The following pages link to Ju-Yi Yen (Q504480):
Displaying 19 items.
- Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- Truncation functions and Laplace transform (Q631542) (← links)
- Illustration of various methods for solving partly Skorokhod's embedding problem (Q743015) (← links)
- Measuring the ``non-stopping timeness'' of ends of previsible sets (Q1758296) (← links)
- Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm (Q1933590) (← links)
- On excursions inside an excursion (Q2029765) (← links)
- A discussion on some simple epidemiological models (Q2123595) (← links)
- On moments of Brownian functionals and their interpretation in terms of random walks (Q2307405) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures (Q2393403) (← links)
- On an identity in law between Brownian quadratic functionals (Q2637367) (← links)
- Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory (Q2798572) (← links)
- (Q4972753) (← links)
- Detailed study of a moving average trading rule (Q5026541) (← links)
- On Two Results of P. Deheuvels (Q5258897) (← links)
- Some Topics in Probability Theory (Q5258898) (← links)
- Limit theorems of Brownian additive functionals (Q6104277) (← links)
- Random apportionment: a stochastic solution to the Balinski-Young impossibility (Q6204668) (← links)
