The following pages link to (Q4663402):
Displaying 50 items.
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- KPZ line ensemble (Q328776) (← links)
- Limits of random differential equations on manifolds (Q343785) (← links)
- Determinantal martingales and noncolliding diffusion processes (Q404593) (← links)
- Gambling in contests (Q405542) (← links)
- Intertwining certain fractional derivatives (Q415349) (← links)
- On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales (Q424488) (← links)
- Permanental fields, loop soups and continuous additive functionals (Q482832) (← links)
- Regularization by noise and stochastic Burgers equations (Q487662) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Estimates on functional integrals of quantum mechanics and non-relativistic quantum field theory (Q514284) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Diffusion limit for many particles in a periodic stochastic acceleration field (Q614114) (← links)
- Noncolliding squared Bessel processes (Q628677) (← links)
- Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) (Q629786) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Stochastic description of a Bose-Einstein condensate (Q661279) (← links)
- Determinantal process starting from an orthogonal symmetry is a Pfaffian process (Q664577) (← links)
- Arbitrage opportunities in diverse markets via a non-equivalent measure change (Q665725) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- Optimal scaling of random walk Metropolis algorithms with discontinuous target densities (Q691108) (← links)
- Random interlacements and the Gaussian free field (Q693711) (← links)
- System of complex Brownian motions associated with the O'Connell process (Q694610) (← links)
- \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions (Q782842) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- SIR dynamics with vaccination in a large configuration model (Q832619) (← links)
- Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection (Q838307) (← links)
- Copolymer at selective interfaces and pinning potentials: weak coupling limits (Q838312) (← links)
- Fractional integral equations and state space transforms (Q850753) (← links)
- On the construction of Wiener integrals with respect to certain pseudo-Bessel processes (Q860695) (← links)
- \(L^p\)-estimates on a ratio involving a Bessel process (Q886411) (← links)
- On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option'' (Q890603) (← links)
- Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function (Q937101) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- Thick points of the Gaussian free field (Q964786) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- Hydrodynamic turbulence and intermittent random fields (Q1006309) (← links)
- Measure-valued flows given consistent exchangeable families (Q1014863) (← links)
- Quasi-stationary distributions and diffusion models in population dynamics (Q1035865) (← links)
- Wishart processes (Q1181413) (← links)
