The following pages link to (Q4508926):
Displaying 50 items.
- Branching Brownian motion in a strip: survival near criticality (Q272951) (← links)
- Transient one-dimensional diffusions conditioned to converge to a different limit point (Q273696) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Regular subspaces of skew product diffusions (Q312777) (← links)
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Kolmogorov forward equation and explosiveness in countable state Markov processes (Q333068) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion (Q347083) (← links)
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
- Representation formula for the entropy and functional inequalities (Q372572) (← links)
- Performance of CSMA in multi-channel wireless networks (Q383294) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Harmonic functions on Walsh's Brownian motion (Q402410) (← links)
- Diffusivity bounds for 1D Brownian polymers (Q414284) (← links)
- A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
- Diffusion phenomena and thermodynamics (Q420379) (← links)
- Particle filters with random resampling times (Q424474) (← links)
- Mean-field limit for the stochastic Vicsek model (Q427604) (← links)
- Weak convergence and fluid limits in optimal time-to-empty queueing control problems (Q434250) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Latent diffusion models for survival analysis (Q453270) (← links)
- Generalized volatility-stabilized processes (Q470721) (← links)
- Variance reduction for diffusions (Q491924) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise (Q494888) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- Conditioning subordinators embedded in Markov processes (Q516013) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Hybrid Atlas models (Q535207) (← links)
- An integral test for the transience of a Brownian path with limited local time (Q537138) (← links)
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- Long-term behaviour of a cyclic catalytic branching system (Q550139) (← links)
- Bessel processes and hyperbolic Brownian motions stopped at different random times (Q550146) (← links)
- An equivalent representation of the Brown-Resnick process (Q553029) (← links)
- Strong solution of Itô type set-valued stochastic differential equation (Q606330) (← links)
- Dirichlet forms associated with linear diffusions (Q606366) (← links)
- Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Total progeny in killed branching random walk (Q644779) (← links)
- Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123) (← links)
