The following pages link to (Q4693741):
Displaying 50 items.
- Fubini theorem for multiparameter stable process (Q450172) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Integration by parts formulae for Wiener measures on a path space between two curves (Q863478) (← links)
- On some Fourier aspects of the construction of certain Wiener integrals (Q873603) (← links)
- Noncanonical representation with an infinite-dimensional orthogonal complement (Q935825) (← links)
- The Ornstein-Uhlenbeck bridge and applications to Markov semigroups (Q952823) (← links)
- When does allow the Hardy inequality to calculate an exact Poincaré constant on a line? (Q959015) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- Further results on some singular linear stochastic differential equations (Q1016620) (← links)
- Moderate deviations for squared radial Ornstein-Uhlenbeck process (Q1026335) (← links)
- On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
- Transient nearest neighbor random walk and Bessel process (Q1047153) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- Semiflexible polymers in straining flows (Q1285223) (← links)
- Windings of Brownian motion and random walks in the plane (Q1307070) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- On extremal theory for self-similar processes (Q1307504) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- A Shorokhod problem with singular drift and its application to the origin of universes (Q1340344) (← links)
- The distributions of annuities (Q1341325) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Brownian motion normalized by maximum local time (Q1382483) (← links)
- Approximation of stopped Brownian local time by diadic crossing chains (Q1382513) (← links)
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion (Q1394539) (← links)
- Function space integration for annuities. (Q1413284) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- AIMD algorithms and exponential functionals (Q1431551) (← links)
- Brownian sheet and capacity (Q1568281) (← links)
- Excursions for polymers in elongational flows. (Q1593217) (← links)
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions (Q1593606) (← links)
- Some calculations for doubly perturbed Brownian motion (Q1613581) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph (Q1656539) (← links)
- Brownian analogues of Burke's theorem. (Q1766020) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- A parallel between Brownian bridges and gamma bridges (Q1769586) (← links)
- On the Brownian-directed polymer in a Gaussian random environment (Q1779221) (← links)
- An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges (Q1779673) (← links)
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
- A new factorization property of the selfdecomposable probability measures. (Q1879827) (← links)
- Green's formula, planar Brownian bridge, and Lévy's area (Q1893861) (← links)
- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion (Q1899257) (← links)
- Hitting times of Bessel processes (Q1949215) (← links)
- On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes (Q1949461) (← links)
- Favourite sites of transient Brownian motion (Q1965903) (← links)
- Limit theorems for loop soup random variables (Q1983051) (← links)
