Zamrik.com https://validator.w3.org/feed/docs/rss2.html Skew Brownian Motion: One Biased Site and the Asymmetry It Buys Bridging Technical Analysis and Order-Flow Microstructure: A Quantitative Framework The Doob h-Transform: Harmonic Functions, Conditioned Brownian Motion, and the Martin Boundary The Controlled Symbol: Pseudo-Differential Operators, HJB Duality, and Spatially Varying Regularity A Stationary Mean Field Congestion Game on a Torus A Huggett-Moll Mean Field Game with Mean-Reverting Kou Jump-Diffusion Productivity The Two-Player War of Attrition on a Bivariate Diffusion: A Free Boundary PDE Approach The Three-Player War of Attrition as a Dynkin Game Forward Rate Derivatives Pricing under the Langevin-Zamrik Model Forward Rate Dynamics in the Langevin-Zamrik Framework: HJM Structure and Inertial SPDEs Bond Pricing Under Inertial Interest Rate Dynamics: The Langevin-Zamrik PDE Wishart Stochastic Volatility and the FTQR-Hawkes Bridge Five-Type Queue-Reactive Hawkes Simulation for Futures Price Discovery Russian Options: HJB and Reflected BSDE — Two Methods, One Price Surface Robust Israeli Options with Finite Maturity: A Hamilton-Jacobi-Isaacs Approach under Drift Ambiguity The Israeli Option: Doob-Meyer Decomposition and the Double Obstacle PDE The Russian Option: Optimal Stopping on the Running Maximum and Peskir’s Maximality Principle Insider Trading with Random Signal Arrival: A Kyle–Back Model with Poisson Revelation Optimal Dividends with a Resurrection Option in the Cramér–Lundberg Model Wealth Stratification, Norm Contagion, and Institutional Capture: An Agent-Based Model of Endogenous Accountability Collapse Accountability Collapse under Wealth Growth: A Stochastic Control Problem with Integral Equations Last Passage Times, the Azéma–Yor Martingale, and Optimal Prediction of the Maximum Brownian Local Time, Tanaka’s Formula, and the Quantum Delta Potential The Feynman–Kac Formula and the Heat Equation with Killing Notebook Optimal Stopping and the Snell Envelope Market Making Under Inventory Risk with Adverse Selection Hawkes Process Models for High-Frequency Trade Arrivals Order Book Dynamics and Price Impact in Limit Order Markets Diffusions with Stochastic Resetting Making a Market: the HJB a Naive Quoter Is Ignoring The Contact Field: Ray-Knight Laws and Reaction in a Distributed Reactive Medium Everybody Wants the Cheap Plug One Hundred Prisoners, Fifty Opens A Coin With No Memory Still Looks Cold Research The Kelly Criterion — Why the Optimal Strategy Is Never Used The Stagflation Trap: Optimal Monetary Policy as an HJB Problem The Mean Field Game of Mediocrity When Neurons Forget: The Ornstein-Uhlenbeck Process in Neuroscience The Square Root That Keeps Rain Positive: CIR Processes in Weather Modelling Solving the 2D Wave Equation with Spectral Methods Solar Magnetohydrodynamics: Solving Magnetic Diffusion in a Sphere Heat Diffusion in an Iron Sphere — A FEniCSx Simulation Pricing a Gas Liquefaction Plant as a Real Option: An HJB Approach Two Worlds, One Price: Entropy and the Risk-Neutral Measure Langevin Dynamics and Why They Matter in Finance CAD 530 a Month: What Your Car Insurance Premium Actually Pays For The Trade War Nobody Chose: Smoot-Hawley and the Model That Would Have Stopped It Home