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Stochastic Processes and Related Topics
Latest Publications
TOTAL DOCUMENTS
13
(FIVE YEARS 0)
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0
(FIVE YEARS 0)
Published By CRC Press
9780429179266
Latest Documents
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Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Integral Functionals of Strong Markov Continuous Local Martingales
Stochastic Processes and Related Topics
◽
10.1201/9781482265231-9
◽
2002
◽
pp. 119-140
Keyword(s):
Integral Functionals
◽
Strong Markov
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Pricing Options for Markovian Models
Stochastic Processes and Related Topics
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10.1201/9781482265231-17
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2002
◽
pp. 257-276
Keyword(s):
Markovian Models
◽
Pricing Options
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First Passage Time Structural Models with Interest Rate Risk
Stochastic Processes and Related Topics
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10.1201/9781482265231-16
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2002
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pp. 245-256
Keyword(s):
Interest Rate
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First Passage Time
◽
Structural Models
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Passage Time
◽
Interest Rate Risk
◽
First Passage
◽
Rate Risk
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On One-Dimensional Stochastic Equations Driven by Symmetric Stable Processes
Stochastic Processes and Related Topics
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10.1201/9781482265231-8
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2002
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pp. 89-118
Keyword(s):
Stochastic Equations
◽
Stable Processes
◽
Symmetric Stable Processes
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One Dimensional
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Isolated Singular Points of Stochastic Differential Equations
Stochastic Processes and Related Topics
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10.1201/9781482265231-7
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2002
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pp. 63-88
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Singular Points
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Backward Stochastic Differential Equations and Viscosity Solutions of Semilinear Parabolic Deterministic and Stochastic PDE of Second Order
Stochastic Processes and Related Topics
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10.1201/9781482265231-6
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2002
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pp. 9-62
Keyword(s):
Differential Equations
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Stochastic Differential Equations
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Viscosity Solutions
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Backward Stochastic Differential Equations
◽
Second Order
◽
Stochastic Pde
◽
Semilinear Parabolic
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Subordinators Related to the Exponential Functionals of Brownian Bridges and Explicit Formulae for the Semigroups of Hyperbolic Brownian Motions
Stochastic Processes and Related Topics
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10.1201/9781482265231-15
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2002
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pp. 221-244
Keyword(s):
Brownian Motions
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Brownian Bridges
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Explicit Formulae
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Portfolio Optimisation with Transaction Costs and Exponential Utility
Stochastic Processes and Related Topics
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10.1201/9781482265231-13
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2002
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pp. 179-196
Keyword(s):
Transaction Costs
◽
Exponential Utility
◽
Portfolio Optimisation
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On Generalized z-Diffusions
Stochastic Processes and Related Topics
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10.1201/9781482265231-12
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2002
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pp. 163-178
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Intertwined Brownian Topics: Exponential Functionals, Winding Numbers, and Ray–Knight Theorems on Local Time
Stochastic Processes and Related Topics
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10.1201/9781482265231-18
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2002
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pp. 277-280
Keyword(s):
Local Time
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