The following pages link to Nikita E. Ratanov (Q592270):
Displaying 50 items.
- (Q340128) (redirect page) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Telegraph processes and option pricing (Q386156) (← links)
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- Equity valuation under stock dilution and buy-back (Q449281) (← links)
- Nonhomogeneous telegraph processes and their application to financial market modeling (Q492468) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- On the blow-up for a discrete Boltzmann equation in the plane (Q556471) (← links)
- (Q588009) (redirect page) (← links)
- Exponential mixing for 2D Navier-Stokes equations perturbed by an unbounded noise (Q813903) (← links)
- Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs (Q850975) (← links)
- Production, interest, and saving in deterministic economies with additive endowments (Q852320) (← links)
- \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise (Q867114) (← links)
- Smoluchowski-Kramers approximation for a general class of SPDEs (Q871610) (← links)
- Maximum principles for infinite dimensional diffusion equations (Q874890) (← links)
- Geometric properties of the Maxwell set and a vortex filament structure for Burgers equation (Q883188) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- Emergence and evolution of multiple clusters of attracting agents (Q979116) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- Integral expressions of Lyapunov exponents for autonomous ordinary differential systems (Q1042859) (← links)
- Existence of financial equilibria with restricted participation (Q1049223) (← links)
- Asymptotic normality of statistical solutions of the wave equation (Q1073260) (← links)
- (Q1175357) (redirect page) (← links)
- On a system of the ``reaction-diffusion'' class (Q1175358) (← links)
- A note on the kinetic equations of coagulation (Q1188454) (← links)
- A model of zero width slits for an orifice in a semitransparent boundary (Q1204776) (← links)
- Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers (Q1294887) (← links)
- Invariant states for the time dynamics of a class of multidimensional lattice quantum Fermi systems (Q1326816) (← links)
- Purification and uniqueness of quantum Gibbs states (Q1328202) (← links)
- The Poisson structure on the coordinate ring of discrete Lax operator and Toda lattice equation (Q1342752) (← links)
- A non-stationary multi-scale oscillating free boundary for the Laplace and heat equations (Q1361822) (← links)
- Purely toroidal solutions of the kinetic dynamo equation (Q1364600) (← links)
- Review of some recent results in perturbation theory for solitary waves (Q1366737) (← links)
- On a criterion of integrability by the inverse scattering transform (Q1374980) (← links)
- Vortex-condensations of a non-relativistic Maxwell-Chern-Simons theory (Q1377523) (← links)
- Completely integrable equation for the quantum correlation function of nonlinear Schrödinger equation (Q1379674) (← links)
- A modified conservation law for the phase of the nonlinear Schrödinger soliton (Q1381212) (← links)
- Linear superpositions in nonlinear wave equations (Q1381213) (← links)
- On the Korteweg-de Vries equation: Frequencies and initial value problem (Q1382056) (← links)
- On convergence to equilibrium distribution. II: The wave equation in odd dimensions, with mixing (Q1397382) (← links)
- Macroscopic limit of Vlasov type equations with friction (Q1590096) (← links)
- Small solutions to nonlinear Schrödinger equations in the Sobolev spaces (Q1591328) (← links)
- On geodesic hydrodynamic motions. Heisenberg spin connections (Q1593786) (← links)
- On the equational theory of \(C^*\)-algebras (Q1802260) (← links)
- Inverse scattering on the line for the nonlinear Klein-Gordon equation with a potential (Q1840789) (← links)
- Planar random motions with drift (Q1872621) (← links)
- Reaction-advection random motions in inhomogeneous media (Q1885860) (← links)
- Fibration of the phase space of the periodic Toda lattice (Q1900607) (← links)