The following pages link to (Q4714465):
Displaying 50 items.
- Final distribution of a diffusion process with final stop (Q292335) (← links)
- A group action on increasing sequences of set-indexed Brownian motions (Q340775) (← links)
- Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
- Non-intersecting squared Bessel paths with one positive starting and ending point (Q351303) (← links)
- Exact inequalities for the maximum of a skew Brownian motion (Q355255) (← links)
- Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) (Q393991) (← links)
- A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
- Generation of cosine families via Lord Kelvin's method of images (Q423429) (← links)
- On the infimum attained by a reflected Lévy process (Q430005) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Mixture representations for symmetric generalized Linnik laws (Q449885) (← links)
- Derivative formula and gradient estimates for Gruschin type semigroups (Q457092) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- On extrema of stable processes (Q533746) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- An equivalent representation of the Brown-Resnick process (Q553029) (← links)
- Asymptotics for diffusion first-passage laws (Q605857) (← links)
- On the expected volume of the Wiener sausage (Q616647) (← links)
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) (Q619518) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Liouville quantum gravity and KPZ (Q636827) (← links)
- Non-intersecting squared Bessel paths: Critical time and double scaling limit (Q647382) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Slowdown for time inhomogeneous branching Brownian motion (Q690621) (← links)
- Almost sure asymptotics for the local time of a diffusion in Brownian environment (Q719377) (← links)
- Excursions of diffusion processes and continued fractions (Q720745) (← links)
- Effective signal extraction via local polynomial approximation under long-range dependency conditions (Q722283) (← links)
- Statistical behaviour of adaptive multilevel splitting algorithms in simple models (Q728954) (← links)
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights (Q731298) (← links)
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions (Q731698) (← links)
- Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
- An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
- Rayleigh processes, real trees, and root growth with re-grafting (Q816985) (← links)
- Occupation measure and local time of classical risk processes (Q817294) (← links)
- Markov mortality models: implications of quasistationarity and varying initial distributions (Q851385) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724) (← links)
- American Parisian options (Q881414) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- Nondecreasing continuous semi-Markov processes: asymptotics and asymmetry (Q906013) (← links)
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478) (← links)
- Hitting law asymptotics for a fluctuating Brownian functional (Q935574) (← links)
- Closed-form solutions to stochastic process switching problems (Q952681) (← links)
- Contract adjustment under uncertainty (Q964575) (← links)
- \(\pi \) options (Q981010) (← links)
- Uniform conditional ergodicity and intrinsic ultracontractivity (Q983728) (← links)
