Pages that link to "Item:Q5554669"

The following pages link to Diffusion processes with continuous coefficients, I (Q5554669):

Displaying 50 items.

• Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
• A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309) (← links)
• On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
• Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
• Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• A conversation with S. R. S. Varadhan (Q667687) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Construction of branching diffusion processes and their optimal stochastic control (Q755484) (← links)
• Positive solutions of elliptic equations in nondivergence form and their adjoints (Q762356) (← links)
• Brownian motion on Perelman's almost Ricci-flat manifold (Q782616) (← links)
• Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation (Q786785) (← links)
• The diffusion approximation of the Boltzmann equation of Maxwellian molecules (Q792026) (← links)
• Comparison theorems for diffusion processes (Q919718) (← links)
• Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
• Stochastic differential inclusions and diffusion processes (Q996888) (← links)
• Stochastic representation of partial differential inclusions (Q1018144) (← links)
• Stochastic pursuit-evasion differential games in the plane (Q1065732) (← links)
• On a class of unilateral evolution problems (Q1135997) (← links)
• A stochastic homicidal chauffeur pursuit-evasion differential game (Q1138492) (← links)
• Théorie du potentiel associée à certains systèmes différentiels (Q1142902) (← links)
• A limit theorem for stochastic acceleration (Q1149684) (← links)
• A martingale problem associated with diffusion operators in a domain (Q1154746) (← links)
• One pursuer and two evaders on the line: A stochastic pursuit-evasion differential game (Q1166444) (← links)
• Bifurcation in the presence of small noise (Q1168938) (← links)
• Weak convergence of Markov chains with two-parameter time (Q1170820) (← links)
• Solution of stochastic differential equations by random time change (Q1225874) (← links)
• Weak convergence of random processes to the solution of a martingale problem (Q1226352) (← links)
• Optimal control of diffusion processes with reflection (Q1229833) (← links)
• Weak convergence of martingale problem solutions (Q1231227) (← links)
• Probability methods for convergence of approximations of integrodifferential equations (Q1234130) (← links)
• Exponential bound for distribution of locally infinitely divisible processes (Q1238550) (← links)
• A quality control problem and quasi-variational inequalities (Q1240902) (← links)
• A limit theorem for turbulent diffusion (Q1254780) (← links)
• Nearest neighbor birth and death processes on the real line (Q1257300) (← links)
• Boundary layers and homogenization of transport processes (Q1258564) (← links)
• On the martingale problem associated with nondegenerate Lévy operators (Q1324867) (← links)
• A note on generalized flows (Q1404831) (← links)
• Lundberg inequalities in a diffusion environment (Q1413361) (← links)
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
• Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type (Q1688302) (← links)
• Martingale representation for degenerate diffusions (Q1738994) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888) (← links)
• Proof of existence theorems for the two-parameter martingale problem (Q1921775) (← links)
• Uniqueness in law for a class of degenerate diffusions with continuous covariance (Q1939551) (← links)
• Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients (Q2075898) (← links)
• \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
• Feynman-Kac formula under a finite entropy condition (Q2099819) (← links)