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121

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122

On the multi-dimensional skew Brownian motion
Atar, Rami ; Budhiraja, Amarjit
In Stochastic Processes and their Applications May 2015 125(5):1911-1925

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123

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124

Rational approximations for multi-energy group stiff fractional point kinetics equations
Aboanber, Ahmed E. ; Nahla, Abdallah A. ; El-Sheikh, Omnia M. ; et al.
In Progress in Nuclear Energy February 2025 180

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125

Bayesian inference for diffusion processes: using higher-order approximations for transition densities
Susanne Pieschner ; Christiane Fuchs
Royal Society Open Science, Vol 7, Iss 10 (2020)

stochastic differential... markov chain monte carlo milstein scheme parameter estimation bayesian data imputation Science
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126

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127

Ergodicity and exponential [formula omitted]-mixing bounds for multidimensional diffusions with jumps
Masuda, Hiroki
In Stochastic Processes and their Applications 2007 117(1):35-56

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128

Multidimensional upwind scheme of diagonal Cartesian method for an advection–diffusion problem
He, Guojian ; Fang, Hongwei ; Chen, Minghong
In Computers and Fluids 2009 38(5):1003-1010

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129

Stochastic Taylor Expansions for Functionals of Diffusion Processes
RÖBLER, Andreas
Stochastic analysis and applications. 28(3):415-429

Control theory, operatio... Automatique, recherche o... Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... …
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130

Bootstrap specification tests for diffusion processes
Corradi, Valentina ; Swanson, Norman R.
In Journal of Econometrics 2005 124(1):117-148

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131

An approximation of small-time probability density functions in a general jump diffusion model
Zhang, Le ; Schmidt, Wolfgang M.
In Applied Mathematics and Computation 15 January 2016 273:741-758

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132

Practical aspects of high-sensitivity multidimensional 13C MAS NMR spectroscopy of perdeuterated proteins
Akbey, Ümit ; Rossum, Barth-Jan van ; Oschkinat, Hartmut
In Journal of Magnetic Resonance April 2012 217:77-85

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133

Valuing catastrophe equity put options with liquidity risk, default risk and jumps
Tang, Chao ; Chen, Peimin ; Zhang, Shu
In North American Journal of Economics and Finance January 2025 76

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134

Laws of the Iterated Logarithm and Large Deviations for a Class of Diffusion Processes
Remillard, Bruno ; Dawson, Donald A.
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1989 Dec 01. 17(4), 349-376.

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135

CONSISTENT FAMILIES OF BROWNIAN MOTIONS AND STOCHASTIC FLOWS OF KERNELS
HOWITT, Chris ; WARREN, Jon
Annals of probability. 37(4):1237-1272

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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136

A novel image encryption algorithm based on hybrid chaotic maps using a key image
Benaissi, Sellami ; Chikouche, Noureddine ; Hamza, Rafik
In Optik February 2023 272

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137

Complex systems in finance: Monte Carlo evaluation of first passage time density functions
Tsviliuk, O. ; Zhang, D. ; Melnik, R.
In Procedia Computer Science May 2010 1(1):2381-2389

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138

Random perturbations of dynamical systems and diffusion processes with conservation laws
FREIDLIN, Mark ; WEBER, Matthias
Probability theory and related fields. 128(3):441-466

Mathematics Mathématiques Sciences exactes et tech... Exact sciences and techn... Sciences et techniques c... Sciences and techniques... …
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139

Bounded perturbations of two-dimensional diffusion processes with nonlocal conditions near the boundary
Gurevich P.L.
Mathematical Notes

Borel measure Diffusion process Elliptic operator Feller semigroup Hille-Yosida theorem Nonlocal condition
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140

On an Approximation Order of the Optimal Stopping Problem for 𝑛-Dimensional Diffusion Processes
Lominashvili, Giorgi
Georgian Mathematical JournalGeorgian Mathematical Journal. 12(4):693-696

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