The following pages link to (Q4522393):
Displaying 50 items.
- Mixtures of stochastic differential equations with random effects: application to data clustering (Q254932) (← links)
- Optimal investment and consumption under partial information (Q261540) (← links)
- Continuous-time limit of dynamic games with incomplete information and a more informed player (Q267098) (← links)
- Regularization in \(L_1\) for the Ornstein-Uhlenbeck semigroup (Q268518) (← links)
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Stationary statistical experiments and the optimal estimator for a predictable component (Q283148) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces (Q310616) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Emission allowance as a derivative on commodity-spread (Q356764) (← links)
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling (Q511556) (← links)
- Time regularity of the densities for the Navier-Stokes equations with noise (Q524994) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems (Q733253) (← links)
- Existence and asymptotic behavior for hereditary stochastic evolution equations (Q742536) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Optimal ownership of entrepreneurial firms with rational inattention (Q823991) (← links)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
- Construction of confidence absorbing set for analysis of static stochastic systems (Q827962) (← links)
- Observability and nonlinear filtering (Q839412) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Adaptive Poisson disorder problem (Q862204) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Sufficiency and efficiency in statistical prediction (Q871011) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Common value experimentation (Q893414) (← links)
- Goodness of fit test for small diffusions by discrete time observations (Q907094) (← links)
- Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction (Q967631) (← links)
- Bounds for the transition density of time-homogeneous diffusion processes (Q1009726) (← links)
- Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Stability of the zero solution of nonlinear differential equations under the influence of white noise (Q1625496) (← links)
- Wonham filtering by observations with multiplicative noises (Q1641944) (← links)
