The following pages link to (Q4842684):
Displaying 50 items.
- Stochastic Korteweg-de Vries equation driven by fractional Brownian motion (Q255486) (← links)
- Backward doubly stochastic differential equations with polynomial growth coefficients (Q255492) (← links)
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion (Q258312) (← links)
- Right Markov processes and systems of semilinear equations with measure data (Q259219) (← links)
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Well-posedness of stochastic KdV-BO equation driven by fractional Brownian motion (Q279993) (← links)
- Fractional stochastic Volterra equation perturbed by fractional Brownian motion (Q299580) (← links)
- Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion (Q347083) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Computation of the kernels of Lévy functionals and applications (Q351806) (← links)
- Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps (Q354201) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Solving the KPZ equation (Q363350) (← links)
- Nondegenerate SDEs with jumps and their hypoelliptic properties (Q371217) (← links)
- Singular FBSDEs and scalar conservation laws driven by diffusion processes (Q377517) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- Gaussian skewness approximation for dynamic rate multi-server queues with abandonment (Q386340) (← links)
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Homogenization of a singular random one-dimensional PDE with time-varying coefficients (Q428152) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Non-linear rough heat equations (Q438965) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
- Uniqueness for continuity equations in Hilbert spaces with weakly differentiable drift (Q487666) (← links)
- Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\) (Q501840) (← links)
- Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Riesz transform and integration by parts formulas for random variables (Q544522) (← links)
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations (Q550160) (← links)
- FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
- Skorohod integration and stochastic calculus beyond the fractional Brownian scale (Q556245) (← links)
- Integration by parts on the law of the reflecting Brownian motion (Q557582) (← links)
- The high-order SPDEs driven by multi-parameter fractional noises (Q601928) (← links)
- A Lie algebroid on the Wiener space (Q606116) (← links)
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes (Q629777) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057) (← links)
