The following pages link to (Q5514887):
Displaying 47 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- Correlation structure of fractional Pearson diffusions (Q316101) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Polynomial diffusions on compact quadric sets (Q511135) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Large deviations for statistics of the Jacobi process (Q1004404) (← links)
- Stochastic processes with orthogonal polynomial eigenfunctions (Q1035624) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- First order autoregressive Markov processes (Q1246201) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- The moments of a diffusion process (Q1642244) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Time-non-local Pearson diffusions (Q2034638) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Time-dependent probability density function for general stochastic logistic population model with harvesting effort (Q2068507) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- Market sharing dynamics between two service providers (Q2482830) (← links)
- Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients (Q2510016) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Long-run growth rate in a random multiplicative model (Q3189951) (← links)
- Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Discrete Models for Scattering Populations (Q5391097) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- Schur expansion of random-matrix reproducing kernels (Q5877975) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival (Q6086701) (← links)
- Exact solution of interacting particle systems related to random matrices (Q6135930) (← links)
- On a time-inhomogeneous diffusion process with discontinuous drift (Q6160607) (← links)
