Pages that link to "Item:Q5694152"
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The following pages link to On the transition densities for reflected diffusions (Q5694152):
Displaying 50 items.
- Long time behavior of stochastic hard ball systems (Q265264) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- On the time-dependent moments of Markovian queues with reneging (Q386344) (← links)
- On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Transient analysis of the Erlang A model (Q890176) (← links)
- Heat diffusion with frozen boundary (Q895485) (← links)
- A reflected diffusion process in a regime-switching environment (Q935212) (← links)
- Moments of the first passage time of one-dimensional diffusion with two-sided barriers (Q958974) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- The calculation of expectations for classes of diffusion processes by Lie symmetry methods (Q1009482) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- The hitting time density for a reflected Brownian motion (Q1930395) (← links)
- First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
- A broad view of queueing theory through one issue (Q1992141) (← links)
- On the rate of convergence to equilibrium for reflected Brownian motion (Q1992149) (← links)
- Explicit heat kernels of a model of distorted Brownian motion on spaces with varying dimension (Q2039733) (← links)
- Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (Q2040040) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
- Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation (Q2207420) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations (Q2244439) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process (Q2326226) (← links)
- On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- A random walk on rectangles algorithm (Q2433258) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
- Outflow probability for drift-diffusion dynamics (Q2643201) (← links)
- Last-passage time for linear diffusions and application to the emptying time of a box (Q2659307) (← links)
- A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
- Dynamics and steady states of a tracer particle in a confined critical fluid (Q3383335) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
