Keywords: فرایندهای بسل; Regular one-dimensional diffusions; Local time; Engelbert-Schmidt theory of weak solutions; Bessel processes; Time reversal; Path decomposition of Markov processes;
مقالات ISI فرایندهای بسل (ترجمه نشده)
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The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain
Keywords: فرایندهای بسل; Walk on moving spheres method; Bessel processes; Brownian hitting time; Numerical algorithm;
Keywords: فرایندهای بسل; primary; 60J25; 60J60; secondary; 60J45; 60J99; Bessel processes; Skew Bessel processes; Green's function; Time inversion;
Large volatility-stabilized markets
Keywords: فرایندهای بسل; 60J60; 60J70; 91G80Interacting diffusion processes; Hydrodynamic limit; Volatility-stabilized models; Bessel processes; Degenerate parabolic partial differential equations
2-microlocal analysis of martingales and stochastic integrals
Keywords: فرایندهای بسل; 60G07; 60G17; 60G22; 60G442-microlocal analysis; Bessel processes; Hölder regularity; Multifractional Brownian motion; Stochastic differential equations; Stochastic integral
Large time behavior of reaction–diffusion equations with Bessel generators
Keywords: فرایندهای بسل; Semilinear PDEs; Bessel processes; Feynman–Kac representation; Critical exponent; Finite time blow-up; Global solution
Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
Keywords: فرایندهای بسل; primary, 60H10, 60J60, 60J55; secondary, 35K20Pathwise uniqueness; Bessel processes; Squared Bessel processes; Cox–Ingersoll–Ross processes; Skew reflection; Local time on a curve
Poisson point processes, excursions and stable processes in two-dimensional structures
Keywords: فرایندهای بسل; 60G55; 60G18; 60J55; 60J60; 60J65; 60J67Excursions; Poisson point processes; Brownian motion; Bessel processes; Schramm–Loewner evolutions; Conformal loop ensembles; Loop soups
Asymmetric skew Bessel processes and their applications to finance
Keywords: فرایندهای بسل; Bessel processes; Local time; Perpetuities; Asian options
A class of remarkable submartingales
Keywords: فرایندهای بسل; 05C38; 15A15; 05A15; 15A18Submartingales; Azéma’s submartingale; Bessel processes; Inequalities; General theory of stochastic processes; Skorokhod’s stopping problem
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
Keywords: فرایندهای بسل; Bessel processes; Itô’s representation theorem; Wiener integrals; Scaling property; Gebelein’s inequality; Hermite and Laguerre series expansions
An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
Keywords: فرایندهای بسل; 60J60; 62E20; Anderson-Darling statistics; Quadratic functionals; Bessel processes;
Iterated integrals with respect to Bessel processes
Keywords: فرایندهای بسل; 60H05; 60J25; secondary 60G44; Bessel processes; Iterated stochastic integrals; Brownian motion; Martingales; Itô's formula;
Lp-estimates on diffusion processes
Keywords: فرایندهای بسل; Diffusion processes; Brownian motion; Martingales; Stochastic differential equations; Itô formula; Bessel processes; Ornstein-Uhlenbeck process; Burkholder-Davis-Gundy inequalities; Maximal inequalities;
The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes
Keywords: فرایندهای بسل; 60H05; 60H07; 60G18; Fractional Brownian motion; Malliavin calculus; Divergence integral; p-variation; Bessel processes;