The following pages link to (Q4328337):
Displayed 50 items.
- Importance sampling for Lambda-coalescents in the infinitely many sites model (Q299323) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Iterated filtering (Q638813) (← links)
- Lyapunov function for nonuniform in time global asymptotic stability in probability with application to feedback stabilization (Q645011) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- An Andô-Douglas type theorem in Riesz spaces with a conditional expectation (Q839541) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- Excursion decompositions for SLE and Watts' crossing formula (Q877454) (← links)
- A large deviation principle for stochastic integrals (Q927258) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Current status data with competing risks: consistency and rates of convergence of the MLE (Q930644) (← links)
- Statistical modeling of causal effects in continuous time (Q930665) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- Some local approximation properties of simple point processes (Q957722) (← links)
- Dispersion and collapse in stochastic velocity fields on a cylinder (Q963302) (← links)
- Stability of parallel queueing systems with coupled service rates (Q964837) (← links)
- Limit theorems for projections of random walk on a hypersphere (Q968462) (← links)
- From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time (Q972198) (← links)
- Martin boundary of a killed random walk on a quadrant (Q984445) (← links)
- Infinite rate mutually catalytic branching (Q989193) (← links)
- Pseudodifferential operators with rough negative definite symbols (Q989953) (← links)
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- Multi-scaling of the \(n\)-point density function for coalescing Brownian motions (Q996046) (← links)
- Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model (Q1044219) (← links)
- Interacting multi-class transmissions in large stochastic networks (Q1049566) (← links)
- A strong law of large numbers for iterated functions of independent random variables (Q1285377) (← links)
- Convergence of conditional expectations in Banach function spaces (Q1295895) (← links)
- Windings of Brownian motion and random walks in the plane (Q1307070) (← links)
- Brownian excursions, critical random graphs and the multiplicative coalescent (Q1356369) (← links)
- Optimization via trunk reservation in single resource loss systems under heavy traffic (Q1379722) (← links)
- Exit strategies and price uncertainty: A Greenian approach (Q1381021) (← links)
- New perspectives on Ray's theorem for the local times of diffusions (Q1394532) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Comparison for measure valued processes with interactions (Q1431506) (← links)
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space (Q1431563) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Integrated Brownian motion, conditioned to be positive (Q1568286) (← links)
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (Q1593590) (← links)
- Rosenthal's inequality for point process martingales (Q1593634) (← links)
- Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes (Q1775511) (← links)
- Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent (Q1807262) (← links)
- General equilibrium when economic growth exceeds discounting (Q1841176) (← links)
- A canonical process for estimation of convex functions: the ``invelope'' of integrated Brownian motion \(+t^ 4\). (Q1848919) (← links)
- The genealogy of a cluster in the multitype voter model. (Q1872160) (← links)
- A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0 (Q1872246) (← links)
- On the product system of a completely positive semigroup (Q1874459) (← links)
- Flows, coalescence and noise. (Q1879824) (← links)
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)