The following pages link to (Q4349221):
Displayed 24 items.
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- Consistent families of Brownian motions and stochastic flows of kernels (Q837999) (← links)
- Changing the branching mechanism of a continuous state branching process using immigration (Q838314) (← links)
- Local times of ranked continuous semimartingales (Q939396) (← links)
- Marking \((1, 2)\) points of the Brownian web and applications (Q985333) (← links)
- Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations (Q1016607) (← links)
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
- Large deviations for sticky Brownian motions (Q2024503) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
- Multidimensional sticky Brownian motions as limits of exclusion processes (Q2346069) (← links)
- Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions (Q2659325) (← links)
- The Gorin-Shkolnikov identity and its random tree generalization (Q2664546) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- Sticky Particles and Stochastic Flows (Q2798573) (← links)
- On some properties of sticky Brownian motion (Q3384671) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Markov processes with spatial delay: Path space characterization, occupation time and properties (Q5361988) (← links)
- The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)