Zamrik.com https://validator.w3.org/feed/docs/rss2.html Blog The Doob h-Transform: Harmonic Functions, Conditioned Brownian Motion, and the Martin Boundary 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 Robust Israeli Options with Finite Maturity: A Hamilton-Jacobi-Isaacs Approach under Drift Ambiguity Bond Pricing Under Inertial Interest Rate Dynamics: The Langevin-Zamrik PDE Forward Rate Dynamics in the Langevin-Zamrik Framework: HJM Structure and Inertial SPDEs Forward Rate Derivatives Pricing under the Langevin-Zamrik Model Russian Options: HJB and Reflected BSDE — Two Methods, One Price Surface Optimal Stopping and the Snell Envelope Wealth Stratification, Norm Contagion, and Institutional Capture: An Agent-Based Model of Endogenous Accountability Collapse A Stationary Mean Field Congestion Game on a Torus A Huggett-Moll Mean Field Game with Mean-Reverting Kou Jump-Diffusion Productivity Brownian Local Time, Tanaka’s Formula, and the Quantum Delta Potential Optimal Dividends with a Resurrection Option in the Cramér–Lundberg Model The Three-Player War of Attrition as a Dynkin Game Order Book Dynamics and Price Impact in Limit Order Markets The Lifting Accountability Collapse under Wealth Growth: A Stochastic Control Problem with Integral Equations The Controlled Symbol: Pseudo-Differential Operators, HJB Duality, and Spatially Varying Regularity Last Passage Times, the Azéma–Yor Martingale, and Optimal Prediction of the Maximum The Dispersal Two Departures The Dark Branch The Two-Player War of Attrition on a Bivariate Diffusion: A Free Boundary PDE Approach De Rerum Stochástica: Lucretius’s Random Swerve and the Birth of SDEs The Gold Line The Clinamen From Plasma to Game Theory: The Unlikely Journey of an SDE The Present State Home Wishart Stochastic Volatility and the FTQR-Hawkes Bridge Five-Type Queue-Reactive Hawkes Simulation for Futures Price Discovery Three Sources Inversion Where Smoothness Fails The Contested Ground The Feynman–Kac Formula and the Heat Equation with Killing The Butterfly Effect Eight Kilometres Visions Binary Dawn First Melt Insider Trading with Random Signal Arrival: A Kyle–Back Model with Poisson Revelation Fair Game The Patient One Hawkes Process Models for High-Frequency Trade Arrivals The Attractor Passage Market Making Under Inventory Risk with Adverse Selection