Accuracy of discrete approximation for integral functionals of Markov processes (Q340801): Difference between revisions

@@ Property / author @@
-Viktoria P. Knopova
@@ Property / author: Viktoria P. Knopova / rank @@
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@@ Property / author @@
-Alexei M. Kulik
@@ Property / author: Alexei M. Kulik / rank @@
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@@ Property / author @@
+Alexei M. Kulik
@@ Property / author: Alexei M. Kulik / rank @@
+Normal rank
@@ Property / author @@
+Viktoria P. Knopova
@@ Property / author: Viktoria P. Knopova / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J25
@@ Property / Mathematics Subject Classification ID: 60J25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J55
@@ Property / Mathematics Subject Classification ID: 60J55 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G52
@@ Property / Mathematics Subject Classification ID: 60G52 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6652937
@@ Property / zbMATH DE Number: 6652937 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov process
@@ Property / zbMATH Keywords: Markov process / rank @@
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@@ Property / zbMATH Keywords @@
+integral functional
@@ Property / zbMATH Keywords: integral functional / rank @@
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@@ Property / zbMATH Keywords @@
+strong approximations
@@ Property / zbMATH Keywords: strong approximations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak approximations
@@ Property / zbMATH Keywords: weak approximations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally stable process
@@ Property / zbMATH Keywords: locally stable process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+occupation time option
@@ Property / zbMATH Keywords: occupation time option / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.08983
@@ Property / arXiv ID: 1507.08983 / rank @@
+Normal rank
@@ Property / cites work @@
+Density and tails of unimodal convolution semigroups
+Normal rank
@@ Property / cites work @@
+Rates of approximation of nonsmooth integral-type functionals of Markov processes
+Normal rank
@@ Property / cites work @@
+Weak approximation rates for integral functionals of Markov processes
+Normal rank
@@ Property / cites work @@
+Sharp estimates for the convergence of the density of the Euler scheme in small time
+Normal rank
@@ Property / cites work @@
+Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
+Normal rank
@@ Property / cites work @@
+Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$
+Normal rank
@@ Property / cites work @@
+Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
+Normal rank
@@ Property / cites work @@
+Intrinsic small time estimates for distribution densities of Lévy processes
+Normal rank
@@ Property / cites work @@
+Approximations of non-smooth integral type functionals of one dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Gradient estimates of harmonic functions and transition densities for Lévy processes
+Normal rank
@@ Property / cites work @@
+Step Options
@@ Property / cites work: Step Options / rank @@
+Normal rank
@@ Property / cites work @@
+Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity
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@@ Property / cites work @@
+Q5637705
@@ Property / cites work: Q5637705 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized tempered stable processes
@@ Property / cites work: Generalized tempered stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates of tempered stable densities
@@ Property / cites work: Estimates of tempered stable densities / rank @@
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@@ Property / cites work @@
+Transition density estimates for jump Lévy processes
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@@ Property / cites work @@
+Asymptotic estimates of multi-dimensional stable densities and their applications
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@@ Property / OpenAlex ID @@
+W2194719728
@@ Property / OpenAlex ID: W2194719728 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:340801