The following pages link to (Q5493563):
Displaying 18 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2 (Q2137497) (← links)
- Whittaker-Stockwell transform and Tikhonov regularization problem (Q2160284) (← links)
- On the evaluation of an integral involving the Whittaker \(W\) function (Q2199771) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- Lévy processes with respect to the Whittaker convolution (Q5853477) (← links)
- Generalization of Titchmarsh's theorem for the modified Whittaker transform (Q5886906) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
