabolic Anderson equation with an \((1+1)\)-dimensional time-space white noise (Q902879) (← links)
- Poisson point processes, excursions and stable processes in two-dimensional structures (Q972814) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Unfolding the Skorohod reflection of a semimartingale (Q1004276) (← links)
- Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
- A stochastic characterization of Hermite polynomials (Q1269988) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- Semiflexible polymers in straining flows (Q1285223) (← links)
- Polynomial normal densities generated by Hermite polynomials (Q1286612) (← links)
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds (Q1296778) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- The limits of Sinai's simple random walk in random environment (Q1307452) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
