The following pages link to Wei An Zheng (Q475735):
Displaying 50 items.
- Stochastic volatility model and technical analysis of stock price (Q475736) (← links)
- (Q801390) (redirect page) (← links)
- Tightness criteria for laws of semimartingales (Q801391) (← links)
- On reflecting Brownian motion - a weak convergence approach (Q917172) (← links)
- Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes (Q928242) (← links)
- (Q960990) (redirect page) (← links)
- On Monge-Kantorovich problem in the plane (Q960991) (← links)
- Tightness results for laws of diffusion processes application to stochastic mechanics (Q1067303) (← links)
- Mathematical and physical aspects of stochastic mechanics (Q1093265) (← links)
- Reflecting Brownian motions and comparison theorems for Neumann heat kernels (Q1328290) (← links)
- A large deviation result for a class of Dirichlet processes (Q1346974) (← links)
- Markov chain approximations to symmetric diffusions (Q1372355) (← links)
- Stability and approximations of symmetric diffusion semigroups and kernels (Q1379618) (← links)
- Rate of convergence in homogenization of parabolic PDEs (Q1404334) (← links)
- Comparison theorem and estimates for transition probability densities of diffusion processes (Q1424391) (← links)
- Sharp bounds for transition probability densities of a class of diffusions (Q1565904) (← links)
- Stability of time-dependent diffusion semigroups and kernels (Q1819119) (← links)
- Discretizing a backward stochastic differential equation (Q1854133) (← links)
- Brownian-time processes: The PDE connection and the half-derivative generator (Q1872247) (← links)
- Radial part of Brownian motion on a Riemannian manifold (Q1897179) (← links)
- Conditional propagation of chaos and a class of quasilinear PDE's (Q1902957) (← links)
- A discussion of Hong-Stein model (Q1934425) (← links)
- A representation formula for transition probability densities of diffusions and applications (Q2485752) (← links)
- Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes (Q2581152) (← links)
- (Q2702426) (← links)
- (Q2726275) (← links)
- (Q3029926) (← links)
- (Q3029927) (← links)
- Diffusion processes with non-smooth diffusion coefficients and their density functions (Q3201204) (← links)
- On conditional diffusion processes (Q3201205) (← links)
- (Q3212076) (← links)
- (Q3327443) (← links)
- (Q3327444) (← links)
- (Q3327445) (← links)
- (Q3331966) (← links)
- (Q3333814) (← links)
- CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132) (← links)
- (Q3657140) (← links)
- (Q3664105) (← links)
- (Q3664134) (← links)
- (Q3665957) (← links)
- (Q3678397) (← links)
- (Q3678418) (← links)
- (Q3700555) (← links)
- (Q3749859) (← links)
- (Q3800836) (← links)
- (Q3865188) (← links)
- A note on the convergence of sequences of conditional expectations of random variables (Q3876728) (← links)
- (Q3921913) (← links)
- (Q3923336) (← links)
